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Joiners/Leavers for Index Constitutes not equal
Hello all, running the code from Building historical index constituents | Devportal to access STOXX600 constitutes result in partly >600 constitutes as Leaver/Joiners for one day do not even out. How to solve this issue? For sure, it would be a solution to run get_constituents_as_of for every today, however, this is quite…
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Can't generate an App Key
Hello, Hope you are doing well. I would like to get an App Key to use your Python API through the platform (tried to do it with Desktop but I can't generate a key either). When clicking on the "App Key" link, a blank window shows up, then nothing. Did you encounter a similar situation? I did not expect setting up the API…
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Workspace with API (refinitiv.data / rd.get_history) does not give unadjusted prices
Hi support team I want to download unadjusted stock price data. TESLA had a stock split on 2022-08-23. - Workspace is running while I download data via API If I use refinitiv.data API: import refinitiv.data as rd ... df3 = rd.get_history( universe=["TSLA.O"], fields=["tr.PriceClose", "tr.Volume", "tr.Turnover"],…
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Websocket connection issues to ADS in distant location
We are able to successfully pull data from the LSEG ADS from a python script using the web socket approach if the client and server are in the same regional datacenter. This solution is very reliable and performant (consistently pulling all fields for ~30k RICS in ~30 seconds) . We encounter issues when pulling data across…
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Eikon Data API key not working
I have just installed the LSEG Workspace app for MacOS, and I am trying to connect to the Eikon Data API through Python (3.14). I seem to have a connection error. Initially, the error message said "No proxy address identified". I then followed the trouble shooting instructions…
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You can see there is an empty dataframe when I try to run this script in Codebook
There is a blank box when I try to retrive data out of codebook import refinitiv.data as rd from refinitiv.data.content import news from IPython.display import HTML import pandas as pd import numpy as np from datetime import datetime,timedelta import time import warnings warnings.filterwarnings("ignore") rd.open_session()…
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Build a Corporate Bond Universe for UK
Hi, I'm trying to build a UK corporate bond universe via the following two methods. The first is that I use the LSEG workspace. I click on the 'Search Tools' and then choose 'Bonds'. I filter as follows and get the results, as shown in the screenshot. I get around 2,000 bonds. The second is that I use the…
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Get Corporate Bond Historical Pricing Data via lseg.data Library' get_history()
Hi, I'm trying fetch historical price data for a pool of corporate bonds (around 7,000, so it's a large pool) using get_history() function in lseg.data API. I'm running into several problems here. First, consider the following case shown in the screenshots. Suppose I try to get data for 'XS1746107975' (i.e., an ISIN…
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HistoricalBulkSearch API - Need Help in Python
Hi Team, We would like to ask for your expertise in coding for Python since this what the client uses. Here is the REST API JSON Format that we are more familiar with: POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalBulkSearch { "Request": { "Identifiers": [ { "Identifier": "GB00BH4HKS39",…
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Retrieving annual reports using LSEG API
For a research project, I would like to download the annual reports for a large set of European firms over the period 2010-2023 (following a similar approach as in this article: Global Evolution of Environmental and Social Disclosure in Annual Reports - Lin - 2024 - Journal of Accounting Research - Wiley Online Library).…
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How can I use API to authomatically download funds' holdings informations?
Hi everyone, I am a researcher at the Catholic University of Milan, currently working on a project that involves historical holdings data for U.S. actively managed mutual funds. Specifically, I require the full holdings information (not just the top 3 holdings) for all such mutual funds, on a quarterly basis over the past…
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Is it possible to request the CARGO (Commodity flows) data thru API?
using RDP API, is it possible to request the CARGO (Commodity flows) data ? So all imports from Japan, in bbls. (Crude oil, Fuel oil and Dirty Petroleum) I want to query this in python can someone assist me on this from the relevant specialist group?
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How to get earlier time series data of Crypto
I am trying to get time series data of Crypto. And I tried serveral RIC like 'LTC=DARN', 'BTC=DARN', 'ETH=DARN'. Similary, the earliest hourly and minute data it gave me was like only one week ago. The screeenshot above is the minute data of BTC. Therefore, I wonder if there is a method to get long-term hourly or minute…
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Retrieving Bond Rating Data Based on Tickers
I'm trying to retrieve the most recent bond ratings from Moody's, S&P, and Fitch from a list of tickers. I convert the list of tickers to both ISIN and RICs with this code that seems to work: I tried throwing the whole list of codes as either RICa rics = codes['RIC'].tolist() or ISIN as isin = codes['IssueISIN'].tolist()…
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need to filter Japanese stock data with api
I need to filter Japanese stock data that meets the following criteria: Exchanges: Tokyo (TKS), Osaka (OSE), Nagoya (NGY), Fukuoka (FKU) Security Type: Common Stock Listing Status: Including Active and Delisted Country of Domicile: Japan Time Range: Monthly data from January 2024 to April 2025 I have tried various query…
