I am currently trying to retrieve two types of data: Static Data and Historical Data. Below is a sample code that I've been working with, but I am having trouble identifying the correct fields to use. I would appreciate your help in correctly adjusting the Select or Fields sections.
- For Static Data, I need the following information: ETF Issuer, ETF Inception (Listed) Date, ETF Termination (Delisted) Date.
- For Historical Data, I need the following information: Number of Outstanding Shares, AUM, NAV, Tracking Error, Price, Adjusted Price, Return
- I tried using the fields from a search on the DIB in Refinitiv Workstation, but it didn’t work. Could you guide me on where and how to find the appropriate fields?
Below is my sample code:
# Static Data
rd.open_session(app_key=APP_KEY)
df_nyse = rd.discovery.search(
view = rd.discovery.Views.FUND_QUOTES,
filter = "AssetCategory eq 'ETF' and ExchangeName eq 'New York'",
select = "DocumentTitle,AssetCategory,DTSimpleType,ExchangeName,RIC,IssueISIN",
top = 10000)
print(df_nyse)
---
# Historical Data
rdp.open_platform_session(
APP_KEY,
rdp.GrantPassword(
username = RDP_LOGIN,
password = RDP_PASSWORD
)
)
df_historical = rdp.get_historical_price_summaries(
universe = 'IVV',
interval = rdp.Intervals.DAILY,
fields = ['BID','ASK','OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1','NUM_MOVES','TRNOVR_UNS'],
)
print(df_historical)
