Hello,
I am trying to utilize the following RDP API endpoints by utilizing Python requests library:
- Company Fundamentals:
data/company-fundamentals/v1/financial-statements/global/balance-sheet
- Historical Pricing:
v1/views/interday-summaries/
I need to retrieve data in parallel and as batches, if possible. I need to build a pipeline where data is going to be retrieved daily.
My questions are as follows:
Fundamentals:
- Batch Retrieval: Is there a way to retrieve fundamentals data as a batch?
- Parallel Requests: Is there a way to parallelize the requests for fundamental data retrieval?
- Next Earnings Date: What is the best way to determine the next earnings date for a ticker?
- Currency Consistency: Is it possible to retrieve fundamental data only in USD for companies using different currencies?
Historical Pricing:
- Macroeconomic Indicators: Is there a way to retrieve macroeconomic indicators (RIC codes ending with
=ECIX
) and company pricing history as a batch? - Parallel Requests: Is there a way to parallelize the requests for historical pricing data retrieval?
- Corresponding Currency: Is there a way to retrieve macroeconomic values (RIC codes ending with
=ECIX
) with their corresponding currency? Currently, from interday summaries, it only returns date and value. - Next Release Date: What is the best way to determine the next release date for a macroeconomic indicator (RIC codes ending with
=ECIX
)?
An example snippet looks like following (similar approach is being used for company-fundamentals endpoint):
url = f"https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/USADP=ECIX" response = requests.get( url, headers=headers, params={ 'start': start_date, 'end': end_date, 'adjustments': 'exchangeCorrection,RPO', 'qos': 'delayed' } )
Thanks in advance.