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I have an issue with lseg library on python (API), The session is opened correctly but I get an importError ( Image attached). Have you met this issue before? Current lseg version : lseg_analytics-2.1.0b1 lseg_data-2.1.1.
Good morning, I'm using the UPA RDM API to receive level 2 Market By Price Domain messages for the SHSE and SZSE exchange. I'm interested in parsing the INST_PHASE field from these messages to determine the current trading phase of each security. When will the market by price messages get sent? I need the data source to…
How to pull overview of model and daily data via API?
using EMA API, how can we modify our audit logic to effectively address and handle non-current data carried within RefreshMsg or UpdateMsg?
Dear LSEG developers, I am currently migrating the old codes based on the eikon package to the new lseg.data package. Specifically, I am retrieving intraday minute-level data. I am comparing the data retrieved with ek.get_timeseries() with the data retrieved through ld.get_history(). I noticed that there are a significant…
Hi, I am using LSEG in Python with an App Key, following the documentation in this article: https://developers.lseg.com/en/api-catalog/eikon/eikon-data-api/quick-start Everything is working well so far. However, what I actually need is to retrieve the .txt files of conference call transcripts for some firms. For example, I…
Hi there, I am using the refinitiv python API to pull price data for stocks in a universe. Both the "date" and "calc date" fields yield slightly different dates for different stocks. My code (see below) should be pulling weekly dates for the past year starting from the most Friday. How can I ensure the dates returned are…
According to the article athttps://community.developers.lseg.com/home/leaving?allowTrusted=1&target=https%3A%2F%2Fdevelopers.lseg.com%2Fen%2Farticle-catalog%2Farticle%2Fbuilding-historical-index-constituents ,the get_constituents_as_of function is supposed to retrieve index constituents for a specific date. However, when I…
I am trying to follow the help guidance of modeling an interest rate swap (currently in SWPR) in the CODEBK application. However, I think I must be doing something wrong because I am seeing a variance between the two. Can you help with what I am doing wrong? I reached out to the LSEG Help Desk who assisted with developing…
Hello, As per the title, I have an issue distinguishing historical market data for S&P 500 options before OSI standardization in Nov 2009. The issue is that a single RIC can represent options with the same type, strike, just different maturities. Here is an example : SZV1650F.U. This RIC represents call options strike…
Hi Support Team, I am experiencing an issue where my RFA (Robust Foundation API) consumer application is unable to retrieve the data dictionary from the hEDD service. Instead of a RefreshMsg, I am receiving a StatusMsg indicating that the source is unavailable. Issue Details: Service Name: hEDD Dictionary Names requested:…
I can find it on the workspace, but it keeps returning an error when I use the API.
Option watch app function. Steps below: Step 1: open OPW or option watch app. Step 2: Enter the instrument YBNc1. Step 3: Click on "Standard". Step 4: Under "Strike price" on the 3rd drop down "Volume" or "Open interest". Step 5: Enter the preferred range for volume. The above was advise by DA Specialist, however client…
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