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How to get FTSE trade volume decimals when Volume = 0.
I am using this endpoint to get time and sales for ftse350 stocks. def get_time_and_sales(rics, query_start_date, query_end_date, max_retries=10, retry_delay=20, identifier_type: str = "Ric"): """ Retrieves time and sales data for given RICs from Refinitiv. Docs:…
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Quick Question: get_timeseries for SZZF
Quick question: when I run the following python API call for ticker SZZF: Sub_ticker = ['SZZFM5^2', 'SZZFN5^2', 'SZZFQ5^2', 'SZZFU5', 'SZZFV5', 'SZZFX5', 'SZZFZ5', 'SZZFF6', 'SZZFG6', 'SZZFH6', 'SZZFJ6', 'SZZFK6', 'SZZFM6', 'SZZFN6', 'SZZFQ6', 'SZZFU6', 'SZZFV6', 'SZZFX6', 'SZZFZ6', 'SZZFF7', 'SZZFG7', 'SZZFH7', 'SZZFJ7',…
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Can I retrieve prices at a weekly interval and on a specific weekday ?
I'm currently getting weekly data using get_history "df_px = rd.get_history(universe=tickers, fields=['TR.ClosePrice'], interval='1W', start=start_date, end=end_date)" However i'm only getting data every friday. Is there a way I can specify that I want the data weekly but every Tuesday ? FYI, In the excel library it is…
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RIC no longer works
I created a program that uses constituent data from the FTSE All World index, that no longer works. Is constituent data no longer available? indicies = rd_get_data( universe = ['0#.FTAWORLDSR'], fields = ['TR.IndexConstituentRIC'], parameters = { 'SDate':date_formatted } )
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Can I get historical Time & Sales data with the LSEG API?
I have access to the Workspace application, where I can see Time & Sales data for a given RIC, and I would like to get the same using the LSEG API that comes with my Workspace login, and Python. Thanks
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How to get historical Bid and Ask Price using RDP/API account
Hi, I'm trying to figure out what the best scope would be to grab historical Bid and Ask prices when using the RDP/API account? Below is what I have but I'm running into issues. Could you just confirm if this is correct or not? --data-urlencode 'grant_type=password' --data-urlencode 'username= 'XXXXX' --data-urlencode…
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EUR Ratings based curves validity
Hi, I need EUR sovereign, ratings based curves history and I found the following, for example for 2Y tenor: EUSOVAAAEUR2Y,EUSOVAEUR2Y, EUSOVBBEUR2Y,EUSOVBEUR2Y. How reliable are these curves? What data cleaning steps do you recommend? I will calculate their VaR so to winsor the percentiles wont work. My another question…
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Europe BBB rating souvereign curve history python query
Hi, I would like to get a historical timeseries of EUROPE SOVEREIGN BBB RATING CREDIT CURVE (for all tenor points). Can you please help what is the right code? Currently I'm trying this but not working: import refinitiv.data as rd rd.open_session() df = rd.get_history( universe=['0#EUSOVBBBEURBMK='], fields=…
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SPX history uses incorrect tickers
Hi, When trying to get historical data for SPX, get_history and get_data returns data using tickers of the current constituents and not of the constituents at the requested time. For instance, ld.get_history(universe=[f"0#.SPX"], fields=["TR.PriceClose"], parameters={"SDATE":"2011-02-01"}) returns the price closes of the…
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Client Request – 5-Minute Interval Data for RIC SBc2
Client wants to get the python code to get the data to retrieve 5-Minute Interval Data for RIC SBc2. Excel formula is =@RDP .HistoricalPricing("SBc2","TRDPRC_1","START:01-Jan-2020 END:31-Dec-2024 INTERVAL:PT5M SOURCE:RFV",,"TSREPEAT:NO CH:Fd RH:Timestamp") But client needs python code which provide 5 minutes interval data…
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Extracting historical market data for the following RIC using Python (ZARONZ=R & ZARONIA=RBMN)
I am trying to extract historical market data on the following RIC: ZARONZ=R & ZARONIA=RBMN. For ZARONZ=R what field can I use as I have tried using the following formula but it's not working: df_close = rd.get_history(universe=['ZARONZ=R'], fields=['TR.CF_CLOSE(Frq=D,SDate=2025-07-24,EDate=2025-09-25)']) For ZARONIA=RBMN,…
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Sourcing historical 30D Volatilities with Python
Dear Team, What is the python code to source historical 30D volatilities for a ticker? I have tried with the below code with the lseg-data package, but it's only returning the current 30d vola: df = ld.get_history( universe=['AAPL.O'], fields=['TR.VOLATILITY30D'], interval= "1D",…
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How can I get the MID price at previous day at specific time for some instrument in python API
How can I get the MID price at previous day at specific time for some instrument in python API Example RIC EUREST3M=
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How to Grab Bid & Ask at Certain times using Excel add on
Hi, I've been trying to make a formula to try and grab the Bid and Ask price at certain times using the Excel add on for Refinitiv. I've tried to use the =RHistory formula to do this using preset data to the left of formula as seen in the example below.…
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v2 authentication for RDP Historical pricing API
I tried to run “timeSeries.py” from https://developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/download – authentication method used is “v2” with my CLIENT_ID and CLIENT_SECRET. Initial run went well – I got the data as expected: However, when I try again after the token from…
