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Bank Ric history
Hi, I would like to get all OTP Bank RICs existed after 2010, in pyhton. The following query only results in the currently existing bonds, how to get all the history, including the already matured ones? import refinitiv.data as rd rd.open_session() rics_df = rd.discovery.search( view =…
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LSEG data download via RStudio
Hi, I am a Mac-user, so I'm trying to download daily JSE data via R while logged in my desktop Workspace. I am using this AI-generated code (see attached) to do this but it reports error 400. Could you please assist? Thanks https://us.v-cdn.net/6038239/uploads/BKAMKJRMJIL7/r-code-jse.docx
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DSS API Issue
I’m not seeing any error code on my side, but I don’t see the data for api 1 it loads around 76k rows and says data load is completed. Just fyi I’m using python and I shared you the api call which I’m making. I don’t see RIC GOOGQ152627000.U coming in below. If I short the date range in api call for this option expiry…
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Segmentation fault when recv exit signal when using warm standby feature
I have uploaded my warm-standby emaconfig.xml file. It appears that the configuration item <EnableSessionManagement value="1"/> significantly affects the app's behavior. Is the WSB feature mandatory for using <ChannelType value="ChannelType::RSSL_ENCRYPTED"/> and <EnableSessionManagement value="1"/>?…
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Geograin Data through API
Hi! New(er) to using this API. I am trying to fetch basis data for the past month in order to model, using the geograin RICs. My dataframe was returning empty, See code chunk below. I'm a bit confused because DIB in workspace doesn't show any time series codes non-blank for the RIC, but I have a working excel formula (also…
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FID 8116 Not showing in Workspace directly
Is it possible that the field IV_EXCH (FID 8116) is not appearing, in the RTO SDK or Workspace because we are using an older SDK version that may not support this field?
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Historical OHLC request freezes for 50+ ETF RICs over a 14-year range
I am trying to extract daily OHLCV data for a list of instruments using the Refinitiv Data Library. Here is the code I am using: import refinitiv.data as rd import pandas as pd rd.open_session() instruments = [ "IWDA.L","VAVUAG.L","VWRP.L","VWRA.L","EEDS.L","ISACI.L","SWDA.L","EIMI.L",…
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how to get web link of a news article of I have its URN?
Hello Team, I would like to check if there is any programmatic method or API capability that allows us to retrieve the public web link for a Reuters news article directly from the NewsML URN returned by the API. For example, for the following URN: urn:newsml:reuters.com:20260312:nL1N40006E I was able to manually search…
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Compatibility of RFA v8.2.5 and DACS v7.12 on RHEL7/RHEL8 for C++
Hello Team, I would like to confirm whether the RFA and DACS libraries — RFA v8.2.5 and DACS v7.12 which are supported on RHEL9 — are they fully compatible with RHEL7 and RHEL8 platforms for C++ domain development? Could you please clarify if there are any known issues, limitations, or additional configuration steps…
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Why am I losing trades when streaming tick data for YTCc1 using the LSEG-data pricing stream, even t
I am trying to stream tick level information about YTCc1 using the LSEG-data package in python. I can pull tick histories no worries, but i seem to be losing trades on the stream. I am only getting a small subset of trades in my stream. I have the require data permissions i believe, as i can see the tick stream in the…
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The close price from the workspace doesn't match the one from the API
When I search for the price of EVs1 in the workspace, the closing price displayed on the page is inconsistent with the price obtained through the API. However, the Open, Low, and High prices are the same.
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How can I retrieve historical values for FID 9940 for Q‑suffix RICs using Python?
I am trying to extract historical data for FID 9940 for several Q‑suffix RICs. I am using the lseg-data Python library and the get_history() method, but it does not return any data for this field on historical dates. From what I understand, FID 9940 may be a real‑time or snapshot-only field, but I need to confirm whether…
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Retrieve historical fund holdings data via RDP API
Hello, I'm trying to retrieve historical Lipper fund holdings data via RDP API (which has been activated under my account) using Python. My python codes are as follows: import refinitiv.data as rd import pandas as pd rd.open_session() fund_ric = "LP60014953" fields = [ "TR.FundHoldingRIC", "TR.FundHoldingName",…
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Split file in Datascope Select
Currently we are working on a project with a client, they want to request about 200K instrument per day mainly for EOD pricing template: What is your recommendation about the way of splitting the files ? Will there be any delay in sending responses between the split files ? Thanks
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Implementing EventQueueGroups
We are using RFA C++ 8.2.4.E1. To increase the throughput of our application we are looking for ways to improve its performance. At present we run the single-threaded client model (Section-17.4.2) with one event queue. Because only one thread processes the incoming event data, the maximum rate we can achieve is about 6,500…
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volume data across venue
Hello, I recently noticed a discrepancy in trading volume from Eikon Data API for Canadian stocks. In particular, when comparing the consolidated volume for a ticker (say, 'TD') using the RIC = 'TD.CCP' with the aggregated volume for the ticker across all trading venues, I found that before 2024 they are quite close to…
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URGENT - Source int rate swap / futures data via Refinitiv python package
Hi team, Could you please help with this urgent query below. How to source these datasets via Refinitiv python package please? 1. daily data points of this interest rate swap (USDSROIS=); 2. futures start date and end date of CME 3-month SOFR futures contract (RIC for example: SRAF26). Many thanks,
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Port 9000 error in EIKON api
I have issues using the python api. The code is working when colleagues run it but I get errors on the port 9000. Se attached file. I have followed your tutorial, https://developers.lseg.com/en/article-catalog/article/eikon-data-api-python-troubleshooting-refinitiv, and do get "positive" results all the way but the logging…
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Filtering FIDs on ADS POP
Hello Lseg team, We are currently exploring a proof of concept for a cascading caching service in our UAT environment. As part of this, we require that the cascading service only exposes a specific subset of FIDs from the source service. Specifically, we would like to know if it is possible to perform static filtering of…
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How to map Screener "Data Item Names" to "Data Item Codes (TR Codes)" via API or Master Dictionary?
I am an academic researcher using the lseg.data Python library to extract historical M&A data (SCREEN). Currently, I use the Workspace Screener to identify the variables I need. However, the Excel export only provides the "Data Item Name" (e.g., Premium Paid - 4 Weeks Prior to Announcement, Target Primary Ticker Symbol),…
