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How to calculate FX settlement date?
Hello friend, I'm using Workspace Settlement Calendar Calculator to calculate FX broken dates start date and end date, like the red box outlined in the screenshot below. I would like to know how to archieve this by Python. Thanks & Regards, Mark
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How connect to LSEG Workspace using .NET API?
Hi, We support our internal .NET application written in VB.NET which currently uses Refinitiv Eikon version 4.0. Because of migration to LSEG Workspace from Eikon we try to modify our application which is using just a few functions from Eikon API: EikonDesktopDataAPI.Initialize() + EikonDesktopDataAPI.Status…
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IRPR data in Python
Hi Team, I am assisting a client to use the list of chains below and its data. I sent him a sample code for 1 chain (USD) import refinitiv.data as rd session = rd.session.desktop.Definition(app_key=('DEFAULT_CODE_BOOK_APP_KEY')).get_session() session.open() rd.session.set_default(session) IRPR_chain =…
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What is the longest history data for 1min frequency I can get using get_history()
Hello friends, I'm using the python code below to retrieve 1min historical data, and got error. data1 =ld.get_history( universe=["EUR=","JPY=","AUD=","CAD=","GBP=","CHF=","NZD="], fields=["BID", "ASK","MID_PRICE"], interval="1min", start="2020-01-01", end="2025-01-01" ) I guess it is because the time period is beyond the…
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Data API C# - Streams stop working
Hello, I am having issues where the streams are freezing (no more data comes in) and then my program has excessive memory usage. When I take a heap shot, all of the memory are used by json objects which look to be refinitiv data objects. It's definitely not my application part holding onto memory. I paused a debug session…
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Why am I getting different outputs when using CUSIP vs RIC?
In the code below, the volume data which we get is different, when I use the CUSIP vs when I use the ticker. Can you help me in getting the correct information? I want to use CUSIP, but want to get the information which is returned when I use the Ticker as the universe. import refinitiv.data as rd rd.open_session() df =…
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API stops pulling data for specific RIC
Hi, I have an Python API to pull CA data on a list of RICs every day. For this RIC, "BONDS", my API call works for a while and then stopped pulling data on Feb 14, 2025, and when I called helpdesk I was told this is not a specific identifier. I understand what they say, but "BONDS" as a specific identifier works…
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How to retrieve USD/MXN Outright at broken dates (end of quarter for the next 6 quarters) in python?
How to retrieve USD/MXN Outright at broken dates (end of quarter for the next 6 quarters) in python? e.g. using lseg-data library or any other I was able to see this discussion: https://community.developers.refinitiv.com/discussion/66758?tab=accepted Also, the documentation found on:…
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Historical data for yearly average bid/ask spread for stocks
Hello, I would like to retrieve yearly average bid/ask spread for a list of stocks historically. How could I use Python to extract?
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How to set the Period year = [2025,2026] to be dynamic in CODEBK?
how do i make a function like this to work? import refinitiv.data as rd rd.open_session() year = [2025,2026] df = rd.get_data( universe = ['CEAB3.SA'], fields = ['TR.NetProfitMean(Period=year1})', 'TR.NetProfitMean(Period=year2})'], parameters = { 'year1':year[0], 'year2':year[1] } ) display(df) the year list is dynamic.…
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Volatility Surfaces inputVolatilityType
Could someone please explain the difference between Implied and Quoted for inputVolatilityType on the surfaces API endpoint: https://api.edp.thomsonreuters.com/data/quantitative-analytics-curves-and-surfaces/v1/surfaces From API documentation page: inputVolatilityTypeenumThe enumerate specifies the type of volatility used…
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Search function operators
I'm searching for the search function operators (ex.: 'eq') mentioned in this article https://developers.lseg.com/en/article-catalog/article/building-search-into-your-application-workflow. The article links to a documentation that I don't have access to, despite having the search function. Thanks in advance for your help.
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How to pull a list of all the RICs/instrument from Refinitiv?
I would like to know how I can get a list of all the RICs/Instruments used and saved in the lseg/refinitiv database? additional: I would like to know how I may retrieve historical data? example: GDP unemployment rate, interest rate, inflation rate, bonds, commodities. Will I be able to pull data dating back 10years? FYI, I…
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price index/PUTCAL_RTO for instrument TRRTOEU
Can you please check why I’m unable to pull price index/PUTCAL_RTO in Code Creator or Phyton? This field is working in Datastream Excel and in Workspace Eikon but not in Phyton/CodeBook. import refinitiv.data as rdrd.open_session()df =…
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"GetData.ipynb" script not working.
GIT Repository Link: Example.DataLibrary.Python/Examples/1-Access/EX-1.01.01-GetData.ipynb at lseg-data-examples · LSEG-API-Samples/Example.DataLibrary.Python · GitHub Hi I am unble to test the example provided and return any data. Some functions that are working but I'm only receivng empty dataframes. Please see images…
