Retrieve historical fund holdings data via RDP API

Hello,

I'm trying to retrieve historical Lipper fund holdings data via RDP API (which has been activated under my account) using Python. My python codes are as follows:

import refinitiv.data as rd
import pandas as pd

rd.open_session()

fund_ric = "LP60014953"

fields = [    
     "TR.FundHoldingRIC",    
     "TR.FundHoldingName",    
     "TR.FundHoldingsDate",    
     "TR.FundNumberOfShares",    
     "TR.FundPercentageOfFundAssets"
]

parameters = {    
      "SDate": "2025-07-01",    
      "EDate": "2026-02-28",
      "EndNum": "10000"
}

try:
    df = rd.get_data(
        universe=[fund_ric],
        fields=fields,
        parameters=parameters
    )

    df.to_csv("fund_holdings_RDP.csv", index=False)

However, via the above codes, I only managed to get the latest snapshot fund holdings data. I doubt that whether my codes have problems or I didn't use the correct LSEG product. Hence, I wonder how I can obtain historical holdings data via RDP API, if possible. If this product cannot make it, which LSEG product or service should I turn to, and which data fields should I use to extract this data?

It will be great helpful to me if a brief code sample could be kindly provided. Thank you!

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Accepted answers

All comments

Jirapongse

@Maddison_Wang111

Thank you for reaching out to us.

Regarding the TR fields, you may need to contact the helpdesk team via LSEG Support and ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data. Then, refer to the How to Convert the =@RDP .Data Excel Function into Code Using the LSEG Data Library for Python article to convert it to the Python code.

Moreover, I searched the "historical fund holdings" on this Q&A forum and found several questions and answers.

All answers are referring to the /data/funds/v1/assets endpoint on the Data Platform. The API belongs to the Funds API for Wealth product. For more information regarding the Funds API for Wealth product, please contact your LSEG account team or sales team directly.

Maddison_Wang111

Hello,

Thank you very much for this! Can I ask one more question please, I wonder if Funds API you mentioned is included in RDP API? I have the RDP access but I don't quite understand how I can use Fund API. Could you please show me a brief sample of how I can call this endpoint (/data/funds/v1/assets) using python codes? Thank you.

wasin.w V3

Hello @Maddison_Wang111

I strongly suggest you check the Data Platform APIs tutorials first to be familiar with the Data Platform APIs request-response and authentication process. The tutorials include the Python code tutorial too. You can download the Python examples and Postman collection from the Data Platform Download page.

Postman Collection

The Postman collection include example of the Funds API HTTP Requests. You can generate the source code in many programming languages from a request.

Firstly, open the RDP collection and set your RDP credential in the Variables tab.

Next, authenticate with RDP to get an Access Token. You can click on the <> button and select the language with its variant as follows.

Then, try the Funds API. Please note that my RDP account does not have a permission to request this endpoint, so I always get HTTP 400 status. However, the code to call HTTP should be the same.

You can find more detail regarding the /data/funds endpoint (API swagger, reference guide, etc.) from the following resources:

https://apidocs.refinitiv.com/Apps/ApiDocs API Playground page
Funds API Developer Guide document

wasin.w V3

Hello @Maddison_Wang111

Additionally, if you are using the https://developers.lseg.com/en/api-catalog/lseg-data-platform/lseg-data-library-for-python (aka Data Library version 2, the RD is the version 1 - see https://developers.lseg.com/en/article-catalog/article/essential-guide-to-the-data-libraries article), you can use the Delivery Endpoint feature to send HTTP request without manual authentication and manage access token.

Example Code:

import lseg.data as ld

from lseg.data.delivery import endpoint_request


ld.open_session()


# Requesting https://api.refinitiv.com/data/funds/v1/assets?symbols=IE0002122038&properties=cumulativecalcs


endpoint_url = 'https://api.refinitiv.com/data/funds/v1/assets'


request_definition = ld.delivery.endpoint_request.Definition(

    url = endpoint_url,

    method = ld.delivery.endpoint_request.RequestMethod.GET,

    query_parameters = {"symbols": "IE0002122038","properties": "cumulativecalcs"}

)

response = request_definition.get_data()

# Get Data

response.data.raw

Result: Please note that my RDP account does not have a permission to request this endpoint, so I always get HTTP 400 status.

You can find more detail regarding the Endpoint object from the following resources:

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