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Error in Equity Options Prices Request - refinitiv.data Python
Hi, I'm trying to retrieve equity options prices using the refinitiv.data library in Python. As an example, I'm attempting to retrieve equity options prices for NASDAQ (0#NDX*.U) as of 28/06/2024. I have split the total options RICs (around 5,000 RICs) into 8 buckets of 700 RICs each. I have also added a short delay of…
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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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Refinitiv Data API performs worse than Eikon on large universes
Hello. I've recently been looking at implementing the Refinitiv Data Library in existing code over the eikon library. I've found that when large universes are specified, the refinitiv data library performs significantly worse than the eikon library. Following some testing some strange results were found. For example: When…
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ReadTimeout on simple requests
I'm just getting started with the Refinitiv Data Library and trying to go through some of the examples contained here: https://github.com/LSEG-API-Samples/Example.DataLibrary.Python/blob/main/Examples/2-Content/2.04-ESG/EX-2.04.01-ESG.ipynb However, I get stuck on even the most basic ones like: response =…
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Refinitiv Data Library for Python: Call limits
Hello, I'm using the Refinitiv data library for python. In particular, I'm using the following functions and have been getting some errors for too many requests. For rd.discovery.search() and rd.get_history(), I've been getting: RDError: Error code 429 | Too many requests, please try again later. For rd.get_data(), I've…
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Retrieving Quarterly Market Capitalization Data via Refinitiv Data Library's get_history() Method
Hello, I am currently working with the Refinitiv Data Library and attempting to fetch market capitalization data with a quarterly frequency using the get_history() method. Despite specifying interval='quarterly' as a parameter, I am only able to retrieve the yearly data. The quarterly values are available through…
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PORTS data pulled in API
I am trying to compile a list of all vessels that have left a list of ports. I have checked the 'PORTS' app. This works well but doesn't have origin port or commodity as columns in the result. I would like to pull this in Python too if that's easier. I have a list of 17 berths. I am trying to figure out how to generate a…
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rd.getHistory with Interval = tas and Conditions
I am trying to retrieve the 'CONDITIONS' data when calling rd_getHistory with the Time and Sales ("tas") interval for equity instruments: df = rd.get_history(universe, start = "2024-07-18T13:30:00.000", end = "2024-07-18T20:00:00.000", fields=["TRDPRC_1","TRDVOL_1","CONDITIONS"], interval = "tas") In Workspace if I display…
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Eikon get_timeseries migration to rd.get_history: Fields to specify?
I am migrating from Eikon Python API to Workspace Python API, and the Eikon call to get_timeseries is now get_history. get_timeseries used to return Date,HIGH,CLOSE,LOW,OPEN,COUNT,VOLUME by default for bar type data. Is the below call equivalent: df = rd.get_history(universe = [Symbol_T], end = Date_T,…
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How to match Workspace TRDPRC_1 on charts with Refinitv .Net API HistoricalPricing Summaries
Hi, I am looking to match up API data to Workspace chart data. Using the .Net sample for historical pricing summaries, I'm finding that TRDPRC_1 sometimes doesn't match that shown in Workspace, wondering if I need to use a different field etc.. This is the sample code: // Retrieve Interday Summaries with P1D (1-day…
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How to Retrieve and Parse Metadata More Efficiently in the News service on RDP API?
Is there a more organized way to retrieve metadata information within the News service? The current script, rd.content.news.story.Definition("urn:newsml:reuters.com:20240508:nL4N3HB510:3").get_data(), outputs metadata in a format that is difficult to parse.
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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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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 holdings statements using RDP API library
Hi, I want to get holdings-statements data from the RDP API, using the .NET library, but I don't manage to get a successful response. The way I request data is: EndpointRequest.Definition(url).Properties.BodyParameters((JObject)JToken.FromObject(holdingsStatementsRequest)).GetData(); Where holdingsStatements is the object…
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Forward Valuation as on specific Time & Date using refinitiv.data.content.ipa.financial_contracts...
....cross By default forward valuation takes Spot as of NY Close. Tried passing datetime string. But its just taking NY Close. Is there any other parameter which an help to take spot rate as of a particular time ? pricing_parameters=cross.PricingParameters( market_data_date=specific_date_and_time,…
