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Historical data for bid/ask spread for stocks
Hello, I would like to retrieve bid/ask spread for a list of stocks on a specific date historically. But I found it is not possible to directly retrieve in the desktop. Therefore I am considering using Python. Could anyone help me with this? Thanks a lot in advance!
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Data item definition in Refinitiv Data Library
My formal colleague left a Python code (refinitiv.data) for entity search purpose (part of it is as below), which is running fine. But I want to get deep dive on the entity information, now I couldn't find any document like a data dictionary for me to know what get_data() returns, and what are the items meaning in returns.…
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Error when using fundamental_and_reference to search entities
I am using refinitiv.data to search entities encounter below error, anybody could help with? Enclosed the code I am using.
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QPS Financial Contracts API - Structured Products error message: Invalid Correlation Data.
Hello team, I keep getting the following error message while pricing structured products using QPS financial contracts API: 'Cannot price Structured Products. Invalid correlation data.' It seems that when there are more than one Equity underliers the error would be triggered. I have priced similar products with single…
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How retrieval all rics from an exchange (exceeding 10,000 rows)
I want to retrieval all rics from NYSE for example, but following code return the top+skip can never exceed 10,000. Is there any way to retrieval all rics? If any other modules work is ok as well, doesn't have to be search.definition. This is not a lot of data, can't image why set this limit.
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How to filter only normal stocks?
Hi. I am trying to search all stocks rics from an exchange, but the return many are not stocks such as in screenshot iShares Trust - iShares Core S&P 500 ETF. And many lot of rics for the same stock for CBA there are 7 rics, but only CBA.AX is the normal one, how can I filter out those during retrieve? I don't want to drop…
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Decode Login Response to understand if it is successful or not
Hello, I am unable to find examples where the login response has been decoded to check if login was successful or not. Can you help me with sample code or examples for the EMA Java SDK for the above use case?
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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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How to retrieve news headlines with NewId or StoryID?
Hello, We have access only to the below URI: /data/news/v1/headlines With this URI, is it possible to retrieve news headlines by providing the NewsId or the storyID as input parameter?
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Query the refinitiv.data API in databricks
Hi everyone, I'm currently building an application using databricks, and in this process I'm migrating some scripts that were previously running on my local PC to run in a databricks notebook. I'm using refinitiv-data-1.6.2 to query the data. This is my auth flow : rd.open_session(config_name='credentials.json') with…
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How do we calculate Maturity year in MMD feeds?
1. In mmdyields.jsonl file for MMD feeds, How do we calculate Maturity year for YieldCurveName : AAA PRERE TE? 2. Do we have all the YieldCurveName values mandatory in every feed or there is a chance of missing few?
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How to get all bonds issued by companies in an index, e.g. 0#.GDAXHI using python?
How to get all bonds issued by companies in an index, e.g. 0#.GDAXHI using python? Is there a way we can list down all constituent RICs under 0#.GDAXHI, then use the result in rd.discovery.search > rd.discovery.Views.GOV_CORP_INSTRUMENTS to retrieve all the bonds issued?
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Refinitiv Data Library for Python: Error code 429
Hello, I'm using the Refinitiv data library for python. In particular, I'm using the following function and have been getting some errors for too many requests. Using rd.get_history(), we were pulling data for a total of 6,458 RICs, separating the requests out into loops of 100 RICs and 3 fields. We've only submitted…
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Authentication problem{"error":"429" ,"error_description":"Request rate too high." }
Hi, I am using the Refinitiv Data Library for .NET, and everything has been working perfectly until now. For a few days now I have a problem that looks like this: I also tried sending a request (by Postman) https://api.refinitiv.com/auth/oauth2/v1/token, but the response is the same: { "error": "429", "error_description":…
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Issue when requesting timeseries for tweb intruments
I get a list of rics from chain_ric = '0#TWCORPERPS=', then I use this line of code : rd.get_history(universe=tweb_rics[:100],, fields=['MID_PRICE', 'MID_YLD_1'], start='2024-10-16', end='2024-10-17') I only request the first 100 and I get an error message : "Error code -1 | 'headers". Notice I dont get it when requesting…
