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How can I use the API or datastream to retrieve news headline data for 2000 unique companies?
How can I use the API or datastream to retrieve news headline data for 2000 unique companies?
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Why am I getting LDError: token expired Requested universes?
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…
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Do we have todays intraday return of 000120.KS?
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
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Retrieving historical exchange trading session times (open/close) per RIC
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…
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Why certain fields, such as CONTR_MNTH is not available for the code SCfc1 in CODEBOOK?
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…
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need to extract using API: Historical averages for 3yr PE, 5 Yr PE average basis a particular date
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…
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Income Statement, not showing the latest FY data
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…
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I wanted to check whether it’s possible to receive live, continuously updating bond prices directly
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?
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How can I (bulk) download the historical daily stocks returns (with a twist!)?
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…
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issue when loading past data
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 =…
