Hello, I would like to retrieve yearly average bid/ask spread for a list of stocks historically. How could I use Python to extract?
I am using below scripts but still unable to pull historical prices for the following RICs. There are missing data from the start date but when checked in Workspace or Eikon chart apps, data is available. Using EK get time series import refinitiv.dataplatform.eikon as ek import datetime…
Hi, I'm new in using LSEG Python API. I tried to acquire Bond KEEPWELL provider and SBLC provider information in my project, but stilll not know how to find them. How can I do this in Python with LSEG Python API? Or do we actually have these information in Daabase? Thanks!
Hi team, I am from the Customer Support - Specialist and I am assisting a client in getting historical curve 0#NOKZ=R for a specific date. Initially I provided this code: import refinitiv.data as rd session = rd.session.desktop.Definition(app_key=('DEFAULT_CODE_BOOK_APP_KEY')).get_session() session.open()…
Message from client We have noticed several connection timeout exceptions this morning. Can you please confirm if these were planned or was it a legit issue? 2025-01-03 10:14:59.268 ReadTimeoutException: many timeouts until 2025-01-03 10:19:56.986 .ReadTimeoutException It is this URL GET…
When trying to get historical WTI spreads I cannot find appropriate RIC to use. In 2023 for some reason the RICS changed from 1 digit year to 2 digit years. When attempting to get history for a 2023-2024 spread pair all logic seems to breakdown. I used the refinitiv search: import os import requests resp =…
Hi, I am using Datastream API to access price data. I am using PCUR data type to get the price currency, which is returning code value. DO we have any mapping anywhere which I can refer to get the currency ISO codes? e.g. PCUR Currency ISO U$ USD E EUR Thanks
Client is using the python API and are trying to switch from refinitiv.dataplatform to refinitiv.data. As an example they sent two different scripts from those two libraries and what they want to get is the same output for the following fields: ‘MarketValueInDealCcy’, 'VegaAmountInDealCcy', 'ThetaAmountInDealCcy' using the…
I obtained a list of green bond ISIN via rdp.search() tool using python. For this list I then wanted to download historical prices. This also worked for most of the green bonds. I obtained prices between 2018 and 2023 using rdp.get_data(). However for some ISIN only bid prices are returned and no ask prices or spreads. I…
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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