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rd.get_history returning null values for some equities while Workspace shows full history
I’m using the Refinitiv Data Library for Python to pull daily historical prices for a large universe of global equities (around 20,000 RICs) for some downstream calculations. dailyFields: ["BID", "ASK", "TR.OpenPrice", "TR.HIGHPRICE", "TR.LOWPRICE", "TRDPRC_1", "TR.Volume"] My code (simplified) looks like this: ricsToFetch…
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Constituents via Chain object only pulling current despite date pparameters
I recently ran into the issue of not being able to pull historical constituents using Chain objects as shown in the GitHub (ie: as of 12/31/2020). This worked for me previously, but as of today is exclusively pulling what appears to be the current consts no matter the date specific in the Chain attribute and parameters.…
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TimeStamp column in ( refinitiv.data as rd ), rd.get_history function
Hi, In ( refinitiv.data as rd ), rd.get_history function , the timestamp returned in response is the open time or the close time of the ohlc bar ? Thanks Sumit
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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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When retrieving historical index constituents of the index SP500, there is only delivery of today's
When retrieving historical index constituents of the index SP500, there is only delivery of today's SP500 constituents irrespective of the date being enter as parameter, e.g. Google become SP constituent in 2006 but it is show as SP stock in previous years. This is misleading. Getting historical constituents is required to…
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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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Is there a way to stream the response in chunks instead of having it returned as a pandas dataframe?
I am trying to pull level 1 (quotes and trades) for commodity futures contracts using the historical pricing API. I am noticing there is a large amount of latency when pulling the data using the query below, I have been trying to extract the dataframe out of the response but I am still waiting (it has been over 10min). Is…
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Survivorship bias free data
I would like to get the historical constituents for an ETF, S&P500 for example, using the lseg.data api in Python. Is there an easy way to do this and more importantly, will this data include stocks that are delisted so that my universe is free of survivorship bias? Moreover, in general is there a way to pull data for…
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missing ask bid data on refinitiv datascope
I downloaded ask and bid data for few firms in 2024, I tried in start of 2024 and it was showing missing ask and bid data before 2019. I tried after few months and I was able to get it. I don't know exactly how. Now I am trying to get the data for same firms and same time period as I lost that data but interestingly again…
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How do i get the historical adresses of US companies?
I would like to investigate the relocation of corporate headquarters of publicly listed US companies. Therfore i need the old and new headquarter addresses and ideally also the relocation date/announcement of relocation date. How do I find that data? I have access to Refinitiv and Refinitiv Eikon.
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Total return for a stock
Dear all, for RDP (not Eikon), e.g. https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/VOD.L, do I have any possibility to get a total return timeseries? It is possible for S&P or Bloomberg, is it also possible here?
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Option Futures RICs with Specific Strike Price
Hello All and @Jirapongse - Need an assistance can you help us to provide sample on how to retrieve historical data with specific Strike Price like 100, 101, 120 of '0#TY+ Tried the formula below but we are getting an error and also how to retrieve historicald data for expired option like TYZ24^2 import refinitiv.data as…
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Data seems to be incorrect using Python API for RIC aUSUNR/A
Hi team, I am raising this on behalf of an external client: Based on what I have checked, I compared the data to our excel workspace as well on our Charts app and we can't seem to get the said incorrect values. Please see screenshots below: Excel: Chart: Please see attached file for the client's script. Estimates data team…
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How do I solver error "LDError: Insufficient scope for key" in LSEG Data Package?
Using the following script: import lseg.data as ld from datetime import datetime import pytz import pandas as pd ld.open_session() # Define the EST and UTC timezones est = pytz.timezone('US/Eastern') utc = pytz.utc # Create a datetime object in EST est_time = est.localize(datetime(2025, 11, 5, 16, 50, 0)) # Year, Month,…
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fields error using ld.get_history with LSEG workspace version desktop1.26.412
I was using python3.13, it returned the following error. But when checking DIB for bond futures and interest rate futures, there exists 'CF_BID','CF_ASK','CF_LAST','CF_HIGH'. How can I solve the problem? ld.get_history( universe='TYU2^2', fields=['CF_BID','CF_ASK','CF_LAST','CF_HIGH'], interval="hourly",…
