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…
I am writing to see if the attached programming is suitable to download from Eikon/workspace the ESG data we need for our research. attached The of Python script, the of of Codes list World Countries and the of Variables template used for downloading, which is designed to run year by year and country by country.
How to get the derived holdings tab through the API and also the timeseries through out time
Client would like to know how to retrieve data for all companies listed in ASX all such events over the last years. Could you please tell me how to do that using Python codes? Companies make announcement on all kinds of things, e.g., executive change, dividend, earnings. In desktop example if you now go to BHP.AX, you will…
Query : Do we have any possible workaround / solution that would allow the client to use Visual Studio without relying on an active Workspace session? As per client : "The provided code attached below is working fine in CODEBOOK within Workspace and Visual Studio Code. However, for the Visual Studio Code, Workspace must be…
Reaching out on behalf of client a professor in a University. I have shared the steps to client in getting his APP KEY so he can access the Workspace API via Codebook. Client followed the steps and got an API key. Then, he installed LSEG-data for Python and attempted a platform session using OAuth v1 Password Grant with my…
Using the LSEG Data Library for Python (Desktop session), I am able to retrieve numeric business segment data such as TR.SegmentRevenueActValue for Japanese listed companies. However, the returned DataFrame only contains numeric values and does not include: The business segment name The fiscal period or period end date…
Hi @Jirapongse I would like to retrieve EPSMean (Tr.EPSMean) for three different periods for one stock. The code I have is the following: fields=["TR.EPSMean(Period=2026)","TR.EPSMean(Period=2027)","TR.EPSMean(Period=2028)"] df_fundamental = get_history( universe=[ric], fields=fields, interval="1d",…
Hello, I need to know if data (for a given bond) provided by your API is reliable. Thanks 2/16/2026 14:00 IT537030= 1.99805 2/16/2026 15:00 IT537030= 1.92665 RIC: IT537030= The data is about the yield # Request BID / ASK yields df_yield = ld.get_history( universe=rics, fields=["BID_YIELD", "ASK_YIELD"], interval=INTERVAL,…
I am trying to pull real time data for some RICS listed below, however I find that Equity Inidicies show up as blanks with NULLS across. What can I do to pull the latest SPX Value? rics = [ '.SSEA', '.GDAXI', '.DJI', '.STOXX50E', '.FTSE', '.HSI', '.NIFTY500', '.N225', '.MXX', '.IXIC', '0#.SPX', ".INX", '0#.GSPTSE',…
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