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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:…
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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)' ] )…
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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…
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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…
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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…
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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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Get RIC from CUSIP
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(…
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I am interested to compute for a set of banks their historical outstanding average YTM of all their
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…
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python code
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",…
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How to pull the historical data for options in CODEBOOK using the chain RIC?
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 =…
