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How to set-up an API call to pull historical data included in the economic calendar app.
just trying to set-up some code and looking for some help i want historical data for fields like this: df = ld.get_data(universe = ["CAEMPC=ECI"], fields = ['DSPLY_NAME', 'DSPLY_NME2', "RELEVANCE",'CF_DATE', 'VALUE_TS1','ECON_ACT', 'ECON_PRIOR','RTR_POLL', 'FCAST_SEST','FCAST_HIGH',…
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Retrieving RICs from eikon API 'as of'
Hello, I am trying to retrieve some RICs price tickers from the eikon API like this: import refinitiv.data as rd rd.open_session() eikon_data = rd.get_data( ric_list, fields=['BEST_BID1',…] ) rd.close_session() This returns live data. How can I retrieve this data as of yesterday? Or as of two days ago? I would like to be…
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there is a gap of approx 6-8 hours from the live data if we try to pull story id using application
hie, we usually pull the news story id using python via the refinitive API. but recently we have noticed that, we are not able to pull the latest news. for example, if we try to pull data from 12/01/2026 09:00:00 till 12/01/2026 21:00:00, and run the code at 12/01/2026 21:00:00, the latest data we get is only till…
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CodeBook: Error code -1 when trying to access historical bid/ask prices via batch queries.
I am trying to access historical bid/ask prices for a list of RICs (bonds). I am querying them in batches of 500 RICs at a time. Some batches return an error code -1 with the message 'headers'. When this occurs, the entire batch is treated as invalid, and none of the observations from that batch are returned. For example,…
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Change in Chain.summary_links output for 0#BOF27+ (BOF27 --> /BOF27)
Hello, I am using the LSEG Python SDK and issuing option chain requests like: from lseg.data.discovery import Chain chain_obj = Chain("0#BOF27+") summary = chain_obj.summary_links Until a couple of days ago, for this exact call: Chain("0#BOF27+").summary_links[0] the returned value was: BOF27 Now, with no changes to my…
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Module error
Client Query I am trying to get open interest data from the get_eikon_timeseries API. Open interest at settles, need it for August 2025, not sure which field to use to extract that from python Provided resolution below import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['LGOc1'], fields =…
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Pull financial data by PermID
I can retrieve historical financial statement data with refinitive.data.get_history funciton by specifying universe with oa_org_permid from DataScope bankloan database. However, for a public company like Alphabet, using the parent company's PermId returns nothing, while using GOOG.O can retrieve all the financial data. The…
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error using the API "insufficient scope" when calling ld.get_data() using the LSEG data library for
LDError Traceback (most recent call last) Cell In[4], line 1 ----> 1 df = ld.get_data( 2 universe = ['ORAN.PA'], 3 fields = ['TR.CompanyName', 'TR.InvestorFullName', 'TR.InvParentType', 'TR.InvestorType', 4 'TR.InvInvestmentStyleCode','TR.SharesHeld', 'TR.PctOfSharesOutHeld', 5 'TR.InvestorAddrCity', 'TR.InvAddrCountry' 6…
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How can I load USDSROIS= data with all tenors using python IDE such as PyCharm?
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The client is currently using the code below. However, their universe contains approximately 1,000 t
Hi Team, Good day. Query: The client is currently using the code below. However, their universe contains approximately 1,000 to 1,500 RICs, and adding each RIC manually into the universe list is time‑consuming. Is there a way where an Excel file is uploaded in code book and the RICs are automatically ingested into the code…
