Question
import osimport pandas as pdimport lseg.data as rdfrom pandas.tseries.offsets import BDay# ===========================================================# CONFIG# ===========================================================TICKER = ".SPX"FIELD = "TRDPRC_1" # Last traded priceINTERVAL = "1min"OUTPUT_DIR = r"K:\LON_RISK\private\Python\Prod_Scripts2\Reuters_Hist\Reuters_output_SPX_1d_min"os.makedirs(OUTPUT_DIR, exist_ok=True)OUTPUT_FILE = os.path.join(OUTPUT_DIR,"SPX_1day_1min_last_price.csv")# ===========================================================# DATE RANGE — LAST BUSINESS DAY ONLY# ===========================================================end_date = (pd.Timestamp.today() - BDay(1)).normalize()start_date = end_datestart_str = start_date.strftime("%Y-%m-%d")end_str = end_date.strftime("%Y-%m-%d")print("==============================================")print("REUTERS HIST — SPX 1-DAY 1-MIN LOAD")print("==============================================")print(f"Ticker : {TICKER}")print(f"Field : {FIELD}")print(f"Interval : {INTERVAL}")print(f"Business Date : {start_str}")print(f"Output file : {OUTPUT_FILE}")print("----------------------------------------------")# ===========================================================# OPEN LSEG SESSION# ===========================================================rd.open_session()print("LSEG session opened.")# ===========================================================# FETCH 1-MINUTE HISTORY# ===========================================================df = rd.get_history(universe=[TICKER],fields=[FIELD],interval=INTERVAL,start=start_str,end=end_str)if df is None or df.empty:raise RuntimeError("No data returned from LSEG for .SPX")df = df.reset_index()# -----------------------------------------------------------# Normalise column names# -----------------------------------------------------------if "RIC" not in df.columns:for c in ["Instrument", "Identifier", "Universe"]:if c in df.columns:df.rename(columns={c: "RIC"}, inplace=True)breakif "Date" not in df.columns:raise RuntimeError("Date column not found in returned data")df.rename(columns={FIELD: "LastPrice"}, inplace=True)# -----------------------------------------------------------# Sort and clean# -----------------------------------------------------------df = df[["Date", "RIC", "LastPrice"]]df.sort_values("Date", inplace=True)df.dropna(subset=["LastPrice"], inplace=True)# ===========================================================# SAVE OUTPUT# ===========================================================df.to_csv(OUTPUT_FILE, index=False)print("----------------------------------------------")print(f"Rows written : {len(df)}")print("Load complete.")print("==============================================")my script is telling me i have no accdess for intraday prices for SPX .. (when pulling in prices viua python using the above script )but i do have access when looking at Workspace ..
