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ERROR - Remote server did not reply in a timely fashion
ERROR pyeikon:json_requests.py:_raise_for_status()- Error code 500 | Server Error: {"code":500,"message":"Remote server did not reply in a timely fashion. Got no response after 60000 ms"} I've been getting these in the past 2 days. I cannot retrieve any data using python eikon API. How can I fix it?
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Can I download earnings calls time?
Can I download earnings calls time? i want to get transcripts' time via Reuters API because i want to get the time data in large scale, it's impossible to download it one by one for me' Already checked…
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How can I use the Refinitiv Python API (Workspace) to pull fund performance and holdings data for re
Query: The client has a question regarding Python API (Workspace). He wants to pull information that he currently all from refinitiv on excel but this time in a python environment as he needs to use it in collaboration with other data that he can not work with easily in excel. Please find comments from client: So my main…
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How to Check Transcript Availability for Company Events Using the Eikon Data API
Hello everyone, I am retrieving company events through Python using the following code: data, err = ek.get_data( ["COPEC.SN"], [ "TR.EventTitle.Date", "TR.EventTitle", "TR.EventType" ], { "SDate": "-20Y", "EDate": "0D", "EventType": "ECALL" } ) data I would like to know whether there is a field or parameter that allows me…
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How to get API to open for ownership fields
It works for ESG but I am unable to get the following: TR.CloselyHeldSharesPct, TR.ShareClassType, TR.IndependentDirectorsPct, TR.ChairmanCEODuality, TR.OfficerDirectorBiographies Attached is the content of the Jupyter Notebook I used in WS Codebook. Many thanks.
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Corporate guidance in batch
Hi Devportal team good morning. 😁 From Codebook Reuters API, Client need corporate guidance data for the entire US market. Can he download Corporate guidance in batch? Thank you
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Reuters API question
I understand that the fields parameter can return historical data fields such as TIMESTAMP, VALUE, VOLUME, HIGH, LOW, OPEN, CLOSE, and COUNT. Currently, I am using the following parameters: start_date: Previous day end_date: Current day interval: daily fields: CLOSE I have two questions: If I would like to retrieve the…
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Commodity Index
I am trying to extract the futures contracts that compose commodity indices such as BCOM using the Refinitiv/LSEG Python API. My goal is to retrieve, for each index component: the current futures contract used by the index; the next futures contract used for the roll; the settlement or close price for both contracts; I…
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Option chain data using Python
How can I use Python to fetch options data for a specific underlying RIC, similar to what is displayed in the Options Watch widget? Additionally need this data for each of the expiries.
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Which Python library and version should I use — lseg-data (the current one)?
1. Which Python library and version should I use — lseg-data (the current one), and does it support a Desktop Session against the trial? Any known issues with Python 3.14? 2. Is there a sample Python snippet for pulling an options chain (chain by underlying, with vol/OI/expiry) using lseg-data on a Desktop Session?
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I am having the error: LDError: The access denied. Requested universes: ['/AZN.L', '/NXT.L', '/RIO.L
Client is using the code: import lseg.data as ld ld.open_session() tickers = ['AZN.L', 'NXT.L', 'RIO.L', 'ULVR.L', 'BATS.L', 'SVT.L', 'EXPN.L', 'WTB.L', 'BNZL.L', 'GSK.L', 'PSN.L', 'BRBY.L', 'GLEN.L', 'RTO.L', 'BARC.L', 'MKS.L', 'SBRY.L', 'KGF.L', 'VOD.L', 'LLOY.L'] df_mktcap = ld.get_data( universe=tickers,…
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How to efficiently pull historical options analytics (PCR, Risk Reversals) natively for equity RICs?
Hi everyone, I am currently finalizing the architecture for a 10-year quantitative equity options backtest using the Refinitiv Data API (refinitiv.data in Python). To complete our data pipeline, we need to extract a specific set of point-in-time historical options analytics for a custom universe of US equities.…
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Get Upcoming dividends with Python API
Hi! Im trying to retrieve upcoming Dividends and Capital Changes with python API, but something with the dates is not working. I want to get T+15 days or +1Y. Could you please help me? fields = ['TR.ISIN', 'TR.TickerSymbol', 'TR.CommonName', 'TR.DivPaymentType.dividendeventid', 'TR.DivExDate', 'TR.DivAnnouncementDate',…
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How can I get the former ISIN in case of an ISIN change with Python from LSEG.data ?
With Excel I got the following way for an example RIC which works: RDP.Data("WSE.O";"TR.ISIN";"Frq=D SDate=2024-01-01 EDate=1D CH=Fd RH=IN,date") But when trying to transform the formula to a Python program I get an error "Error code 221 | The access to field(s) denied. Requested universes: ['JE00BQKY0816']. Requested…
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lseg.data duplicate values and no date indicator?
I was downloading market cap information across countries using the line below: TR.F.MktCap(SDate=0,EDate=-25,Period=FY2025,Frq=FY) However, some RICs provide repeated information and too many rows. The above linenormally provides 26 rows as per 26 years, however for 'SIG.AX' for example, it returns 50 rows with half of…
