Client wanted to ask if its possible to use the api from databricks, which runs on the cloud?
example, time series historical prices of some equity ISIN?
@WillCuevas76
Thank you for reaching out to us.
If the client is a Workspace user, they cannot use the LSEG Data Library with a desktop session on Databricks.
A desktop session retrieves data through a running Workspace application, so both the client application and Workspace must be running on the same machine. Workspace cannot typically be run within a Databricks environment.
For this use case, the client may need to consider another LSEG product that supports cloud-based access, such as the LSEG Data Platform.
I will use #EIKON - Database enrichment via Eikon beg_date= "2018-01-01" end_date= "2025-01-31"
#EIKON - qualitative data df2 = pd.DataFrame(columns = ['Instrument', 'RIC Code', 'Company Common Name', 'Country of Headquarters', 'Exchange Name', 'TRBC Industry Group Name', 'GICS Sector Name'])
#EIKON - quantitative data: Daily traded volume and closing price df3 = pd.DataFrame(columns = ['Instrument','Calc Date', 'Close Price', 'Volume'])
#EIKON - divide the query in tranches to avoid crashing eikon #divided in two groups: 0-3500, and 3500-5000 (3500-5000 fully downloaded on friday 14 feb morning from 9am to 1pm) for i in range(0, 3500): if i/50==np.floor(i/50): print(i , str(datetime.datetime.now())) try: temp2, err2 = ek.get_data(df["LF_MOD_INSTRUMENT_ID"][i], fields=["TR.RICCode","TR.CommonName", "TR.ExchangeName", "TR.ExchangeCountry", "TR.HQCountryCode", "TR.TRBCIndustryGroup", "TR.GICSSector", "TR.CoRTradingCountryCode"]) df2 = df2.append(temp2) time.sleep(2) temp3, err3 = ek.get_data(instruments = df["LF_MOD_INSTRUMENT_ID"][i], fields=['TR.ClosePrice.calcdate', 'TR.CLOSEPRICE', 'TR.Volume'], parameters={'Frq':'D', 'SDate': beg_date, 'EDate': end_date, 'curn': 'USD'}) df3 = df3.append(temp3) time.sleep(2) except: continue
sample formula/file provided by client
The client can't run this code on Databricks.
Acknowledged, thank you