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the.swiss avatar image
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different stuff coming back from eikon.get_data() vs. refinitiv.data.get_data() ... why oh why?

I'd really like to move on from eikon as it is very temperamental ... (400, 500 errors randomly).

But, first thing i want to move away from, getting contents from portfolios, any which way i try, i cannot get the CF_CURR or CURRENCY back from refinitiv.data when downloading my portfolios (or watchlists).

All packages up to date, H2 is 4.x ... all fine

Here are the fields I want back:

('TR.CompanyReportCurrency','CF_CURR','TR.PortfolioShares','TR.PriceClose(SDate=' + datum + ')','TR.PriceClose(SDate=' + datum + ', CURN=' + thisPortCCY + ')','TR.PortfolioWeight')

Works fine in eikon.get_data()

Simply ignores CF_CURR (or CURRENCY) in refinitiv.data

Found no other alternative in DIB

Any clue anybody?

Cheers

Alfred

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eikon-data-apirefinitiv-dataplatform-eikon#product#contentrefinitiv-dataplatform-libraries
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raksina.samasiri avatar image   raksina.samasiri

Hi @the.swiss ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS


4 Answers

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Jirapongse avatar image
79.4k ●253 ●52 ●74

@the.swiss

Thank you for reaching out to us.

You can enable logging in the RD library to verify the behavior by using the following code.

import refinitiv.data as rd
rd.get_config()["logs.level"] = "debug"
rd.get_config()["logs.transports.file.enabled"] = True
rd.get_config()["logs.transports.file.name"] = "refinitiv-data-lib.log"
rd.open_session()

The RD.get_data method sends a request to the http://localhost:9060/api/udf endpoint to get the data for TR.xxx fields but it sends a request to ws://localhost:9060/api/rdp/streaming/pricing/v1/WebSocket to get the data for CF_CURR.

You may not have permission to access those items via WebSocket. 1691038115533.png

The RD library log shows the following error. I don't have permission to access this item. 

[2023-08-03T11:46:52.925311+07:00] - [sessions.desktop.workspace.0] - [DEBUG] - [63312 - Msg-Proc-ThreadOMMSTREAMING_PRICING_0.0] - [_universe_streams] - [_on_stream_complete] - [MixedStreams id=6 universe=['GE.N']] on_complete ({'ID': 11, 'Type': 'Status', 'Key': {'Service': 'IDN_FD3', 'Name': 'GE.N'}, 'State': {'Stream': 'Closed', 'Data': 'Suspect', 'Code': 'NotEntitled', 'Text': 'Access Denied: User req to PE(62)'}},)

However, the ek.get_data method sends a request to the http://localhost:9060/api/udf endpoint to get the data for both TR.xxx fields and real-time fields (CF_CURR).

With the RD library, you can use this TR.PriceClose.Currency instead, as mentioned in this discussion.

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the.swiss avatar image
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great, thanks, that works!

Now ... had I found TR.PriceClose.Currency in DIB ... or what am i doing wrong there?

On that matter, is it possible to request from two endpoints simultaneously?

I really, really don't want to engage in a trial an error hunt for the correct data reference as DIB doesn't seem to find what i need.

Cheers

Alfred


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Jirapongse avatar image
79.4k ●253 ●52 ●74

@the.swiss

It is a sub-field of TR.PriceClose.

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the.swiss avatar image the.swiss

Hi Jirapongse

I am struggling with moving everything from Eikon to refinitiv.data.
RD seems very temperamental (lots of arbitrary time outs) and I cannot seem to find adequate documentation.

Most annoying, and maybe you can give me some pointers, is the rd.get_history call.

Questions:

Is there still a data limit of 10,000 datapoints?

How can i catch and log errors like in environments (i.e. except rd.errors.RDError as e:)

Here are my two calls, old and new.

dfTimeSeriesCoreChunk = ek.get_timeseries(list(theseRICSchunk), start_date=str(thisStartDate), end_date=str(tsClosingDate), interval='daily', fields = fieldsToReturnEK)
dfTimeSeriesCoreChunk = rd.get_history(universe=list(theseRICSchunk),fields=fieldsToReturnRD, interval='daily', start=str(thisStartDate), end=str(tsClosingDate) )

Any pointers would be greatly appreciated ... i am not doing this for a living, i actually want to get my analysis of the ground

;-)

Cheers

Alfred

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the.swiss avatar image
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Now i know!

Thx a million!

Think I am getting there. Wrestling with data from funds. Guess that needs its own loop.

Thx again

Alfred

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