Hi, I am trying to pull in present and expired cotton futures contracts. I would like to be able to graph the past and present historical data to have good accuracy. Additionally I need to have it this way in order to have accurate calendar spread pricing. In addition to this how can I adjust my code for the seasonality ie…
dear developers team i have an issue when using refinivi.data library under workspace to extract data usin get_data function Indeed, i have the following error messages the websocket version installed is 0.2.1. can you help to resolve this issue as i'm working to migrate to workspace. Regards Traceback (most recent call…
Is there a way to specify multiple ADS hosts in the following method of the .Net Data Library PlatformSession.Definition().Host(.. multiple hosts here ..) That will provide redundancy in case one host is unavailable?
I tried to use intervals= "60min", "hourly", "1h" to download hourly price data but it either fails or returns the daily data instead.
Are the Python RD API functions available with RTO ? Eg HistoricalSummaries.
I ran the same lines of code in Jupyter and Sublime Text, both using the same venv and python interpreter (so there is no reason for differences in their behaviour) On Sublime text and sometimes in Jupyter as well, the price field data download is erratic. Sometimes it will download ALL the price fields I have requested,…
Dear LSEG Community, Iam looking to get a timeseries of shares oustanding of all S&P500 companies. data = ld.get_history( universe=RICS, fields="TR.TOTALNUMBEROFSHARESOUTSTANDING", start="2010-01-01", end="2024-01-01", interval="yearly" ) RICS is defined as all Tickers from the S&P500. While the code works perfectly fine…
I'm using a Delayed RIC license. My sales reps suggested that I ask about this problem here. I cannot use the API Playground. The error message says, "You are not permissioned to execute this method." https://api.refinitiv.com/data/environmental-social-governance/v2/universe And also I can not use vis pthon.…
The issue with pulling ETF/Lipper Fund data Below code is ran in codebook. The only difference between the two cells is one uses delayed tickers: Notice the missing data points in NAV, Total Net Assets, and Net Asset Value that are consistent across both cells CF_LAST and CF_CURR seem to swap missing output when using…
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