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…
Hello. I'm working on subscribing to real-time prices through websocket. I'm currently using the LSEG Data Library for .Net and it is working great on my workstation, but in our deployed environments there is a requirement to use an internal proxy for all communication to the outside. Is it possible to configure an…
Please convert in Python API: =@spotcalc (today,2) It is just a function that pulls the spot date and you can input a "days to spot" parameter. That's what I need to do in python.
Hello, Is there a way for me to retrieve the list of all officiers in a company and each of their committee membership using the Codebook environment? I have raised this issue earlier, as it is possible to see a person being a member of different committees in the screener, but in the codebook we see only one committee per…
Our app uses the nuget package LSEG.Data to connect to Workspace and retrieve historical and realtime prices. A customer recently upgraded to a new version of our app alongside the newest Workspace 1.26.602. Since then, they cannot retrieve data anymore from Workspace. The RDP.log file contains a few suspicious entries:…
I have the following code to get News using keywords from the API. response = news.headlines.Definition( query="data center", date_from="01-01-1990", count=1000000 ).get_data() data_center_news = response.data.df data_center_news = data_center_news.reset_index() print(len(data_center_news)) # number of rows in the…
What are the item codes to use in a python code for data fields Promoter holding, MF holdings, institutional holdings, and their change on quarterly basis?
Why does this data item TR.FundIndexTracking doesn't work on API but works with Workspace Excel? import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = [ 'LP40203779', 'LP40219887' ], fields = [ 'TR.FundDomicile','TR.FundIndexTracking' 'TR.FundLaunchDate' ] ) display(df) Excel formula is working fine.…
I am trying to find an example in codebook examples how I can retrieve the biggest intraday move of an instrument in a timeseries data overview. So put differently what is the code to retrieve this data preferable with a supported event that triggered the move. for ICE Endex TTFA Day ahead and Month ahead 0#TFMBM this is…
Hi Team, we received a query related to python set up and he wanted to have a training on how to navigate in dept the python program. So far what we have done are the following: I've provided the link for the configuration process: LSEG's Refinitiv Data Library for Python and its Configuration Process | Devportal along…
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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