-
Requesting access to trapi.data.research.read / trapi.alerts.research.crud scope for Research API
Hello, I am a student at the University of Toronto. I am trying to access Aftermarket Research reports via the Refinitiv Data Platform API. Currently, my account can generate tokens, but the access token does not include the required scopes (trapi.data.research.read and trapi.alerts.research.crud). As a result, I receive…
-
I need to be able to pull it through your API . DataStream API via Python
Do you know if there's a way to pull the % or number of index members trading at a new 52-week high or above their 200-day moving avg either using I/B/E/S global aggregates data in Datastream or otherwise? i need to be able to pull it through your API in order for us to consume it . DataStream API via Python
-
How can I use API to authomatically download funds' holdings informations?
Hi everyone, I am a researcher at the Catholic University of Milan, currently working on a project that involves historical holdings data for U.S. actively managed mutual funds. Specifically, I require the full holdings information (not just the top 3 holdings) for all such mutual funds, on a quarterly basis over the past…
-
Pull Oil related data using Datastream API
I am interested in getting the following data points using python APIs (say get_data or get_history end points) 1) Crude Oil (WTI in USD) 2) Brent Crude Oil futures contract. Output: Daily data for last 1 month Can someone please help on the same
-
Is there a code on Python to change the "NA" String to "NaN" or "No Data"?
In DSWS, there is no general settings to do this but wondering if a pythong script is possible. Let me know.
-
Accessing Upcoming Sovereign Rating Review Calendar via Eikon API
Hello, I would like to access upcoming sovereign credit rating review dates for certain countries (e.g., "Germany – Fitch – Review scheduled for July 11, 2025") via the Eikon Data API (refinitiv.dataplatform.eikon), if possible. Could you help me with it? Thank you for your support. Best regards,
-
Fortnightly freq of macro economic data
I am interested in getting macro economic data at fortnightly frequency. I am using the following formula : batch_str= INCBNFO*100, INCBINV*100, INCBAGG*100, INCBCRE*100, INCBCFC*100 df = ds.get_data(tickers=batch_str, freq='14D', start="13/10/24") It gives an error. Whats the workaround for this please
-
Tring to access fields via Datastream, Unknown error:
Context: I have a tickerlist which is defined like : "CN:QJCH,CN:WAPH,III,U:MMM,DK:DSA,DK:DSB,K:AACA,W:SAGB,IN:AB,S:ABBN, and so on…. about 3200 tickers all_batches_gmrgn1 = [] batch_size = 5 field_list1 = [ "GRM1MN", "GRM2MN", "GRM3MN", "X(IBP)/X(BPS1MN)", "X(IBP)/X(BPS2MN)", "X(IBP)/X(BPS3MN)", "X(EVT1MN)/X(SAL1MN)",…
-
Not able to get EPS1MN for a list of stocks.
I am using the following formula : df = ds.get_data(tickers=["IBM.N","MSFT.O","GOOG.O"'], fields = ["EPS1MN"], kind=1, freq='M', start="-4M") The above isnt working for me. Could u please point out the exact issues? Also What does kind specify? I have in total 3000 stocks for which I want to pull this data.
-
Access Denied CBOEVIX
We are currently experiencing an issue accessing VIX index data through the Datastream API. While we do have access to the data via the Monitor app, the same data does not appear to be available through the API. Our account manager has advised us to contact your support service directly, as they are unsure what might be…
-
DSWS guide & other questions
Hi team, a few questions regarding DSWS: 1. Which python package is the official and will be continue supported one, DatastreamDSWS or pydatastream? 2. I tried (DatastreamDSWS) df = ds.get_data(tickers='VOD,BARC', fields=['PH','PL'], start= '-2D', retName = True) but got error below: TypeError: get_data() got an unexpected…
-
Data (HTTP) does not return datatype name while "return name" is checked.
Rest test site Datastream Web Service - Test REST Service Executing "Get Data" with "Properties: Return Name" checked returns datatype name but "DATA (HTTP GET)" returns "null". Please advise how to return by HTTP GET. Sample: [Get Data]…
-
Is it possible to return instrument name as "SERIES NAME - DATATYPE NAME".
Is it possible to return instrument name as "VDAX-NEW VOLATILITY INDEX - PRICE INDEX", instead of "VDANEW"? #Sample Code reqs =[] reqs.append(ds.post_user_request(tickers='VDAXNEW',fields=['NAME'],start='-1D', kind = 0))#Static data reqs.append(ds.post_user_request(tickers='VDAXNEW', fields=['PI'], start='2025-04-01',…
-
Historical exchange data extraction
Hello, For a project I would like to extract monthly data. What I need is for each month historically to extract which stocks were in a specific exchange. For example: the names of all the stocks that where in the euronext Paris exchange in the month of march 2008. (all those that were active at that time, also those that…
-
Datastream API with visual studio code
I'm trying to set up the Datastream API with visual studio code. But keep getting the following error message - see attached. Please help! ds = dsweb.DataClient (None, '', '') ---------------------------------------------------------------------------FileNotFoundError Traceback (most recent call last)Cell In[2], line…
