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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…
Hi All, I am looking to use my local machine Python to source the following data from LSEG database as a corporate license user of the data: 1. Monthly or quarterly historical values for select macro economic indicators (example, Crude Oil Price, US Equity Index). If there is a way to just bulk pull all available…
LSEG Data Library / Eikon Data API: Desktop Session Independence, News Discrepancies, and Sentiment Pipeline Methodology Hello Developer Community, I am developing an automated news and sentiment extraction workflow and need clarification regarding session dependencies, API-to-terminal news alignment, and the underlying…
Hi Team, Is there a way to programmatically retrieve the full Ipreo wire text using an LSEG API? For example, I would like to access the wire content for PIPR.N, North America NEWS2.0 and understand whether there is an API endpoint or supported method that allows extraction of the complete wire text and related metadata.
Hi! I was searching the information on how to extract the OIS Curves: SWESTR (SEK OIS), NOWA (NOK OIS) Cross-currency forward rates, e.g. EURSEK, GBPDKK, DKKNOK How to find the names/tickers/RICs of the cross-currency forward curves. Is it better to extract via Access/Content layer or via RDP? The Overnight Risk free…
I am running Refinitiv / LSEG Data Library (lseg-data, previously refinitiv-data) API calls from Python — TR.* reference/pricing fields via ld.get_data and hourly bars via ld.get_history — and I want to schedule the script to run unattended each morning. The library is currently configured to use a Desktop session, which…
We use something like this to get ticks for certain period of time. dataFrame = ld.get_history( universe=par["instruments"], fields=fields, start=par["startDate"], end=par["endDate"], interval='tick', header_type=ld.HeaderType.NAME) We call this for every RIC. For example, universe='LTM.SN'. We can use a list of RICs in…
How to get NEWS for Sugar
Senario: Client is inquiring how usage limit is calculated Client is a Workspace user who is looking for the worst 10 days performance of 1000 instruments in last 20 years. Would the usage would count as all data points 365 days x 20 yrs x 1000 instrumetns or just the data points on end result 10 days x 1000 instruments?…
Hello, I'm trying to find a list of all RICs trading on a particular stock exchange segment within a specific time window. For example, the London Stock Exchange has the following segments: the Main Market and the Alternative Investment Market (AIM). I'm trying to download a list of RICs that were listed on the AIM at any…
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