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Basis pricing for Physical commodities
I want to get FX broken dates calculator to hedge basis price contracts for commodities e.g. Cotton. Sample code as below: df = ld.get_history('JCI-CTN-ANHUI','TRDPRC_1',start='01-Jan-2025',end='26-Jun-2025') #This is spot price for China Anhui cotton. df2 =…
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How to get Futures OHLCV from DataScope Select Rest API in Python3?
I would like to get the following RIC OHLCV using DataScope Select's Rest API in Python3. Could you provide sample code? RIC : .SPX DSP : S&P 500 Index - CBOE
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LPC 1.4.0
Hi, I'm trying to start the LPC service but I keep getting the error below: <lpcdr.1.lpc.admin: Error: Mon Mar 03 13:57:03.519778 2025> Shared memory error:Could not create shared memory '90': Permission denied <END> Kindly assist
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About api to extract live fx and stock prices
Hi Do you have an api that my html, js, python can tap to extract live fx rates, stock prices and also UT and bond prices ? at the min fx pairs and stock prices. if so do you have an example i can use I need the historical prices ie 1y to 3 y to plot a chart with overlays like fibo, and elliot on my website for analysis…
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Extract bond issuance data on YTM and Credit Rating. Returned values are "NULL" – SOLVE issue
I am looking to analyse primary bond data and need the YTD and Credit Ratings at issuance. For some bonds I used the formula builder and "Yield to Maturity" function to extract YTM at issuance for data. For some, however, it returned "NULL" or an empty row. What does "NULL" and empty row imply in this context? Is data…
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API does not seem to have the necessary permissions "trapi.data.pricing.read"
I created an api that is intended to run a python script. The python script is intended to monitor the SAFEX contracts, namely the MAWz4, MAYz4, SOYz4 and WEAz4 BOB's (blended order books). Im having difficulty running the script and extracting the content because the api does not seem to have the necessary permissions.…
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Subscription Model
What is pricing model to integrate with WC1. Is it case-wise or number of APIs call as well.
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IRS pricing using user defined forward curves
Hello, I have successfully constructed a custom forward curve using my own parameters and instruments through RDP API. forward_zcCurve_endpoint = rdp.Endpoint(session, "https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/forward-curves") user_defined_zc_response =…
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Are there any plans for a GO framework to retrieve pricing data?
Are there any plans at Refinitiv to support a GO SDK next to Java and C/C++to retrieve the streaming prices?
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what do categorisation of trades means in TimeAndSales template ?
I guess OB is Order Book, AU = auction , but for the other values... RX ? OH? PA? thank you for your help
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How can I retrieve historical price data on Excel for a list of 1000+ companies after an IPO?
I am interested in studying the performance of all the European companies that did an IPO between 2000 and 2020. I have downloaded the list of IPOs but now I don't know how to create a file which includes the historical price data for all the companies in the list. Any help would be really appreciated. Thank you.
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RIC for Gold Spot Prices in EUR
We are getting Gold spot prices with following RIC XAU= The values are in USD. When we need to get the EUR value, we get exchange rate with (EUR=) and do the conversion. Is there a different RIC to get Gold spot prices in EUR ?
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Can you provide the CF_-mapping logic so I can replicate CF_FIDS on RTO at the client side( servi...
...ce ELEKTRON_D)) ) Refinitiv provides a RTO pricing service ( service name= ELEKTRON_DD ) and a 3sec conflated feed ( ERT_FD3_LF1 ) which is mainly used for Wealth clients to power websites or portals. The big advantage of this 3 second conflated feed is that the number of updates is limited at the source side, which…
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Timeout errors and too many requests for instrument pricing analytics
Hey. I am calling the instrument pricing analytics serivce, specifically: https://api.refinitiv.com/data/quantitative-analytics/v1/financial-contracts import refinitiv.dataplatform as rdp ... endpoint = rdp.Endpoint(session, 'https://api.refinitiv.com/data/quantitative-analytics/v1/financial-contracts') req =…
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Dividend adjusted historical prices
From what i read in other posts historical prices are adjusted only for splits and not dividends. Is there any way to get dividend adjusted data? Something like the 10,000 usd reinvested one can get using the eikon desktop app would be enough if EOD data is available. This is a major problem for me. Is there any…
