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Generic Contract RIC
Is there concept of a generic contract RIC? For example in Bloomberg, CL1 refers to the current active WTI Crude contract. This points to CLX4 now, and rolls over to CLZ4 next month. CL2 points to the first deferred contract etc. If so, what is the naming convention for generic contracts for Refinitiv? I am trying to get…
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Query Prices adjustes and unadjusted for time series.
I am looking for a way to get the prices of a instrument adjusted and unadjusted, I am looking how to do this with a field or parameter is possible because i am doing this in C#. I tried this in python in the code book, but i cannot seem to get it correct import refinitiv.data as rd rd.open_session() df = rd.get_data(…
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Pricehistory for Date Range get Requested Date in Result
I am doing the following Request in code book, that i need to replicate in C# import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['NCSM.O','ZYNE.O'], fields = [ 'TR.PriceClose', 'TR.Volume', 'TR.PriceCloseDate' ], parameters={ 'SDate': '2024-09-11', 'EDate': '2024-09-01' } ) display(df) And i get…
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"Too many requests" when trying to download historic bond yields
Hello - I need to download historic yields for bonds -- and the size of the download would be too big for Excel. When I increase the size of the download, I get errors, usually this one: "RDError: Error code 429 | Too many requests, please try again later." I've also just had timeouts or it returns empty data frames. Below…
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How to retrieve historical swaption volatilities in Excel?
I need to get swaption volatility surfaces for a time lenght of at least 10 years. It is for my master thesis. I looked up at the Q&A and I tried to insert them with RHistory function: =RHistory("USD3MFSR";"BID.TIMESTAMP;BID.CLOSE";"NBROWS:1500 INTERVAL:1D";"CH:IN;Fd STREPEAT:N";B3) Unfortunately it's not working. It says…
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User has no permission rics except TRI.N
I am testing API, but i found i cannot access any of ASX stocks, also even APPLE, the only symbol i can get data is default one TRI.N, which is Reuters. Why is that, any permission problem? the permission scope is "scope": "trapi.auth.cloud-credentials trapi.cfs.claimcheck.read trapi.cfs.subscriber.read trapi.data.est.sum…
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Return Time Series Result as a List instead of one FullyPandas DataFrame
When I query data for an American company (e.g. Google; `GOOG.O`) and a British (e.g. RaspberryPi; `RPI.L`) the data frame returned is a full merge of American and British trading days resulting in NAs in the respective time series if e.g. American markets have a non trading day as of `2024-06-19` (see example below). Is…
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OPEN_PRC column in data table only returns ints not doubles
When requesting quarterly/3 month historical data from the Summaries API the data type for the OPEN_PRC column is defined as Int64 which means we're missing data precision for the values. I'm attaching a screen shot of the resulting table... You can see that the 6 rows in the OPEN_PRC column are all integers. The code to…
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Caching of OMMStreamCache objects using a lot of memory
We have a use case where we allow users to scan market data for instruments that meet certain criteria. These scans can request historical data snapshots across 1000-2000 instruments or more. Memory profiling shows that after performing a scan of almost 2000 instruments the OMMConnection object was using 158MB of memory…
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Minutely stock price get_timeseries()
Hello, I want to retrieve the stock price minutely in a time range: df = ek.get_timeseries([".AXJO"], start_date = "2023-03-01", end_date = "2023-03-13", interval="minute") but it shows error: No data available for the requested time range When I remove the end_date, it shows the results, which I want to achieve but in…
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Historical bond ratings (Fitch and Moodys) time series for all US firms
Hi everyone I need to retrieve the Fitch and Moody's long term issuer credit ratings for all (or substantially all) US firms, as at the end of each month for the period from 2003-01-31 to 2023-12-31. I'm completely new to APIs and Python, but from what I understand an API will be the best approach to retrieve such a large…
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Date stamping of Weekly bars does not match the chart in Workspace
When requesting Weekly bars for AAPL.O from the Summaries API, using either Interval.P1W or Interval.P7D, the date stamps on the returned summarized bars don't match what is displayed in the Workspace chart. If TimestampLabel.startPeriod is specified the bars are stamped on Saturday, and if TimestampLabel.endPeriod is…
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Getting Mutual fund time series data
Hello, for my thesis I have to obtain times series return data for several mutual funds (at least monthly, but daily would be better) from 2000-today. However, the data is not available in Eikon (for example when I try it with the build formula tool in excel). Is it even possible to get return data for mutual funds in…
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Missing data for SP500 using fundamental_and_reference.Definition get_data
Am looking to download the following fields (list below) for SP500 index constituents, from 1995 to yesterday, daily data. Am using the following import refinitiv.data as from refinitiv.data.content import fundamental_and_reference import datetime rd.open_session() growth_fields = ["TR.EPSMeanEstLastToNextYrGrowth",…
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What are the correct filed names for the Volume and Last Trade to get get_timeseries in Python?
I am using this instruction in Python to get tas data = ek.get_timeseries( "EMAR.DU", fields = ['LastTrade', "Volume", 'VWAP', 'Bid', 'BidSize', 'Ask', 'AskSize'], start_date='2024-02-28T00:00:00', end_date='2024-03-04T23:59:59', interval = 'tas', ) It is working for all the fields except 'LastTrade' abd "Volume". What are…
