-
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…
-
Incident inquiry: unhandled exceptions from Refinitiv Data Delivery (StartPollingAsync)
Incident inquiry: spike in delivered news volume + exceptions from Refinitiv Data Delivery (StartPollingAsync) + application restart. Problem description (what we observed) Around 2026-02-09 23:00–23:30 CET (2026-02-09 22:00–22:30 UTC) we observed an unusual and very large spike in the number of delivered/published news…
-
Is it possible to access to the RIC using the company name?
-
replicate Sector Revenue Growth Qtr YoY % in python
I have this excel formula, How do i replicate this in python=@RDP .Data(DK7:DK5000,"GRWAVG(TR.CompanyMarketCap,PERCENT_CHG(TR.F.TotRevenue(Period=FI0),TR.F.TotRevenue(Period=FI-4)),universe=""univ"")","Period=FI0 NULL=BLANK")DK7:DK5000 is the universe pulled up using screen_expression = (…
-
Do we have todays intraday return of 000120.KS?
Provided TR.TotalReturn as per definition - Total return incorporates the price change and any relevant dividends for the specific period. Date 02/09/2026 and calc date is 2/10/2026 As per client - if you check that field... for that code, it returns 7.6pct, whch is yesterday's return the return for today should be ~13pct
-
How to get unique delisted stocks using RDP search?
I am trying to get the delisted stock's details using RDP search. But there are multiple entries of the same stock(different share class, different listing location, etc.). Here is the code that I am using to pull the data: df = rdp.search(view = rdp.SearchViews.EquityQuotes, top = 10000, filter = f'''…
-
How to get daily deliverable basket data for a bond future?
how can we get historical baskets for the first bond future contract? if we use a historical future ric, we will get an error saying that market data don't exist.
-
Hi, I’m trying to retrieve the Equity RIC of a company in the Codebook. Is it possible to do this us
import refinitiv.data as rd import pandas as pd rd.open_session() # List of company names to search for company_names = [ "TAKEDA PHARMACEUTICAL CO LTD", "EURONEXT NV", "BAXTER INTERNATIONAL INC", "EMERSON ELECTRIC CO", "FIDELITY NATIONAL INFORMATION SERVICES INC", "FISERV INC", "INTERNATIONAL BUSINESS MACHINES CORP",…
-
'UniverseContainer' object is not subscriptable
Hi, I am trying to get a price history for tickers that meet certain criterias, so I run : rd.get_history(universe = ['TFMBMH6', 'TFMBMK6', 'TFMBMJ6', 'TFMBMM6', 'TFMBMN6', 'TFMBMF7', 'TFMBMV6', 'TFMBMG7', 'TFMBMZ6', 'TFMBMH7', 'TFMBMX6', 'TFMBMJ7', 'TFMBMU6', 'TFMBMQ6', 'TFMBMK7', 'TFMBMQ7', 'TFMBMM7', 'TFMBMN7',…
-
FX Forward Curve Constituents
Hi, I am trying to source FX Forward curves via Python. The first step is obviously to get the constituents of the curve under consideration. If we consider RIC= "ZAROR=FMD", the following is working: from datetime import datetime, date import json import lseg.data as rdp import pandas as pd import ref rom…
-
how to get the historical closing price of FRGOV10YZ=R
df = ld.get_history(universe="FRGOV10YZ=R", fields=['ZERO_YIELD1'], interval='monthly', start=start_date, end=end_date )
