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Refinitiv Data Platform Libraries

Recent Discussions

How do i use the api to extract market overnight best and worst performers ?
I am coding in python with your desktop eikon api to try and extract the latest leaders and laggers across different asset classes inc fx, stocks, bonds, etf and crypto assets but failed I also trying to extract based on news but theres only broad economy news which i cannot zoom into asset specific .. how do i screen for…
ETA for pandas 3.x support in lseg-data
Do you have an ETA for pandas 3.x support in the lseg-data Python package? Is there a roadmap we can follow?
How do I integrate mining company stock prices via APIs into a Power BI commodity pricing dashboard
The client is building a Power BI commodity pricing dashboard and wants to integrate mining company stock prices via APIs. They require support in linking a list of mining company stock prices within WS to their Power BI dashboard. The client needs to connect the WS Monitor to their Power BI dashboard, retrieve currency…
I tried requesting the data using lseg.data, but I am still unable to retrieve it for certain identi
I tried requesting the data using lseg.data, but I am still unable to retrieve it for certain identifiers. Attached, you will find my test script along with its output. As you can see, the issue persists for the following months: ✅ TFMBMFVJ5^2 1349 2019-12-31 2025-03-28 ❌ TFMBMFVK5^2 Unable to resolve all requested…
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']）
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?
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?
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…
How to use python API to fetch brent options put & call volume data?
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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