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Unable to Retrieve Futures Instrument from Futures and Options Search function on DSS API
Hello Team, I tried using the below API Code for retrieving Futures Instrument: { "SearchRequest": { "FileCodes": null, "CurrencyCodes": null, "ExchangeCodes": null, "ExpirationDate": { "@odata .type": "#DataScope.Select.Api.Search.DateValueComparison", "ComparisonOperator": "GreaterThanEquals", "Value":…
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Getting Bond Future Convexity, T&C template in DSS REST API
Hello, is it possible to get historical Bond Future Convexity field, using Terms and Conditions template in DSS REST API? Or if not, are there any alternatives? Client has access to DSS and TH. I know that history for that field is limited within GUI - I'm looking for history range since years ago until today.
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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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Pulling live data from LSEG Workspace in python
I want to figure out how to: log into my LSEG account in python code, make a connection to LSEG in python code, pull a Brent futures (LCOc1) live ticker into a dataframe and display it such that it continually updates
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Eikon API - Expiry date of expired rics
in order to retrieve the expiry/last trading date for a given future i have been using df, err = ek.get_data( 'LCOK2^2', ['EXPIR_DATE', 'TR.FOFirstNoticeDay', 'TR.FOLastTradingDate']) however for older RICs (older than 2010 , e.g. Jun 2005) it does not work. E.g. : df, err = ek.get_data('LCOM5^0', ['EXPIR_DATE',…
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Corn futures continuation on open interest code does not work
Hi team, I tried follow this continuation rics rule, I believe Corn futures continuation on open interest should be Coi? I could not find it … not sure if i misunderstand something. Many thanks for help,
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Facing issue in Refinitiv Futures API
Hi Team, We use user 9039365 to generate the token through the API endpoint - https://selectapi.datascope.refinitiv.com/RestApi/v1/Authentication/RequestToken API Response - Token generated successfully. We use the token in the API Endpoint for Data Retrieval -…
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Pricing basis for Physical Commodities
I want to get FX broken dates calculator to hedge basis price contracts for commodities e.g. Cotton. Sample code as below: df = ld.get_history('JCI-CTN-ANHUI','TRDPRC_1',start='01-Jan-2025',end='26-Jun-2025') #This is spot price for China Anhui cotton. df2 =…
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Are contract rics unique?
I expected that rics representing option contracts on futures or indices would be unique. However I found an example "TY131Y5Z" of a contract ric that represents an option on both 3TYZ1 and 3TYH2. My question is: is there a cutoff date after which I can expect contract rics to be unique?
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RIC under Future chain with Expiry Date using python refinitiv dataplatform
Hi Need help to get underlying RICs under Futures chain with expiry date of each underlying RICs via python refinitiv dataplatform I tried below script facing issue, plz help me input_excel = "chain_list.xlsx" sheet_name="Sheet1" column_name = "Chain RIC" df_chains = pd.read_excel(input_excel, sheet_name="Sheet1")…
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Historical Federal Funds Futures Data via Eikon API
Hey, I want to access historical Federal Funds Futures data for every month from 2025 to 2000 as tick data via the eikon API in Python. I don't know why, but every RICs Code I have tried does not seem to work. I also can't find historical data on Workspace itself which seems to be somewhat consistent in its RICs Codes and…
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Requesting for an API on Datascope Select API
I have a client request who is using DataScope select to download market data for both ICEPOF and CME GLOBEX instruments. The client has requested for an API that would allow them to automate lookup of GLOBEX/ICEPOF identifiers in DataScope Select?For example:GLOBEX CWDU5 for May 2026 -> RIC ZWDK26ICE 5819 (Low Sulphur…
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Guidance on Retrieving Tick-by-Tick Data for Each DAX Futures Contract Since 2010
Dear Team ! I am trying to retrieve tick-by-tick data for each individual DAX Futures contract since 2010 using my Tick History subscription. My goal is to extract the data for each contract (e.g., March, June, September, December expirations for each year). Then I will handle the rollovers manually. I have encountered…
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Pulling Cotton Continuous data
Hi I have this code, it doesn't pull the EXPIR_DATE and CRT_MNTH prior to 2021, please fix it import lseg.data as ld import pandas as pd ld.open_session() continuous_rics = [ "CTc1", "CTc2", "CTc3", "CTc4", "CTc5", "CTc6", "CTc7", "CTc8", "CTc9", "CTc10" ] df_continuous = ld.get_history(continuous_rics, 'EXPIR_DATE',…
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Cotton Continuation contracts pulling CRT_MNTH and EXPIR_DATE
Hi, I have code below http://import lseg.data as ld import pandas as pd import time from datetime import datetime, timedelta from dateutil.relativedelta import relativedelta # ------------------------------------------------------------------------------ # 1. Open LSEG Data session #…
