The most recent content from our members.
Hi team, We're encountering a critical issue when using ld.discovery.Chain to fetch futures option chain constituents. When making multiple sequential calls to ld.discovery.Chain(universe).constituents, if one call fails with an LDError, subsequent calls cause the Python instance or thread to freeze. Issue Description:…
How can I use a restAPI for history data to get all the corresponding RICs from the chain RIC
Hi Dev.Teaam , May I request for your assistance on this Client's query please? Thank you. eikon_data_extractor.py (v4)import datetime as dt import pandas as pd import eikon as ek ---------------------------------------------------------------------1. Conexión (usa tu App Key)ek.set_app_key("") ek.set_timeout(120) Si tu…
Are we able to souring/mapping chain RICs from RIC using DSS APIs? Would mainly forcusing on a bulk list of Options and Futures. Thanks!
Hello Team, Is there any way to retrieve constituent RICs under a particular Chain RIC without using a regular DSS template like EOD, Intraday, Composite etc., Like how we can use the search function on DSS Web GUI to find the Constituent RICs under a Chain RIC. I have tried to search for the API on API Reference Tree and…
Hello, I'm having a weird issue related to the refinitiv data API, especially the rd.discovery.Chain class. I'm using this class to retrieve components of governmental yield curves, by create a Chain class with the chain RIC that i need, then using the .constituents method to retreive the information. This works well 90%…
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")…
Using the RFA Java Api or Python API Is there a command that you can run if you provide a chain and it will return all symbols in it with the data based on a filtered list of fids. Example 0#USTSY=TWEB I want to just enter that and somehow also ask for fields I care about say "BID" "MATDATE" "BIDDISC1" The Goal would be…
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…
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()…
...esponse (the notes where it says how many RICs some chain RIC expanded to) so that I can determine how to best split the query? Can I ask if there is an endpoint in DSS where I can query to see just the notes portion of the response (the notes where it says how many RICs some chain RIC expanded to) so that I can…
...tractWithNotes without taking so much time I am trying to download reference history for futures option contracts. I was using this REST API: https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/ReferenceHistory It was recommended that I change to use…
I want to know if XAU= XAG= have the curve data from RTMS interface ? if yes .could you help share the chain ric of them ? for example : USD/CNH RIC: CNH= Chain Ric : CNHFWD= how about XAU/USD and XAG/USD ?
for example, can I download option Chain data for SPY call/put options on Jan 10, 2024? Thanks.
It looks like you're new here. Sign in or register to get started.
