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Refinitiv Data Platform Libraries

Recent Discussions

Get all related RICs given an ISIN using LSEG module
I need to get all available RICs possible for a certain ISIN through python via lseg-data library as I need to get all contributors available. Before, I can do this using Eikon library as shown below. data = ek.get_symbology("GB00BFWFPP71", to_symbol_type='RIC', best_match=False) Tried, using symbology and…
I want to retrieve historical STOXX constitutes and especially their Index weights. Unfortunalty, th
# --------------------------------------------------------- # Test for Index weights (only works for current date, no historical data available) # --------------------------------------------------------- target_date = "2026-01-27" df = ld.get_data('.FTSE', fields=[ "TR.IndexConstituentRIC", "TR.IndexConstituentName",…
How to Find available Fields Used in the `lseg.data.content.ipa.financial_contracts` API
Hi, I have a quick question. The following is copied from the API code example: import lseg.data as ld from lseg.data.content.ipa.financial_contracts import cds response = cds.Definition( instrument_tag="Cds1_InstrumentCode", instrument_code="BNPP5YEUAM=R",…
Excel Formula to Python API code conversion: =@spotcalc(today,2)
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.
How can we pull futures curve for different dates in python?
How can we pull futures curve for different dates in python? For example, how would I pull prices of 0#CL: for today, and compare it to yesterday?
Performance Degradation and Intermittent Failures: Refinitiv Data Library (Python) | Jan 15-16, 2026
Dear Support Team, I am reporting a significant performance degradation and intermittent service failures when using the Refinitiv Data Library for Python, which began on January 15, 2026, and persists as of today, January 16. Context Prior to January 15, the system performed optimally. Our current workflow processes 42…
Historical Bond Index Constituents
Hello, Is it possible to get the historical constituents of a corporate bond index? For example the iBoxx EUR Corporates Index (.IBBEU003D). I've already tried the example below which doesn't work unfortunately. Many thanks.
Joiners/Leavers for Index Constitutes not equal
Hello all, running the code from Building historical index constituents | Devportal to access STOXX600 constitutes result in partly >600 constitutes as Leaver/Joiners for one day do not even out. How to solve this issue? For sure, it would be a solution to run get_constituents_as_of for every today, however, this is quite…
How to use Python to fetch daily price data for LCOc1 and LCOM6 09:00 London 01Jan2018 to 01Jan2025
Constituents of an equity index?
Can anyone tell me why it returns an error? Are there indices that are compatible with 0# notation and those are not? Is there something wrong in my code? How can I see the list of all the constituents of an index? import lseg.data as ld ld.open_session() This one works.str_test = "0#.TSPM" l_field_test = ['TR.RIC']…

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