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Stock price data
Hi guys, I have the following problem. I have about 1000 M&A deals from the M&A Deal Screener. I want to download the daily adjusted stock price data for a long period like 16 years. Which way would you guys advise me to use. I was thinking of using the PermID and Excel Datastream but im not quite sure if it can handle…
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Empty Dataset in get history
(rd.get_history('CLZ8-G9^1', ['OPEN_PRC', 'HIGH_1', 'LOW_1', 'SETTLE'], 'daily', '2017-01-01', '2019-12-19') The following call from get history retrieves a blank dataframe even though this same ticker has data in the tick history platform for these dates and it is well within its expiry parameters. I can retrieve data for…
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RDError in RDP API
Hi team, I am from the Customer Support - Specialist and I am assisting a client in getting historical curve 0#NOKZ=R for a specific date. Initially I provided this code: import refinitiv.data as rd session = rd.session.desktop.Definition(app_key=('DEFAULT_CODE_BOOK_APP_KEY')).get_session() session.open()…
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Data S&P 500 to excel - beginner
Hello everyone, I'm a complete beginner using refinitive Eikon for my Master's thesis. I need data on the manufacturing companies of S&P 500 from the years 2010 to 2019. How can I dowload lists like this so that I have it in an excel file? Is it possible to download who was CEO for the respective company in those years?…
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New functions in Reuters
=RHistory(WIPLN3MD=;"ASK.Timestamp;ASK.Close";"START:"&2021-09-30-2&" END:"&2024-09-30&" ADJUSTED:YES INTERVAL:1D";;"SORT:ASC NULL:PREVIOUS TSREPEAT:NO DAY:A CH:Fd";GM3) Hi, Due to an update, my old functions are not working - any idea how to improve the code above?
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retrieve and concatenate results return from historical pricing parallel requests with events
Based on this github example, i learn how to create parallel requests with events , where i need to retrieve snapshot data. However, I have a question, how do i concatenate the results to form a larger dataframe ? Code below produce errors, as df_snap is referenced before assignment. Can someone show me the propoer way to…
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What RICS to use when using get_history to get data for expired spreads ie LGOX4-Z4
I am using the following call for refintiv data platform via python : rd.get_history('LGOX4-Z4', ['OPEN_PRC', 'HIGH_1', 'LOW_1', 'SETTLE'], 'weekly') The above returns a "universe not found error". When changed to a non expired spread (i.e LGOF5-G5) it works fine. I already attempted using '0#LGOX4-Z4' and 'DLGOX4-Z4' per…
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HistoricalReferenceExtractionRequest very slow (C# API)
Hello, I'm requesting static data on several options chain RIC on a range of 10 days. It takes at least 1 hour to have a result. I will need the static data on the whole history (many years), what is the most efficient way to request the data ? Example of the code on 10 days: var extractionRequestStatic = new…
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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…
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Skipping first 5 outputs of =RDP.Data(0#.AEX)
I am using excel and I want to ultimately get the closing price of the stocks currently in the AEX, from 2004 to today. I provide the chain RIC (0#.AEX correct?) and then I want to use =RDP.Data($B$3) (0#.AEX is in B3) to get all the stocks in the AEX. And then I would use an adjusted version of the following formula,…
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Requesting multiple instruments of historical data at once is only returning the top data point?
I am trying to figure out the best way in the C# Workspace Data API to pull out historical OHLC data for multiple markets at once to increase the speed instead of doing one by one. Using this sample project: 2.1.01-HistoricalPricing-Summaries My issue is that if I have a list of symbols... in response1, where i pass a…
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get_lots_of_history function for the Pyhton LSEG Data Library
Could you please provide some function using the Python LDL's get_history for lots of data, specifically, lots of instruments?
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Historical Pricing API - Qualifiers & Off Book trades
Hello! I am implementing a service in Java in which I am taking time and sales/trade events data from the Historical Pricing API and taking only the relevant data from them, and I ran into some unknowns that I cannot find the answer for: 1. The API seems to give me all the trades, the off book ones as well. How exactly can…
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Error when trying to convert the result from historic.pricing to dataframe
Hi, I'm using the python lseg library and the historic_pricing module. When getting the result and converting it to dataframe, I am getting the error: ndexError Traceback (most recent call last) Cell In[7], line 2 1 response = historical_pricing.summaries.Definition(TT).get_data() ----> 2 response.data.df File…
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Download historical futures prices for Nordic power (ENO) and Germany (TRD) via API
I want to download historical futures prices for Nordic power (ENO) and Germany (TRD), and later other markets. I want historical ticker prices to calculate hold-to-delivery returns and keep track of when the products go to delivery. I want to download the data via my python API using the get_timeseries() function. In the…
