How can I bulk download the historical daily stock returns for all constituents of .SPX, including both current and former members, from the beginning of 1998 to the end of 2025? So for example, if stock X was a member of .SPX from 2000 but left it in 2008 must be included in the list, showing the daily return from 2000 to…
Dear LSEG Support Team, I am currently developing a Performance Attribution tool using the lseg.data Python library but I have a problem when loading past prices; when running my code below, the requested fields return the same data regardless of the specified past date. my code : def fetch_all_dates(rics, dates): fields =…
I want to initiate the necessary credentials, including the CLIENT_ID and CLIENT_SECRET to allow OAuth V2 service account configuration via an API. It seems that this is the only way to get service on this matter
How to get buy, hold ,sell for a particular ticker by analysts. Ill be using the API. I tried through excel: =@RDP .Data("VOD.L","TR.BrkRecLabel","CH=Fd RH=IN;brokername;analystname",B2)
I am raising this on behalf of client. Client has raised this over Contact Us, Query: How get data from chart in .net c#. PCA Power Curve Analytics Library .NET LSEG.DATA how to extract data using CurveID Then, client has reverted with: We need the Cloud API (RDP) access for PCA / Environmental to be activated by LSEG.…
Incident inquiry: spike in delivered news volume + exceptions from Refinitiv Data Delivery (StartPollingAsync) + application restart. Problem description (what we observed) Around 2026-02-09 23:00–23:30 CET (2026-02-09 22:00–22:30 UTC) we observed an unusual and very large spike in the number of delivered/published news…
I have this excel formula, How do i replicate this in python=@RDP .Data(DK7:DK5000,"GRWAVG(TR.CompanyMarketCap,PERCENT_CHG(TR.F.TotRevenue(Period=FI0),TR.F.TotRevenue(Period=FI-4)),universe=""univ"")","Period=FI0 NULL=BLANK")DK7:DK5000 is the universe pulled up using screen_expression = (…
I am trying to get the delisted stock's details using RDP search. But there are multiple entries of the same stock(different share class, different listing location, etc.). Here is the code that I am using to pull the data: df = rdp.search(view = rdp.SearchViews.EquityQuotes, top = 10000, filter = f'''…
how can we get historical baskets for the first bond future contract? if we use a historical future ric, we will get an error saying that market data don't exist.
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