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Bulk download stock price history and market cap via endpoint
Hi I am trying to set up a weekly download that loads the interday summary for the last five years. Additionally, I need the market cap for the last three months. In this regard I have a couple of questions below. For reference, I am including my code: Can you please help me with the token logic: I have it set up now that…
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get_history is not stable
Can someone tell me why get_history function does not work for some fields in a stable manner? It returns data when it feels like it. It does not return data even when they exist in the database. What am I doing wrong? df = rd.get_history(universe=["QNBK.QA", "IQCD.QA", "QIBK.QA", "ORDS.QA", "ERES.QA", "QGTS.QA",…
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Chain API error
Hi Team, Asking for assistance 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) JPYTOSWSML_chain = rd.content.pricing.chain.Definition(name='JPYTOSWSML=GFIS').get_stream() JPYTOSWSML_chain.open(False)…
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How to query intraday prices for only 5 minutes per day for a certain timezone
Hi, I am trying to get intraday close prices only for the same 5 minutes every day (ie 1300-1305 ET). May I know how I can modify this function to: only get data during that period of time daily, and change the time zone to Eastern Time? response = historical_pricing.summaries.Definition( "ESc1", start = timedelta(-3), end…
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Available period for historical_pricing.summaries.Definition
I'am currently running a trial of Workspace. For historical_pricing.summaries.Definition, is it only possible to retrieve data from the most recent year?
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rate limit when requesting history via the LSEG Data Library
I gather that when requesting historical pricing, every stock is being requested individually, even when requesting one date, is that correct? E.g. if I just ask for Russell 3000 stocks since the start of June, I'm making 3,000 separate requests? That at least seems to be what is happening from debug logs. I ask partly…
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Defining a currency when looking at historical price data
Hi, I'm trying to look at various stocks over the past 10 years. I have several stocks that are non-USD. How can I amend the following query to return the USD version of TRDPRC1: ld.open_session() response = historical_pricing.summaries.Definition( universe = ['AAPL.O', 'SHEL.L''], interval =…
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Differences between the API and Excel AddIn
I'm curious why there is a discrepancy here in the data obtained through ld.get_data() compared to the Excel add-in. The TRADE_DATE through the Refinitiv Data API is telling me 2025-05-02 for MR50 SPOT and MI3.5 Spot whereas the Excel Addon is telling me 2025-05-01
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Retrieve EURUSD and GBPUSD rates
Hello. Am new to Python coding. I want to retrieve EUR= & GBP= for last 3 previous days from today as at 16:30 local time. How do i proceed please. Thank you
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Inconsistent results when getting history for expired futures contract
Hi all, I found something wierd that may be a bug, wanted to hear your thought. I'm looking into getting historical price data for a futures contract, base RIC : JTIZ4, that has matured, so its current RIC is JTIZ4^2, per the RIC RULES. So logically, when I try to do : rd.get_history("JTIZ4") Or : rd.get_history("JTIZ4",…
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We are currently contributing realtime data through RCC. Is there any way to contribute or update...
... historical prices? We are currently using an EMA application to Post realtime data to RCC. Are there any FIDs that can be used to update/correct historical prices?
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Python example for Price History template - DSS API
Client is looking data retrieval through Datascope Select API - Price History Template for the RIC: JPBEI2Y=RR using Python. They are requesting to send some codes that will get the price history results. Appreciate your help in sharing a sample Python complete request and response for these below Fields and supporting…
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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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Random erroneous updates for GOOG.O and others
We have noticed that we receive erroneous updates randomly during the course of a trading day. For example, with 5-minute GOOG.O we received the following update: It's almost 4 points below the previous trade. Here's what it looks like in our chart: Here's the relevant code to create the log file I referenced above: //…
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Return RICs based on their return and Lipper Category
Hello, is there a way to return all lipper RICs with fund objective based on their Lipper category and return. For example I would like to get all Lipper RICs that are under "Money Market USD" Lipper category that had price return from 0 to 5% from 31/12/2022 to 31/12/2023 and 2 to 10% return from 31/12/2023 and 31/7/2024.…
