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How to use Python to fetch daily price data for LCOc1 and LCOM6 09:00 London 01Jan2018 to 01Jan2025
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Historical data for prior 2010 legacy OPRA 5‑character symbology.
Hello, I need your support ! I've been collecting expired OPRA call option premiums from 2025 to 2010. But Prior to February 2010, U.S. listed options used the legacy OPRA 5‑character symbology. Would someone know how to request data knowing that I'm using the Excel add-in with RDP.HistoricalPricing and get_history…
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API access for .SPX
Question import osimport pandas as pdimport lseg.data as rdfrom pandas.tseries.offsets import BDay# ===========================================================# CONFIG# ===========================================================TICKER = ".SPX"FIELD = "TRDPRC_1" # Last traded priceINTERVAL = "1min"OUTPUT_DIR =…
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Historical EWG ETF holdings, weight
I am trying to fetch historical ETF holding of EWG ric using below python code but not getting valid entries. kindly suggest required changes to be done to fetch historical holdings of EWG ETF df, err = ek.get_data( ['EWG'], fields=[ 'TR.ETPConstituentWeightPercent.constituentric', 'TR.ETPConstituentWeightPercent' ],…
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Downloading CDS Spread
Hi, I'm trying to compute the CDS-bond basis for each company (reference entity or issuer). The data I have now is the companies' names (e.g., 'VOLKSBANK WIEN AG') and their corporate bonds (with ISINs). To compute the CDS-bond basis, I first need to download CDS spread and bond yield for each company. For the former, I…
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How to set-up an API call to pull historical data included in the economic calendar app.
just trying to set-up some code and looking for some help i want historical data for fields like this: df = ld.get_data(universe = ["CAEMPC=ECI"], fields = ['DSPLY_NAME', 'DSPLY_NME2', "RELEVANCE",'CF_DATE', 'VALUE_TS1','ECON_ACT', 'ECON_PRIOR','RTR_POLL', 'FCAST_SEST','FCAST_HIGH',…
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Retrieving RICs from eikon API 'as of'
Hello, I am trying to retrieve some RICs price tickers from the eikon API like this: import refinitiv.data as rd rd.open_session() eikon_data = rd.get_data( ric_list, fields=['BEST_BID1',…] ) rd.close_session() This returns live data. How can I retrieve this data as of yesterday? Or as of two days ago? I would like to be…
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CodeBook: Error code -1 when trying to access historical bid/ask prices via batch queries.
I am trying to access historical bid/ask prices for a list of RICs (bonds). I am querying them in batches of 500 RICs at a time. Some batches return an error code -1 with the message 'headers'. When this occurs, the entire batch is treated as invalid, and none of the observations from that batch are returned. For example,…
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Pull financial data by PermID
I can retrieve historical financial statement data with refinitive.data.get_history funciton by specifying universe with oa_org_permid from DataScope bankloan database. However, for a public company like Alphabet, using the parent company's PermId returns nothing, while using GOOG.O can retrieve all the financial data. The…
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Hi how can I get the minutes level data of HSIc1 OF THE BID/ASK/BIDSIZE/ASKSIZE/SPREAD/OPENINTEREST.
This is additional question: I found out that the issue is from my language setting, and the turnover column is blank(which may not have data for HSIc1), however, it will show Request Validation Error when I use the TR.OPENINTEREST which can show number in formula builder. Otherwise, since I cannot find BID_NUMMOV in…
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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 is close not possible for the below:
Why is close not possible for the below: # Pull selected rics, in this case a GoC bond, the 10 year benchmark and the 5 year benchmark. To get a list of the RICS associated with specific securities, you can simply browse the workspace application or try with "CA&cusip&="df_3 = ld.get_history(universe=["CA10YIL=RR",…
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TR.PriceClose field always returns adjusted stock prices？
When I tried using "TR.ClosePrice(Adjusted=1)" and "TR.ClosePrice(Adjusted=0)", the data returned appeared to be the same. If that's the case, is there an unadjusted close price available?
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How to pull historical financial data from ISIN's
Hi, =@DSGRID ($A$1:$A$1007,RI,P,PO,PB,PA,VO,IBNOSH,04/01/2025,,Daily,RowHeader=true;ColHeader=true;Heading=true;Transpose=true;Code=true;DispSeriesDescription=false;YearlyTSFormat=false;QuarterlyTSFormat=false;MonthlyTSFormat=true;AutoRefresh=false) is what I used to pull the historical data for some stocks in the excel…
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Historical Pricing API - HYNWB00 Showing Latest Day Prices as <NA>
Hi, I am trying to fetch the the daily timeseries data for HYNWB00 with the following code: df = historical_pricing.summaries.Definition( universe=['HYNWB00'], start="2019-01-01", end=datetime.today().strftime("%Y-%m-%d"), fields=['TRDPRC_1'], interval=historical_pricing.Intervals.DAILY).get_data().data.df But the data…
