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Need Assistance
The eikon data API is repeatedly failing this morning. Routine instrument requests through ek.get_timeseries or ek.get_data are returning a constant stream of 2026-06-02 08:29:45,729 P[93244] [MainThread 26328] UDF Core request failed. Gateway Time-out 2026-06-02 08:29:45,730 P[93244] [MainThread 26328] HTTP request…
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How to retrieve yield data via the LSEG API
the ric is DE10YT=RR
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API ERROR error 2026-06-02 13:32:51,973 P[14388] [MainThread 21524] UDF Core request failed. Gateway
As per user (below): When I am running the R code using Refinitv API, it always gave me the error 2026-06-02 13:32:51,973 P[14388] [MainThread 21524] UDF Core request failed. Gateway Time-out 2026-06-02 13:32:51,973 P[14388] [MainThread 21524] HTTP request failed: EikonError- Hope to hear from your team soon. Thanks in…
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python code
I use this to get data through datastream: '<BBJPY3M=>-.5*(OIJPY3M(IB) +OIJPY3M(IO))' how would I get that same data using the lseg.data python library and it's get_history function: df_history = ld.get_history( universe=["GB10YT=RR"], fields=["BID", "HIGH_1", "LOW_1", "OPEN_PRC"], interval="1D", start="2026-01-01",…
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How to pull the historical data for options in CODEBOOK using the chain RIC?
Hi Team, our client is trying to pull the historical volume and price data in CODEBOOK for Google options using the chain RIC <0#GOOGL*.U>. Here's the code we initially used: import lseg.data as ld from lseg.data.discovery import Chain ld.open_session() chain = Chain(name="0#GOOGL*.U")print(chain.constituents) df =…
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LSEG Data API for Python to pull historical options data for ICE Brent Crude (e.g. the chain: 0#LCO+
Raising a question on behalf of a client I'm trying to use LSEG Data API for Python to pull historical options data for ICE Brent Crude (e.g. the chain: 0#LCO+). I know how to construct expired option RICs e.g. LCO7000A5^A25, LCO7000A4^A24. I generate an extensive list of potential RICs that have expired, with strikes from…
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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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How to retrieve the constituents of an option chain for a specific date?
I would like to find the constituents of an option chain for a specific date. For instance, I am working woth 0#MAL+ option chain but I am only able to get the current constituents using the following request: response = ld.get_data(universe = '0#MAL+', fields = 'DSPLY_NAME', parameters = {'SDate':'2005-01-01'}) The SDate…
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Python script for this formula which gets the Mid Yield as of 7PM Paris Time
how to get the python script for this formula which gets the Mid Yield as of 7PM Paris Time. Please use sample RIC: FR0014005SE7= if needed This is the formula we have for excel. =@RDP.HistoricalPricing("FR0014005SE7=","MID_YLD_1","END:26-May-2026:19:00 TIMEZONE:PAR NBROWS:1 INTERVAL:PT1M SOURCE:RFV",,"RH:Timestamp")
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how we should update the code to make it more efficient and compliant with the LSEG Data Library lim
Posting this on behalf of Workspace user from case 15982026. Could you please advise how we should update the code to make it more efficient and compliant with the LSEG Data Library limits? In particular, we would appreciate your guidance on the following: How to restructure the code so that multiple RICs are passed in a…
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Excel Formula to RDL
The client wants to know if it is possible to retrieve the data being retrieved by this excel formula =@RDP.HistoricalPricing("PLN3YOIS=TTKL","BID;ASK","START:30-Apr-2026 END:30-Apr-2026 INTERVAL:P1D SOURCE:RFV",,"CH:Fd RH:Timestamp") This formula pulls the BID and ASK price of PLN3YOIS=TTKL for April 30, 2026 Moreover, if…
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The client is seeking guidance on how to download end‑of‑day pricing data for portfolios of Nairobi
The client is seeking guidance on how to download end‑of‑day pricing data for portfolios of Nairobi Securities Exchange (NSE) stocks and bonds from LSEG for analytical purposes. While they are currently able to retrieve this data using Excel, they would like assistance with executing the same process programmatically using…
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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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I would also be interested to know if it is possible to pull TAS data this using the python api Ide
I would also be interested to know if it is possible to pull TAS data this using the python api Ideally the flow curve directly with bid/ask relative applied. If not, I would like to pull the fields that are used to calculate it and construct it myself. I want a daily flow curve.Let's start with LCOc1.I will want a number…
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I would like to download a bond's price (let's take PL117024=) from today, but at 4:30PM CEST.
I would like to download a bond's price (let's take PL117024=) from today, but at 4:30PM CEST. Can you please show me some code/documentation on how to do that? I only see specifying days. If possible, I'd rather have a single response at exactly 16:30 rather than the entire time series. We have created Workspace excel…
