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Efficient API Strategy for WC1 Case Creation, Deduplication & Rescreen Workflow
Process till now: Our organisation has created Cases in WC1 using lseg website. New process we are implementing: Automate the case creation in WC1 using API endpoints. While creating cases, we would like to do these validations and actions a. We do not want to create duplicate cases for the same entity. So we would like to…
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MBP and MBO domains in RTO
Hi, my client (BofA) is using RTO (machine id: GE-JCK2D3OLJIFE) and currently is able to extract pricing data (MMT_MARKET_PRICE ) for e.g. RIC </MTL.L> but once changing domain_type to MMT_MARKET_BY_PRICE or MMT_MARKET_BY_ORDER then he gets a status message with state set to: "Closed / Suspect / Not found / '**F2: Not In…
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About Python API Query
Hello I want to export all option contract information of the future CTZ6. I actually see two maturities related. However I use the below codes to extract I can only have one code exported. ld.get_data('0#1CTZ6+', fields= ['PUTCALLIND', 'STRIKE_PRC', 'CF_BID', 'CF_ASK', 'CF_CLOSE', 'IMP_VOLT', 'CF_VOLUME','EXPIR_DATE']）
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Multiple Fields Result, how to get the meaning of each field?
start = time.time() mixed = rd.content.pricing.Definition( ['LLY.N','JPM.N','ZVIA.K','JBSS.O','AA', 'BIOb'], ).get_stream() mixed.open() snapshot = mixed.get_snapshot() end = time.time() print(f"Execution time: {end - start:.4f} seconds") it has 400 columns, and how can i search for the exact meaning of each column?
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i'm real time data via Python API, and get lots of fields. How can I get the exact meaning
start = time.time() mixed = rd.content.pricing.Definition( ['LLY.N','JPM.N','ZVIA.K','JBSS.O','AA', 'BIOb'], ).get_stream() mixed.open() snapshot = mixed.get_snapshot() end = time.time() print(f"Execution time: {end - start:.4f} seconds") it has 400 columns, and how can i search for the exact meaning of each column?
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Symbol conversion function without best match parameters
hi i'm wondering why new methods exposed under Lseg library (content 'symbol_convesrtion' and discovery side 'convert_symbols') there is no best_match option as were proposed by eikon function (get_symbology).
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where to find latest rmdstestclient in Download Center.
Which Product Family and What Product contains the rmdstestclient that I can download?
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The client is seeking guidance on how to download end‑of‑day pricing data for portfolios of Nairobi
The client is seeking guidance on how to download end‑of‑day pricing data for portfolios of Nairobi Securities Exchange (NSE) stocks and bonds from LSEG for analytical purposes. While they are currently able to retrieve this data using Excel, they would like assistance with executing the same process programmatically using…
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Client would like to retrieve all delisted RICs under US96209A4013
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How to use python API to fetch brent options put & call volume data?
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Is it possible to extract publication of an earnings-related news release or headline in NEWS app?
Client inquired whether there is an available Excel field or function (via TR or RDP) that updates immediately upon publication of an earnings-related news release or headline. Ideally, they are looking for data points such as: Latest headline timestamp Earnings-related news indicators or categories Latest company news…
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I have a question about how to effectively pull emaxx bond holdings information if one has a list of
I verified with one bond we have access to EMAXX and the EMAXXOWN function My question is if e.g. I have a particular bond, say US459200KH39, how I can use the API to programmatically pull the bond investor information and how I can override the API call to also set information to a specific snapshot data as opposed to the…
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How to resolve connection error on upgrading jar version?
We upgraded the jar version from 'com.thomsonreuters.ema:ema:3.3.0.1' to 'com.refinitiv.ema:ema:3.8.3.0'. We are using the OmmConsumerClient interface to establish a connection to our on prem Reuters servers. We are using the EMAConfig.xml route to connect to the servers. Upon upgrading the jar version we are getting below…
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lseg.data Python — Best practice for fetching London 00:00 baseline for OTC FX RICs
I'm building an FX Cross-Currency Basis (CIP) dashboard in CodeBook using the lseg.data Python library. The dashboard needs to anchor a "Net Change since London 00:00" calculation across ~50 OTC RICs. What's working I've found that lseg.data.content.historical_pricing.summaries.Definition() works beautifully for OTC FX…
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LSEG.Data (2.0.0) - API request closing price data for specific dates.
Hi There, Our DEV team have coded using LSEG.Data (2.0.0). They would like to request historical close prices for specific dates, will this be possible? LSEG API code being used = LSEG.Data (2.0.0) Developer specified LSEG.Data.Content.HistoricalPricing & LSEG.Data.Content being used in their code. The DEV team require…
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RTO service discovery TLS certificate mismatch when using api.refinitiv.com – inconsistent behavior
Hello, We are encountering the below exception when trying to connect to the RTO endpoint for service discovery: Failed to query RDP service discovery for Refinitiv Rto. Error text: failed to submit authorization request, exception = Certificate for <api.refinitiv.com> doesn't match any of the subject alternative names:…
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RFA API unexpected behavior with registerClient and reissueClient
Hi all, It would be great if you all could help with some pattern we are observing with the RFA API When two or more reissueClient close to each other, like within 0.5s, are sent for the same client session for the same RIC , the API client's side seems to be combining some of the request. From example, 20 reissueClient…
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RFA InvalidUsageException When Reading News Content for .N and .O RICs
The client is using the RFA library to consume real‑time prices and news content. Since last week, they have been unable to read the news content received, mainly for .N and .O RICs. Login to the platform is successful, and market price refreshes are received; however, when processing the data, the application throws an…
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When is the EOL of RFA 8.X API ..
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Eikon API (or equivalent) without desktop application
I'd like to be able to use ek.get_timeseries() or ek.get_data() methods without the constraint of the application running in the local desktop. Is there a way? Would RDP be more suitable for the task? If so, can I obtain with RDP the same data as with the eikon API? thank you
