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lseg.data Python — Best practice for fetching London 00:00 baseline for OTC FX RICs
I'm building an FX Cross-Currency Basis (CIP) dashboard in CodeBook using the lseg.data Python library. The dashboard needs to anchor a "Net Change since London 00:00" calculation across ~50 OTC RICs. What's working I've found that lseg.data.content.historical_pricing.summaries.Definition() works beautifully for OTC FX…
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Daily Historical Rate for all Exchange Currency for USD via Jupyter Notebook
We are extracting all of the Exchange rate - Daily for all currencies paired with with USD. Timeframe requirement would be 20 to 40 years. Please see attached excel file extracted using Workspace Excel Add-in. This is only limited to one year time range due to limitations. but we are looking for a samples API script that…
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How to get the history HOLC price of XAU using python api
I want to know how to get the historical(e.g. past 10 trading days) daily HOLC(High, Open, Low, Close) price of XAU using python api. The following code is my python code,however, I didn't get the data I want. gold_code = "XAU=" # 黄金现货 fields = ['TR.OPENPRICE', 'TR.HIGHPRICE', 'TR.LOWPRICE', 'TR.CLOSEPRICE'] # 开高低收字段 data…
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Item list configuration details
Hello team, We are expecting market feed using RFA C++ 8.2 api, by configuring itemList parameter (RIC) as CAD= Is it possible that, if I configure CAD=<XYZ>, where XYZ is short name for contributor, I will get market feed from only XYZ contributor. If my understanding is correct, can I have multiple contributors…
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Bid and ask prices, total bid and ask amounts
1）I am preparing to calculate the average spread of a certain currency pair. I need to query the historical and current latest bid and ask prices for this currency pair. Which API should I call? What will be the request input and the response return? 2）I need to query the total buy and sell amounts of a certain currency…
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Exchange Rate Trend Indicator Inquiry
I would like the ability to predict the exchange rate trend of a currency pair over a future period, such as whether it will rise, fall, or consolidate. I understand that Refinitiv can provide data such as the FX Valuation Model, News Analytics, or Market Psychology Indicators. Are there any corresponding help documents?
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Which interface can I use to subscribe to the OHLCV information of a specific currency pair?
I would like to subscribe to the OHLCV information of a certain currency pair (such as USDCNY, EURCNY, EURUSD, etc.) at an interval of 1 minute. I would like your system to push the corresponding information to my system every 1 minute. Could you please tell me which interface I can use?
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How can I pull Daily FX rate data from the RDP Python Library?
Hi, I have used the historical_pricing API on here, but is there a way to use RDP to pull out Daily FX rates?
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Regarding update and subsequent messages in DIRECT_FEED subscription from RFA 8.2 for C++
Hello, We are subscribed to multiple currencies using direct feed and we ask rate, bid rate and contributor name for same. When first time data is received for currency all the fields are received and updated fields in subsequent update messages for the same currency(We are using streaming way of getting feed using RSSL…
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Regarding update and subsequent messages in DIRECT_FEED subscription from RFA 8.2 for C++
Hello, We are subscribed to multiple currencies using direct feed and we ask rate, bid rate and contributor name for same. When first time data is received for currency all the fields are received and updated fields in subsequent update messages for the same currency(We are using streaming way of getting feed using RSSL…
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Sample code not returning data
I am testing this sample code in order to get data, but the dataframe returned is empty My college is getting data with this same code, so Im assuming its something related to configuration
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I would like to ask info about the timestamp of EURHUF data from the Refinitiv python package.
Raising it on client behalf I would like to ask info about the timestamp of EURHUF data from the Refinitiv python package. How do I know if it is my time (Budapest, right now UCT+1). Please explain how to get the data to match my perception, I can't fix my mismatch 388.4 2025-10-28 12:35:43 EURHUF= BID ASK Timestamp…
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client informed their program connects to Refinitiv successfully but cannot get FX rate
client informed their program (CORERFA.exe) connects to Refinitiv successfully but cannot get FX rate/swap point. Error message is “Source unavailable… will recover when source is up” The error message is provided by RFA API. Would you help check if FX rate/swap point is available on Refinitiv server?
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EUR Ratings based curves validity
Hi, I need EUR sovereign, ratings based curves history and I found the following, for example for 2Y tenor: EUSOVAAAEUR2Y,EUSOVAEUR2Y, EUSOVBBEUR2Y,EUSOVBEUR2Y. How reliable are these curves? What data cleaning steps do you recommend? I will calculate their VaR so to winsor the percentiles wont work. My another question…
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Extracting historical market data for the following RIC using Python (ZARONZ=R & ZARONIA=RBMN)
I am trying to extract historical market data on the following RIC: ZARONZ=R & ZARONIA=RBMN. For ZARONZ=R what field can I use as I have tried using the following formula but it's not working: df_close = rd.get_history(universe=['ZARONZ=R'], fields=['TR.CF_CLOSE(Frq=D,SDate=2025-07-24,EDate=2025-09-25)']) For ZARONIA=RBMN,…
