-
historical estimated EPS for multiple periods
Hello everyone I require the historical mean estimate earnings per share from analysts for a company for multiple time periods forward. For example, the forecasts made in 2017 for the following five years 2017-2021, the forecasts made in 2016 for the years 2018-2021 and so on. I've seen that the reifinitiv eikon terminal…
-
Historical Pricing with more than one underlying in excel vba
Hi, We used excel vba code with the old "RHistoryAPI.dll" to query the prices for several stock underlyings. In the new "LSEG COM Library for Workspace" I also looked at the example file for historical pricing from the website "https://developers.lseg.com/en/api-catalog/workspace-sdk/lseg-com-library-for-workspace".…
-
Get the history changes of RIC
Hello! I am using python library lseg-data. My question is how can I get the history changes of RICs and its previous names, so that my prices are correct? For example Facebook was FB.O but after rebranding it became META.O, I used symbology but did not get the expected result.
-
Hi can I ask how do i get the mid price and YTM for bonds via the python API for historical pricing
how do i get the mid price and YTM for bonds via the python API for historical pricing
-
Pulling historical data for a specific ric in Python versus Excel.
Der Team, I have a client asking the following: Good morning Charlotte, I hope you are doing well. I am reaching out as there appears to be an issue pulling historical data for a specific ric in Python versus Excel. I am currently able to pull via python historical barge freight. When I try the same for CIF NOLA Corn, it…
-
Retrieve historical Ultimate Parent given a LEI
I am creating a historical database to track track the relationships between fund managers and the ultimate parent of a fund. To do this, I am using the LSEG Python API. I have been testing this procedure using the rd.get_data() function. This allows me to retrieve the name and PermID of the ultimate parent for a list of…
-
How to properly use Python to extract data from LSEG workspace
Government bonds, for example RIC = 'GB10YT=RR', which is the 10 Year Government Bonds of the UK. I am trying to grab its daily data. At first, I am using fields=['TR.OpenPrice.date','TR.OpenPrice','TR.HighPrice','TR.LowPrice','TR.ClosePrice'] in my code. But The close price showed nothing. Then, I changed the fields to…
-
How to get earlier time series data of Crypto
I am trying to get time series data of Crypto. And I tried serveral RIC like 'LTC=DARN', 'BTC=DARN', 'ETH=DARN'. Similary, the earliest hourly and minute data it gave me was like only one week ago. The screeenshot above is the minute data of BTC. Therefore, I wonder if there is a method to get long-term hourly or minute…
-
LSEG .NET
Hello, Is it possible to get Auction fields: OPN_AUC and OPN_AUCVOL from Summaries request as follows? is it possible to get OPN_AUC and OPN_AUCVOL from Summaries request as follows? stream = Summaries.Definition("1COVG.DE") .Fields("DATE, OPEN_PRC, INT_AUC, OPN_AUC, CLS_AUC, CLS_AUCVOL, OPN_AUCVOL, INT_AUCVOL")…
-
End Period doesnt work
Hi team, I am from the Specialist - helpdesk team and I have a client who raised a query to us and said that the "summaryTimestampLabel":"endPeriod" doesnt work on his end. Can you check? Thanks! For context, his verbatim below: It does not seem to work (i.e., I still get a start of period data), but I can handle this in…
-
Please find attached a full screenshot of the issue I encountered while attempting to retrieve 1-min
Please find attached a full screenshot of the issue I encountered while attempting to retrieve 1-minute OHLCV data for the RIC AMC.N using the Refinitiv Data Library for Python. The error message NA may indicate missing data permissions, despite a successful session connection. User id - S2739087@ed .ac.uk
-
How to get historical price data of GOV BOND(EXPIRED/MATURED) like JP10504214C9 more efficiently
It seems to work below code but is there more efficiently codes like historical_function in workspace API? ### import refinitiv.data as rd import refinitiv.data.content.ipa.financial_contracts as rdf from refinitiv.data.content.ipa.financial_contracts import bond rd.open_session() import pandas as pd from datetime import…
-
Historical Yearly ESG Data
I'm using the Refinitiv Python API (refinitiv-data) to pull ESG data (2013–2024) for multiple companies. I want a wide format like this: I use the rd.get_history command (see screenshot below), and get a very large dataset with date in column 1, and instrument + variable for each column filled with many N/A values as the…
-
Historical data from ipo date
Hello, I would like to know how can I retrieve historical data from a stock from the ipo date without me knowing what is the ipo date? In this request: https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/RICI get only 30 days of history and If I use the parameters from start and end I need to know…
-
Retrieving 10-Year Monthly Returns for Multiple Mutual Funds via LSEG Workspace API in Python
Hi, I'm using LSEG Workspace for Students and trying to retrieve monthly returns for a list of mutual funds over the past 10 years using the API in Python. However, I haven't been able to find a function or endpoint that provides this type of time-series return data. I've checked the documentation, but couldn't identify a…
