Hi, I have downloaded data from around 30 countries and noticed that many funds (more than 30,000) are missing their Asset Universe information Here are the Lipper IDs of some of these funds: 402350604023506140209231402092394020924240209238402092494020925640209257402092514003959940039600 Is there an alternative way to…
Is it possible to retrieve power intraday price forecast by Eikon API? For example, I can manually download the .csv file from power intraday price forecast for Germany from the app, but I would to retrieve by API.
hello, for many symbols, for one example, CUSIP 094235108 DIB shows data for: 'TR.PriceTargetMedian', 'TR.PriceTargetMean', 'TR.PriceTargetNumIncEstimates', but when i pull the data with rd.get_data in python, all three return <NA>. is there a difference in pulling via CUSIP as i do in rd.get_data vs how Eikon converts the…
Hello, I have access to Refinitiv Workspace. Could you advise how to open the equivalent of API Proxy? I can’t even log into the API proxy. When I try log in, nothing happens. when I exit, the following message comes up. I need this set up for Workspace. Thanks
(429 Too Many Requests) I have not been able to use the API for 4 days since this error message - is this not far too long?
I am trying to access the Refinitiv API through Python, using JupyterNotebook. However, when I try to do so, I get the error message "Port number was not identified". I followed the instructions in this link: https://developers.lseg.com/en/article-catalog/article/eikon-data-api-python-troubleshooting-refinitiv When I get…
I want to get German continuous intraday spot prices using Eikon API. How can I do that?
Can't synchronize with Power BI via Python. Below is a simple example of the correct Python coding settings on my computer to synchronize with Power BI. "import pandas as pd data = [['Alex',10],['Bob',12],['Clarke',13]] df = pd.DataFrame(data,columns=['Name','Age']) print (df)" However, when I try to synchronize the code…
Is it possible to retrieve historical values for the fields "PRIMACT_1" (bid) and "SEC_ACT_1" (ask)? Currently i can only manage to retrieve the live value from those fields through the eikon API. I currently use R for this, but i could also use python, if there is better support for the API there.
I am using the Eikon API with Python on Windows (with a desktop session). I am instantiating a historic_pricing.Definition class and calling .get_data() to retrieve a time series of hourly prices per RIC. query_definition = historical_pricing.summaries.Definition( universe=refined_rics, interval=interval,…
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