For a given instrument ISIN (TW00000719B4 for instance), is there an easy way (maybe using codebook) to get the issuer company's TR.TRBCEconomicSector, TR.TRBCBusinessSector, TR.TRBCIndustryGroup, and similar TRBC information). I have around 1000 ISINs and I wondered if there is a better than manual way to do it. Thank you
is there a way to get recent transcripts of a company earnings call or event in text form via the LSEG Data Library API? I know i can get in workspace by manually downloading. i also know i can get news items via lseg data library api but not sure how do i get earnings calls transcript via api for any given ticker or…
How can I use the API or datastream to retrieve news headline data for 2000 unique companies?
Hello Team, please help on client's issue below. Thank you. === I get the same error, however it works in codebook in workspace. Im using the app key in the other local environment LDError: token expired Requested universes: ['CACMB5YT=RR']. Requested fields: ['TR.BH.ISIN', 'TR.BH.EFFDATE', 'TR.BH.ENDDATE'] === Here is the…
Provided TR.TotalReturn as per definition - Total return incorporates the price change and any relevant dividends for the specific period. Date 02/09/2026 and calc date is 2/10/2026 As per client - if you check that field... for that code, it returns 7.6pct, whch is yesterday's return the return for today should be ~13pct
hi! I need historical trading session boundaries (market open/close times) for futures contracts across multiple exchanges (CME, Eurex, ASX, TSE, ICE) going back to the mid-1990s. Specifically, a per-RIC or per-exchange, per-date record of session open/close times in UTC that reflects what the hours actually were on a…
The client is using the LSEG Data Library for Python (get_history) to retrieve copper futures data. Their setup works correctly for COMEX futures (e.g., HGc1, HGc2) using fields such as: TR.SETTLEMENTPRICE CRT_MNTH / CONTR_MNTH However, when they try the same approach for SHFE futures (e.g., SCFc1, SCFc2), the contract…
I need to extract using API: Historical averages for 3yr PE, 5 Yr PE average basis a particular date (say what was the historical averages on the last quarter results date). Similarly I need to know the FwdPE and Fwd PEG numbers on that particular date for a universe of stocks. similarly for the following Sector PE TTM…
In Codebook, the commanddf=dl.get_data('KMB.OQ',['TR.TotalRevenue.date','TR.TotalRevenue','TR.GrossProfit','TR.NormalizedEBIT','TR.TotalDebtOutstanding','TR.CashAndSTInvestments'],parameters={'Period':'FY0','Frq':'FY','SDate':0,'EDate':'FY-5','curn':'NATIVE', 'NULL':'Blank', 'Scale':6})does not return Income Statement data…
I wanted to check whether it’s possible to receive live, continuously updating bond prices directly within CodeBook. I’m planning to develop a model to analyze bond residuals, and for that I’ll need real‑time pricing updates. Could you please confirm if CodeBook supports live bond prices?
It looks like you're new here. Sign in or register to get started.
