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…
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=',…
Hello team, I am referering to the standard documentation to find the RIC sysmbols for the following cusips and but this is giving nothing in return, Can u please guide on the same? response = symbol_conversion.Definition(…
I am interested to compute for a set of banks their historical outstanding average YTM of all their unsecured bonds. At the moment I have a list of ParentOAPermID of banks that I am interested in. So at the moment I first retrieve for all the banks via the api using the get_data function all bonds issued by that specific…
I use this to get data through datastream: '<BBJPY3M=>-.5*(OIJPY3M(IB) +OIJPY3M(IO))' how would I get that same data using the lseg.data python library and it's get_history function: df_history = ld.get_history( universe=["GB10YT=RR"], fields=["BID", "HIGH_1", "LOW_1", "OPEN_PRC"], interval="1D", start="2026-01-01",…
Hi Team, our client is trying to pull the historical volume and price data in CODEBOOK for Google options using the chain RIC <0#GOOGL*.U>. Here's the code we initially used: import lseg.data as ld from lseg.data.discovery import Chain ld.open_session() chain = Chain(name="0#GOOGL*.U")print(chain.constituents) df =…
Bucket 2 — error (1,440 partners) — Need root cause for API errors Calls were batched as 20 partners × 31 financial fields × 16 quarters per request. Most errors came back as: Error code -1 | Unable to collect data for the field 'TR.F.TotRevenue' and some specific identifier(s). Requested universes: ['4296309931',…
Our team is building a credit-rating prediction model that uses focal companies' supplier and customer financial data. Between February and April 2026 we used the Refinitiv Workspace API (refinitiv-data Python library) to pull: Phase 2: value-chain partner discovery via get_data(universe=[...focal RIC...],…
Raising a question on behalf of a client I'm trying to use LSEG Data API for Python to pull historical options data for ICE Brent Crude (e.g. the chain: 0#LCO+). I know how to construct expired option RICs e.g. LCO7000A5^A25, LCO7000A4^A24. I generate an extensive list of potential RICs that have expired, with strikes from…
Hi everyone, I am currently finalizing the architecture for a 10-year quantitative equity options backtest using the Refinitiv Data API (refinitiv.data in Python). To complete our data pipeline, we need to extract a specific set of point-in-time historical options analytics for a custom universe of US equities.…
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