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ld.news.get_headlines
I was using python library to fetch news by ld.news.get_headlines(query='"Elon Musk" AND Language:LEN AND Source:"X"', count=10). However it returned LDError: Error code 400 | Query cannot return any result. Since I was trying to retrieve social media posts (explicitly X posts), is there a function to do it?
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Code example for getting bulk file
Hi, I need to migrate from getting my TM3 file via SFTP to your new API product. Is there any code example that demonstrates the step and flow?
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Skipping values lseg data platform
Hello, I am using the lseg data library for async data dumping for 60,000 RICs and I have encountered a problem that sometimes the response for some RICs does not return data. I checked the availability of dumped indicators for specific RICs using workspace. These indicators are present, but when I request them to the API,…
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I wanted to understand how can I run the Refinitiv API on AWS Sagemaker using a Python code?
Also, do I need to login to Workspace in order to make this code run? So I will have to log into workspace as well as open session on the sagemaker app for this to run? Is there no way to directly run this on sagemaker without logging into my workspace on my desktop?
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GET CONSTITUENTS OF AN INDEX USING PYTHON CODE
How do I get the constituents of nifty 50 which is depicted by INNSE50 or .NSEI , I can see that on the datastream navigator but i want to extract via python code. I am trying to use this, df, err = ek.get_data( instruments = ['INNSE50'], fields = ['TR.IndexConstituentRIC', 'TR.IndexConstituentName'], parameters = {…
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Interest Rate Swap Calculator via API vs Workspace
I am trying to replicate the function SWPR I can use directly on Workspace using the lseg-data python library. Unfortunately I have not been able to match the results and I ask you help in this sense. At this time I am interested to the metrics resulting in the "RISK" tab highlighted, specifically DV01 and Modified…
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How can I download price history data in 5 minutes intervals for several stocks for more than 1 year
I’m currently looking for a list of US companies along with their stock prices at 5-minute intervals from 2012 to 2025 — for example, at 09:30, 09:35, 09:40, …, 15:55, and 16:00. May I know how can I download them? FYI, I am mainly using LSEG workspace and excel add-ons. Thank you!
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Stream timeouts on websocket under python lseg.data API
We're streaming LSEG data using the LSEG Data Library for Python, using lseg.data.content.pricing. Sometimes— seemingly at random (different times of day, sometimes after streams have been up for hours, other times after just minutes), we receive Stream.on_status events with the following (example) payload: status: {'ID':…
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Could you please try running the code below on your end to see if the same issue occurs?
Hi Team, Client have raised the below query. Could you please assist on the request. Query: May I ask you to try my code on your side, and see if the bug appears for you as well? It seems from your explanation that RDP is a more reliable backend platform. Why does this bug appear there then? My code again, for your…
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Current sales, Net margin and wages or labour costs' and need to add to the field TRDPRC_1 with the
Current sales, Net margin and wages or labour costs' and need to add to the field TRDPRC_1 with the correct RIC I would like to download the 'current sales' , 'net margin' and eventually 'wages' or 'labor costs' and need to add to the field TRDPRC_1 with the correct RIC, wchich i do not find in the DIB ... can you and your…
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Prices not available sometimes for the same API and param
Getting different results when fetching Prices using python code via the Fundamental and Reference module available under content layer in lseg.data, for the same params. What is going wrong? Please help in getting consistent and correct results. API used →…
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Is there a validation process on the pricing templates in the codebook?
May I know is there a validation process on the pricing templates in the codebook? (e.g. FX forward, FX option, etc.)
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The data items "TR.IndexJLConstituentituentChange", "TR.IndexJLConstituentRIC", "TR.IndexJLConstitue
The data items "TR.IndexJLConstituentituentChange", "TR.IndexJLConstituentRIC", "TR.IndexJLConstituentName" now return "LDError: Unable to resolve all requested identifiers in ['.FTSE']" in the Python API. ld.get_history( universe=[".FTSE"], fields=[ "TR.IndexJLConstituentituentChange", "TR.IndexJLConstituentRIC",…
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Workspace：Historical Data on 20-Year At-the-Money Option Prices for Major Countiries
Our client is currently conducting research and would like to get [historical data on 20-year at-the-money option prices for major economies] from workspace(& the ws API). We are trying to search but we can not find them yet. Is it possible to get these data in Workspace(&API) or we have to use other data feed service ? We…
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How to Access Historical CUSIPs via Eikon API?
I’m currently working with a dataset that includes TR.CUSIP, TR.RIC, and TR.OrganizationId fields from Refinitiv. However, I understand that TR.CUSIP only reflects the current version of the identifier. To accurately align and merge my data with Compustat records — which have historical CUSIPs (and are therefore more…
