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Missing 1min data for the 18th of Jan
Hi Team, Client is using below script and 18th of Jan is not captured on the data pull. Tested on Workspace app and data is showing as needed. Appears to be an issue specific to API. Can the team check? Attached is a sample pull for Bid, behavior is the same for ask. import pandas as pd def…
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Why does only 'close' have a value while the others are empty?
There are many similar cases. When the SDate and EDate are before 2020, it often occurs that only Close has a price while the others do not.
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Is there any docs indicating which fields are available in the data inter-day summaries api?
I am trying to download historical fx volatility surface, forward and depo curve. However when requesting for maturity date it seems that this field is not available for a long history and even depends on the used ric. api: /data/historical-pricing/v1/views/interday-summaries/{universe} Thanks for the help Killian
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How can I find out the historical data range for an instrument?
I want to retrieve the data range available for an instrument via the API. Sometimes the returned data is empty, and I cannot tell whether there is no historical data or the API is missing data (this has actually happened — when I shortened the time range, the data came back normally).
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Why are we getting "Empty Dataframes" from downloading prices through LSEG Data Python Library?
We are trying to download some prices from lseg through lseg.data python library, but it gives me back empty dataframes? why is that? +++++++++++++++++++++++++++ Sampled Code: import lseg.data as ld import pandas as pd universe = ["GCc1", "GCc2", ] Opens the Workspace session (must be active on the PC)ld.open_session() We…
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The code is not generating any data for CF_CLOSE, however, it is supported in Workspace
import refinitiv.data as rd from datetime import datetime, timedelta 1. Start your sessionrd.open_session() 2. Define parametersric = "JETFCNWECKMc1" end_date = datetime.now() start_date = end_date - timedelta(days=10*365) 3. Fetch historical dataAdded 'CLOSE' as a fallback/standard historical field namedf =…
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Historical OHLC request freezes for 50+ ETF RICs over a 14-year range
I am trying to extract daily OHLCV data for a list of instruments using the Refinitiv Data Library. Here is the code I am using: import refinitiv.data as rd import pandas as pd rd.open_session() instruments = [ "IWDA.L","VAVUAG.L","VWRP.L","VWRA.L","EEDS.L","ISACI.L","SWDA.L","EIMI.L",…
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How can I retrieve historical values for FID 9940 for Q‑suffix RICs using Python?
I am trying to extract historical data for FID 9940 for several Q‑suffix RICs. I am using the lseg-data Python library and the get_history() method, but it does not return any data for this field on historical dates. From what I understand, FID 9940 may be a real‑time or snapshot-only field, but I need to confirm whether…
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The close price from the workspace doesn't match the one from the API
When I search for the price of EVs1 in the workspace, the closing price displayed on the page is inconsistent with the price obtained through the API. However, the Open, Low, and High prices are the same.
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Tick History of expired contract
I am currently using Tick History to get intraday data for gas/power contracts. In the API code, I am using chain RICs to get all RICs of current open contracts (also see code below). def expand_chain(client, chain_ric, max_count, suffix, commodity, daily_intervals, month_codes, quarter_codes): url = client.BASE_URL +…
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What’s the process to request access for the Python function ld.get_history?
I am writing to formally request access to the ld.get_history function within the LSEG Data (Refinitiv) Python API, which is required for retrieving historical pricing data for our ongoing project. As part of our workflow, we need to retrieve historical value of fields like BID, ASK, MID, and VALUE_DT1 data for specific…
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client is facing issues extracting data in API, for some days data is missing
If I try to fetch data for January, I can see some periods are missing on the 25th and 26th, but when I tried this on last week, I found that more than two days were missing, but this is just an example. Now, if I make the call for February, I am missing periods on the following days: 3, 5, 6, 7, 8, And for the rest of the…
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Retrieving historical exchange trading session times (open/close) per RIC
hi! I need historical trading session boundaries (market open/close times) for futures contracts across multiple exchanges (CME, Eurex, ASX, TSE, ICE) going back to the mid-1990s. Specifically, a per-RIC or per-exchange, per-date record of session open/close times in UTC that reflects what the hours actually were on a…
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Why certain fields, such as CONTR_MNTH is not available for the code SCfc1 in CODEBOOK?
The client is using the LSEG Data Library for Python (get_history) to retrieve copper futures data. Their setup works correctly for COMEX futures (e.g., HGc1, HGc2) using fields such as: TR.SETTLEMENTPRICE CRT_MNTH / CONTR_MNTH However, when they try the same approach for SHFE futures (e.g., SCFc1, SCFc2), the contract…
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what to do the code is failing when comapring with df.settle
import os import pandas as pd import numpy as np import pytz import refinitiv.data as rd from datetime import datetime, timedelta, time from time import sleep # Suppress downcasting warnings pd.set_option('future.no_silent_downcasting', True) # ========================================================== # 1️⃣ SESSION #…
