I'm a student doing my master's thesis and I've been instructed by my former supervisor to use Refinitiv dataplatform so seek data and do calculations needed for the thesis in Python.
I've been trying to figure things out with documentation and tutorials for weeks and I'm unable to proceed. Also I'm not able to get any help from the school as my current supervisor doesn't know how to use the program.
I'm able to get historical closing prices of the needed active ETFs but I'm unable to proceed with calculations in Python. Any help or push to right direction would be greatly appreciated.
Example of the code from one Active ETF:
import refinitiv.data as rd from refinitiv.data.content import historical_pricing from refinitiv.data.content.historical_pricing import Intervals from refinitiv.data.content.historical_pricing import Adjustments from refinitiv.data.content.historical_pricing import MarketSession import pandas as pd import numpy as np import matplotlib.pyplot as plt import asyncio import datetime rd.open_session() response = historical_pricing.summaries.Definition( universe = "JEPI.K", interval = historical_pricing.Intervals.DAILY, start = datetime.date(2020, 1, 1), end = datetime.date(2020, 12, 31), fields = ["TRDPRC_1"], adjustments = [ Adjustments.EXCHANGE_CORRECTION, Adjustments.MANUAL_CORRECTION ] ).get_data() # Extract in DataFrame format response.data.df
JEPI.K TRDPRC_1 Date 2020-05-21 49.9345 2020-05-22 50.0935 2020-05-26 50.2383 2020-05-27 50.6274 2020-05-28 51.14 ......... 2020-12-24 55.6026 2020-12-28 55.87 2020-12-29 55.91 2020-12-30 55.35 2020-12-31 55.75 156 rows × 1 columns