-
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',…
-
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 #…
-
Field for Reference contract month for Continuous Contracts
Hi I have a script to pull data for the Continuous Cotton Futures Contract. What is the field to pull the correct futures contract reference For example Today is the 14/03/2025 there would be a closing price and the reference would be the March Contract…
-
Pulling data for Calendar Spreads
http://ld.discovery.search( view = ld.discovery.Views.SEARCH_ALL, filter = "RCSAssetCategoryLeaf eq 'Commodity Future' and TickerSymbol eq 'CT' and ExpiryDate ne null and PrimaryChainRIC eq '0#CT-:'", select = "RIC,DocumentTitle,ExpiryDate", top = 1000 ) So I want to adjust this so I can pull all calendar spread data from…
-
Pulling in meta data for Futures Contracts
How can I pull roll over dates ie last call date, options expiry for Cotton futures into my historical price series. How can I retrieve those dates for each futures contract, historically and the active futures
-
Pulling in expired and present Futures contracts for Cotton
Hi, I am trying to pull in present and expired cotton futures contracts. I would like to be able to graph the past and present historical data to have good accuracy. Additionally I need to have it this way in order to have accurate calendar spread pricing. In addition to this how can I adjust my code for the seasonality ie…
-
How to get futures market depth data for DJIA, SP500, and NASDAQ?
This works for 0#1YM: but not for 0#1ES: or 0#1NQ or 0#ES or 0#NQ or 0#.ES def get_chain_ric_market_depth(futures_ric, query_start_date, query_end_date): """ Example futures ric: 0#1YM: """ json_blob = { "ExtractionRequest": { "@odata.type":…
-
universe ric for brent and gasoil future contract
Hello, what is the best way to query EXPIR_DATE, SETTLEPRICE for both brent and gasoil futures from 2020 to 2024? does this get_history() work? what is universe ric to use? import lseg.data as ld df = ld.get_history() Is there an API doc for us to search all api available to us to use?
-
Why am not seeing anything in the response.text for this TickHistoryMarketDepthExtractionRequest
def get_futures_tick_data(ticker, query_start_date, query_end_date): """ Fetches historical tick-by-tick futures data from Refinitiv. :param ticker: The specific futures contract RIC (e.g., "BTCJ4" for April 2024 Bitcoin Futures) :param query_start_date: Start date in ISO format (e.g., "2025-03-01T09:30:00Z") :param…
-
How to get Futures OHLCV from DataScope Select Rest API in Python3?
I would like to get the following RIC OHLCV using DataScope Select's Rest API in Python3. Could you provide sample code? RIC : .SPX DSP : S&P 500 Index - CBOE
-
How to get futures data for ES and BTC and AAPL?
I'm trying to get futures order book information for the E-mini (ES) and futures data for say Bitcoin: 0#BTC. Where can I get this information? Can you show me python code to use to get this order book data. This is how I get stock data. Is it similar? json_blob = { "ExtractionRequest": { "@odata.type":…
-
query all futures of ES i.e. CME E-mini S&P 500 futures contracts via Elektron
Query from existing RTMDS client - Client wants to query all futures of ES i.e. CME E-mini S&P 500 futures contracts via Elektron. Client have RTMDS for Real-time data subscribtion. how can this be done using LSEG API. Is there any relevant example from the elektron lib that can be used for this.
-
Mapping RICs for Futures Not Included in Provided Symbology Card
I’m looking to map the correct RIC roots for the following futures that are not included in the attached symbology card: EURO-BUND FTSE TAIWAN JPN 10YR BOND (OSE) KL COMPOSITE INDX US 10YR NOTE US 5YR NOTE US LONG BOND US ULTRA 10YR NOTE US ULTRA T-BOND Could you assist in identifying the appropriate RICs for these futures?
-
Futures ric convention -- leading digit
Hi there, a futures ric convention question what are the differences between these 3 -- the metadata seem exactly the same. 2CDFtmX4 CDFtmX4 1CDFtmX4
-
How to get daily future deliverable basket analysis result via refinitive data python API?
Dear support team I would like to get historical time series of the following delivery basket information in daily basis. response = bond.Definition( instrument_code='TYc1', extended_params={'instrumentType': "BondFuture"}, fields=["DeliveryBasket"] ).get_data() response.data.raw How can I achieve? Particularly I would…
