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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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S&P500 constituents RDP
Which RDP endpoint can I use for either: get the s&p500 index constituents tell if a RIC is an s&p500 constituent get the list of indexes of which a RIC is constituent?
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How can I pull real time data on the Python API for LSEG
I am trying to pull real time data for some RICS listed below, however I find that Equity Inidicies show up as blanks with NULLS across. What can I do to pull the latest SPX Value? rics = [ '.SSEA', '.GDAXI', '.DJI', '.STOXX50E', '.FTSE', '.HSI', '.NIFTY500', '.N225', '.MXX', '.IXIC', '0#.SPX', ".INX", '0#.GSPTSE',…
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How to retrieve index constituents for a specific date
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…
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How do I pull the constituent stocks of an index, such as the S&P 500, via the Python API?
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Constituents of an equity index?
Can anyone tell me why it returns an error? Are there indices that are compatible with 0# notation and those are not? Is there something wrong in my code? How can I see the list of all the constituents of an index? import lseg.data as ld ld.open_session() This one works.str_test = "0#.TSPM" l_field_test = ['TR.RIC']…
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for .DXY/.SPX/.BCOMCOT/XAUUSD=AU, how to get daily trade volume?
I tried ld.get_data(['.DXY','.SPX'], fields=['TR.Close.date','TR.Volume'],parameters={ 'SDate': '2025-12-01', 'EDate': '2025-12-31', 'Frq':'D' }) but didn't return any data
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Why does data item TR.HIGHPRICE not work for Nikkei 225 RIC .N225 when combined with other RICs?
Query: API Code is working but not with .N225 index Client's code: import lseg.data as ld # pip install lseg.data # pip install DatastreamPy from lseg.data.content import fundamental_and_reference ld.open_session() # import refinitiv.data as rd # pip install refinitiv-data import pandas as pd from tqdm import tqdm import…
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STOXX Europe 600 Constituents of 2015-2023
Hello everyone, I need lists of the firms that are part of the STOXX Europe 600 index on the last trading day of each year from 2015 to 2023. So, I need one list will all constituents of the index on 31-12-2015 and another list with the constituents on 30-12-2016, etc. Could anyone explain how to do this? I thought that I…
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Whats the issue with 0#.SSHI RIC
There seems to be an issue with 0#.SSHI in codebook ... it is not pulling the values correctly ... take for Example <0#.SPX> which has 500 stock RIC under .SPX. I get like One row But I replace the RIC from 0#.SPX >> to 0#.SSHI . The value looks corrupt . I have re-worked on the code, still it is pulling incorrect…
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MSCI total return indices from Eikon into R
Hi, I am interested in retrieving daily (or monthly) MSCI total return indices data (for a set of countries) via R/RStudio. I believe (please correct me if I am wrong) these data are in Eikon. From reading here on the platform I learned it is possible to use R. I guess what I ultimately need is API access to Eikon via R,…
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Where and how within the LSEG to get the MSCI total return country indices in R/RStudio
Where and how within the LSEG to get the MSCI total return country indices in R/RStudio, do you have any training documentation or training video which we can refer.
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Code Error
I tried import lseg.data as ld import pandas as pd import copy import plotly.express as px ld.open_session() ric = '.AXJO' start = '2014-01-01' end = '2025-08-26' df = ld.get_data(universe=[ric],fields =['TR.IndexJLConstituentRIC','TR.IndexJLConstituentChangeDate','TR.IndexJLConstituentituentChange'],…
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GDAX options not returning TRDPRC_1 via API
I am downloading data for multiple security types (options, equities and indices) and below code provides me with the data I need except for (DAX) Index options at EUREX, e.g. GDAX236000U5.EX. So, most of the fields below will be empty for an option but I would expect at least "TRDPRC_1" to be populated as this can be…
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Missing values for TR.IndexJLConstituentRIC.change when querying leavers and joiners of indices
See the following code (that works in general) and output. Until a few weeks ago, the code worked without the missing values. How can I get the (non missing) values for the variable TR.IndexJLConstituentRIC.change? ld.open_session() SP100_constitutents_Leavers_Joiners_df = ld.get_data( universe=[ '.OEXA' ], fields=[…
