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rate limit when requesting history via the LSEG Data Library
I gather that when requesting historical pricing, every stock is being requested individually, even when requesting one date, is that correct? E.g. if I just ask for Russell 3000 stocks since the start of June, I'm making 3,000 separate requests? That at least seems to be what is happening from debug logs. I ask partly…
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LSEG .NET
Hello, Is it possible to get Auction fields: OPN_AUC and OPN_AUCVOL from Summaries request as follows? is it possible to get OPN_AUC and OPN_AUCVOL from Summaries request as follows? stream = Summaries.Definition("1COVG.DE") .Fields("DATE, OPEN_PRC, INT_AUC, OPN_AUC, CLS_AUC, CLS_AUCVOL, OPN_AUCVOL, INT_AUCVOL")…
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get_data() AttributeError: 'dict' object has no attribute 'url' using rdp
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Retrieve historical Ultimate Parent given a LEI
I am creating a historical database to track track the relationships between fund managers and the ultimate parent of a fund. To do this, I am using the LSEG Python API. I have been testing this procedure using the rd.get_data() function. This allows me to retrieve the name and PermID of the ultimate parent for a list of…
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repeated observations
Hello all, I am running the following query: price_df = ld.get_data( universe = instrument_list, fields = ['TR.PriceClose.Date','TR.PriceClose'], parameters = {'SDate':start_date, 'EDate':end_date, } ) # Transform to polars price_pl = pl.from_pandas(price_df) where instrument_list = ['.SPX'] I am getting this strange…
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Please find attached a full screenshot of the issue I encountered while attempting to retrieve 1-min
Please find attached a full screenshot of the issue I encountered while attempting to retrieve 1-minute OHLCV data for the RIC AMC.N using the Refinitiv Data Library for Python. The error message NA may indicate missing data permissions, despite a successful session connection. User id - S2739087@ed .ac.uk
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How to properly use Python to extract data from LSEG workspace
Government bonds, for example RIC = 'GB10YT=RR', which is the 10 Year Government Bonds of the UK. I am trying to grab its daily data. At first, I am using fields=['TR.OpenPrice.date','TR.OpenPrice','TR.HighPrice','TR.LowPrice','TR.ClosePrice'] in my code. But The close price showed nothing. Then, I changed the fields to…
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Unable to query multiple sources when obtaining news headlines
The following query caused an HTTP 500 error, but if I select only one source as per the second query, the result works correctly. DisplayHeadlines(Headlines.Definition().Query("Topic:COM AND daterange:2025-06-13T10:11:54.000Z,2025-06-17T23:59:59.999Z AND ( Source:RTRS OR Source:FT )") .Count(0) .GetData());…
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Extract bond time series information from LSEG python package by ISIN
Hi All, I need to extract the following bond information using LSEG python package: macaulay duration, outstanding amount, market value bond rating bond maturity date bond coupon rate I try to use the field in my attach file, but it doesn't work. Could you advise me the proper field name to extract such information? I…
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How to retrieve Cboe Put/Call Ratio via LSEG Data Library?
Hi all, I’m using the latest lseg-data Python library (v1.x) with a Desktop session.For equities like SPY.P the usual Level-1 fields (TR.CLOSE, BID, ASK, etc.) work fine, but I can’t figure out the correct identifier / field for the Cboe Put/Call Ratio. I’ve tried several combinations without success:…
