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retrieve and concatenate results return from historical pricing parallel requests with events
Based on this github example, i learn how to create parallel requests with events , where i need to retrieve snapshot data. However, I have a question, how do i concatenate the results to form a larger dataframe ? Code below produce errors, as df_snap is referenced before assignment. Can someone show me the propoer way to…
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What RICS to use when using get_history to get data for expired spreads ie LGOX4-Z4
I am using the following call for refintiv data platform via python : rd.get_history('LGOX4-Z4', ['OPEN_PRC', 'HIGH_1', 'LOW_1', 'SETTLE'], 'weekly') The above returns a "universe not found error". When changed to a non expired spread (i.e LGOF5-G5) it works fine. I already attempted using '0#LGOX4-Z4' and 'DLGOX4-Z4' per…
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HistoricalReferenceExtractionRequest very slow (C# API)
Hello, I'm requesting static data on several options chain RIC on a range of 10 days. It takes at least 1 hour to have a result. I will need the static data on the whole history (many years), what is the most efficient way to request the data ? Example of the code on 10 days: var extractionRequestStatic = new…
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v2 authentication for RDP Historical pricing API
I tried to run “timeSeries.py” from https://developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/download – authentication method used is “v2” with my CLIENT_ID and CLIENT_SECRET. Initial run went well – I got the data as expected: However, when I try again after the token from…
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Skipping first 5 outputs of =RDP.Data(0#.AEX)
I am using excel and I want to ultimately get the closing price of the stocks currently in the AEX, from 2004 to today. I provide the chain RIC (0#.AEX correct?) and then I want to use =RDP.Data($B$3) (0#.AEX is in B3) to get all the stocks in the AEX. And then I would use an adjusted version of the following formula,…
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Requesting multiple instruments of historical data at once is only returning the top data point?
I am trying to figure out the best way in the C# Workspace Data API to pull out historical OHLC data for multiple markets at once to increase the speed instead of doing one by one. Using this sample project: 2.1.01-HistoricalPricing-Summaries My issue is that if I have a list of symbols... in response1, where i pass a…
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get_lots_of_history function for the Pyhton LSEG Data Library
Could you please provide some function using the Python LDL's get_history for lots of data, specifically, lots of instruments?
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Historical Pricing API - Qualifiers & Off Book trades
Hello! I am implementing a service in Java in which I am taking time and sales/trade events data from the Historical Pricing API and taking only the relevant data from them, and I ran into some unknowns that I cannot find the answer for: 1. The API seems to give me all the trades, the off book ones as well. How exactly can…
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Error when trying to convert the result from historic.pricing to dataframe
Hi, I'm using the python lseg library and the historic_pricing module. When getting the result and converting it to dataframe, I am getting the error: ndexError Traceback (most recent call last) Cell In[7], line 2 1 response = historical_pricing.summaries.Definition(TT).get_data() ----> 2 response.data.df File…
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Download historical futures prices for Nordic power (ENO) and Germany (TRD) via API
I want to download historical futures prices for Nordic power (ENO) and Germany (TRD), and later other markets. I want historical ticker prices to calculate hold-to-delivery returns and keep track of when the products go to delivery. I want to download the data via my python API using the get_timeseries() function. In the…
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What is actual master RIC to get all SPY and SPX options ?
Can you please tell me What is actual master RIC to get all SPY and SPX options ? . I want to download SPY and SPX options complete data of 5 years.
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How to accurately get data between your customised periods specified
Hi everyone, One thing that I am confused with regarding get_data_async, is that, depending on the datapoints I try and retrieve, I can't seem to get data within the scope of years that I specify. Say I have this for example: current_year = datetime.today().year start_year = current_year - 8 async with semaphore: #…
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ETF data for Issuer, AUM, NAV and other fields
I am currently trying to retrieve two types of data: Static Data and Historical Data. Below is a sample code that I've been working with, but I am having trouble identifying the correct fields to use. I would appreciate your help in correctly adjusting the Select or Fields sections. * For Static Data, I need the following…
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How to find expired bond options
Good morning, I am working on a project that requires me to get the RIC and historical price data for several assets. Some of those assets are options on interest rate futures, such as options on us 10yr notes futures for example. The issue I have is that some of these options that I need to get the RIC of are expired,…
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How do I fix the duplicate dates when I try to retrieve the TR.FIXINGVALUE for USDSOFR= using Wor...
...kspace API Python import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['USDSOFR='], fields = ['TR.FIXINGVALUE'], parameters = { 'SDate': '2024-07-01', 'EDate': '1D', 'Frq': 'D', 'CH': 'IN;Fd', 'RH': 'date' } ) display(df) When using the above code instead of returning the values for 24/07/2023 it…
