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How can I get historical STRIKE_PR2 values for IWM?
I'm able to snapshot STRIKE_PR2 in this way: response = ld.content.pricing.Definition(universe='IWM1WO=R', fields='STRIKE_PR2').get_data() However, I cannot get the historical intraday STRIKE_PR2 values: response = ld.content.historical_pricing.events.Definition( universe='IWM1WO=R', start='2026-08-05T18:00:00Z',…
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How to get all historical static data from a ric chain
Hello, I wanted to know if i can retrieve all the historical data from ES future (active or inactive ) for example. I have tried to get historical data with a historical reference request. But for future 'ES' , the chain ric doesn't seem to work. The only way I have is to create all the ric (inactive or not ) manually to…
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The user has access to </EURSFIXA2Y=IBAL> and can return history data but he can only return the las
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Excel Add in Behavior
Hello Team, Can you please help me in understanding why does this excel behave this way? The client is reporting that a historical formula is updating unexpectedly when it should not. Specifically: When invalid (nonexistent) RICs are included in the formula range: The historical formula initially behaves correctly, but…
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No data for 2026-06-01. I am running this as a standalone python file.
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How to retrieve yield data via the LSEG API
the ric is DE10YT=RR
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My Workspace user is struggling to get history out of the WS API
My Workspace user is struggling to get history out of the WS API. She sees error “TS.Intraday.UserNotPermission.92000, User has no permission' when trying to pull data on 'EUR=' using the 'get_history' function. She has confirmed she sees a chart of EUR= in desktop WS. Any ideas? Does the API need to be permissioned…
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No history on .BAUBIL and .BATY0 on Excel (Workspace Lite)
On Refinitiv Workspace I can access .BATY0 and .BAUBIL historical data through to 1998 and 1997 respectively. However on Excel I cannot pull any data for Price Close. How can I get this data in Excel?
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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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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…
