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LSEG 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…
What is the formula in cbook showing the quotient of money quantity M2 and margin Debt of United Sta
Client is asking they need a chart showing the quotient of money quantity M2 and margin Debt in cbook. Can you please help with the formula I also need -> US Margin Debt and then in CBOOK -> M2/ Margin Debt as chart
Why are we getting duplicate entries in the Below code
import refinitiv.data as rd import pandas as pd ── Config ───────────────────────────────────────────────────────────────────START_DATE = "2023-01-01" END_DATE = "2026-06-10" MONTH_CODES = { 'F': 1, 'G': 2, 'H': 3, 'J': 4, 'K': 5, 'M': 6, 'N': 7, 'Q': 8, 'U': 9, 'V': 10, 'X': 11, 'Z': 12, } MONTH_NAMES = { 1: 'Jan', 2:…
How to retrieve yield data via the LSEG API
the ric is DE10YT=RR
How to get all historical data for RIC FCPOQ26-U26?
The client wanted to get all historical data for RIC FCPOQ26-U26. I had provided him the below code: import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['FCPOQ26-U26'], fields = [ 'TR.CLOSEPRICE(SDate=2025-08-18,EDate=2026-06-10).date', 'TR.CLOSEPRICE(SDate=2025-08-18,EDate=2026-06-10)' ] )…
No data for 2026-06-01. I am running this as a standalone python file.
RIC NCLH FY 2027 Earnings Per Share Smart EPS when pulling using a date parameter for yesterday retu
I am replying to this case with a new issue because it appears related. RIC NCLH FY 2027 Earnings Per Share Smart EPS when pulling using a date parameter for yesterday returns an erroneous value of 2.65126 and then when pulling using no date parameter it returns the correct 2.03 value. This has been happening every day for…
Discovery Symbology API-Datsatream macro economic identifiers
One of user is asking, The Discovery Symbology API (image below) is designed precisely to map between different identifiers (RIC, ISIN, CUSIP, PermID, etc.) and supports an internal identifier called DatastreamId among the “LSEG specific and heritage identifiers.” So this works for Equities / ETF and similar. Please…
Symbol conversion using lseg.data
I wanted to convert between security identifiers depending on the identifier type I may have. I have checked the symbol conversion module and the fundamental reference module, both under content layer. There are some differences in their behaviors. Below is an example based on CUSIP to ISIN/RIC mapping. Symbol Conversion…
Why is the last traded price not available for USDSROIS RICs in open_pricing_stream, and how can the
I have wrote codes below to get USDSROIS quotes data and latest trade price. import lseg.data as ld def on_data(data, instrument, stream_obj): print(data) stream = ld.open_pricing_stream( universe=['USDSROIS1WZ=R', 'USDSROIS2W=', 'USDSROIS3W=', 'USDSROIS1M=', 'USDSROIS2M=', 'USDSROIS3M=', 'USDSROIS4M=', 'USDSROIS5M=',…

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