The query is: We have several questions regarding the Python API and would appreciate your guidance

nouman_ashfaq0414

1. It appears that it is not possible to retrieve historical data (price, yield, fundamental data) using the TR.organizationID field. Could you confirm if this is the case, or if there is a specific API function we should be using for this purpose?

2. We have noted that TR.organizationID serves as a company identifier rather than an asset identifier (for example, GOOG and GOOGL share the same ID). Is there a permanent ID available that is unique to each specific asset?

3. We need to identify which asset a RIC corresponded to at a specific date in the past. For instance, how can we determine that the RIC "FB" on March 4, 2015, corresponds to what is now "META"? While the function rd.get_data(universe=['META.O'], fields=['TR.RIC(Frq=FY,SDate=0,EDate=-10)', 'TR.RIC(Frq=FY,SDate=0,EDate=-10).date']) allows us to find previous RICs for a current instrument, it does not seem to allow for the reverse lookup of a RIC at a specific point in time.

4. We currently use the following call to retrieve RIC history: ld.get_data(universe=universe, fields=[f"TR.RIC(Frq=M,SDate=0,EDate=-{months})", f"TR.RIC(Frq=M,SDate=0,EDate=-{months}).date"]). However, when trying to use historical RICs, we are unable to retrieve related entity information or price series. Since our objective is to replicate historical behavior, could you please indicate which functions or workflows are available to query data based on old RICs (e.g., META → FB.O, or DuPont de Nemours → DWDP.K)?

5. What is the technical difference between TR.CompanyMarketCap and TR.CompanyMarketCapitalization?

6. What is the difference between TR.TURNOVER, which we use with get_data, and TRNOVR_UNS, which we use with get_history? We have observed significant discrepancies between the values returned by these two fields at certain points in time.

7. We are looking for a daily total return field that incorporates adjustments for non-trivial price changes. After initial benchmarking, TR.TotalReturn1D appears to incorporate dividends most of the time, but we found exceptions. For example, for "DD" on February 26, 2026, there was an interim dividend that does not seem reflected in this field. Could you provide more information on these special cases or recommend a more appropriate field for adjusted daily total returns?

Jirapongse

@nouman_ashfaq0414

Thank you for reaching out to us.

Most of them are content questions. The function of API is similar to the =RDP.Data function in Workspace Excel. Please contact the content support team to answer those questions.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You need to ask for the Excel formula, such as =RDP.Data and =RDP.HistoricalPricing, that can be used to retrieve the required data. Then, we can help you converting that formula to Python code. You can also refer to the How to Convert the =@RDP.Data Excel Function into Code Using the LSEG Data Library for Python article.

For the 3rd and 4th questions, the client can use the search API to search historical RICs, as mentioned in these discussions.

• Get the history changes of RIC
• How can I use the API to retrieve the change history information of a specific RIC?