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We are currently contributing realtime data through RCC. Is there any way to contribute or update...
... historical prices? We are currently using an EMA application to Post realtime data to RCC. Are there any FIDs that can be used to update/correct historical prices?
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Python example for Price History template - DSS API
Client is looking data retrieval through Datascope Select API - Price History Template for the RIC: JPBEI2Y=RR using Python. They are requesting to send some codes that will get the price history results. Appreciate your help in sharing a sample Python complete request and response for these below Fields and supporting…
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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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Random erroneous updates for GOOG.O and others
We have noticed that we receive erroneous updates randomly during the course of a trading day. For example, with 5-minute GOOG.O we received the following update: It's almost 4 points below the previous trade. Here's what it looks like in our chart: Here's the relevant code to create the log file I referenced above: //…
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Return RICs based on their return and Lipper Category
Hello, is there a way to return all lipper RICs with fund objective based on their Lipper category and return. For example I would like to get all Lipper RICs that are under "Money Market USD" Lipper category that had price return from 0 to 5% from 31/12/2022 to 31/12/2023 and 2 to 10% return from 31/12/2023 and 31/7/2024.…
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"Too many requests" when trying to download historic bond yields
Hello - I need to download historic yields for bonds -- and the size of the download would be too big for Excel. When I increase the size of the download, I get errors, usually this one: "RDError: Error code 429 | Too many requests, please try again later." I've also just had timeouts or it returns empty data frames. Below…
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How Can I Access Intraday Data of Gold Future Before 2023?
I am looking to download high-frequency gold futures data from before 2023, with a frequency of 5 minutes. I know that the Eikon API only supports downloading high-frequency data from the past year, which does not meet my needs. I have learned that the Tick History REST API might support my requirements, but I am unsure if…
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Get price data for expired option by ISIN
Hi all, I'm looking to get historical price data for an option, that I have the ISIN for. However rd.get_history only accepts RICs, and converting ISIN to RIC for expired options seems not possible, as expired options are removed from search as soon as they expire. Any ideas for a workaround ? Thanks !
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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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Bond price difference
Hi, Using Eikon API I am getting totally different BID and ASK prices whether I use CH22439734= (given me by Eikon application whenever I search for CH0224397346) or CH0224397346. For example I get prices above 110 if I used the following bid_ask_df1,e = ek.get_data(["CH0224397346"],['TR.BIDPRICE', 'TR.ASKPRICE',…
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1-min VOD.L data request through Summaries Stream is returning empty data table
Using the latest Refinitiv Data Library for .Net. If I request 1-minute data for VOD.L the data table is empty. The Raw property shows the JSON data is there but not in the table. Here's the code... string symbol = "VOD.L"; var stream = Summaries.Definition(symbol) .Interval(Summaries.Interval.PT1M) .Fields("DATE_TIME",…
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rd.get_history does not return values for granular intervals
Hi there. The rd.get_history method does not appear to be returning prices for granular intervals. this code: testobj = rd.get_history(universe=CLF3^2, fields=['TR.SETTLEMENTPRICE'], interval="daily", start="2022-11-12", end="2022-11-25" ) print(testobj.shape) testobj (9, 1) CLF3^2Settlement PriceDate…
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Incorrect Daylight Saving Time adjustment of historical Hourly summaries in NYSE equities
When requesting Hourly bars for NYSE equities we have noticed that the raw UTC time stamps have incorrectly been adjusted to account for Daylight Saving Time. The global metadata provides definitions for all existent time zones, which includes UTC offset, DST offset, and DST start and end dates, but only for the current…
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Expired option data no reponse
I used the same code below to request the put and call option data, which are both the same strike prices and the same expiration date. However, the only call option has data output, while the put option has no output and warning as follows. #call option expOptnMrktPrice = rd.get_history( universe='AAPLI012319000.U^I23',…
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Incomplete 1-minute bars for IBM.N
We have noticed that there are specific 1-minute IBM.N bars that are incomplete when requesting historical summaries. Here is the request... var def = Summaries .Definition() .Universe("IBM.N") .Interval(Summaries.Interval.PT1M) .TimestampLabel(Summaries.TimestampLabel.startPeriod) .Fields("OPEN_PRC", "HIGH_1", "LOW_1",…
