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Joiners/Leavers for Index Constitutes not equal
Hello all, running the code from Building historical index constituents | Devportal to access STOXX600 constitutes result in partly >600 constitutes as Leaver/Joiners for one day do not even out. How to solve this issue? For sure, it would be a solution to run get_constituents_as_of for every today, however, this is quite…
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unable to find RIC for Product Biofuel Outright - D3 RINs (OPIS)
Im trying to search the RIC for commodity/Product using the application https://developers.lseg.com/en/tools-catalog/ric-search, however could not find it, could you please help. Product/Commodity Information : ICE Futures U.S. Biofuel Outright - D3 RINs (OPIS) Current Year Future…
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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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I am using the lseg-data Python library (https://pypi.org/project/lseg-data/). A few questions: 1. H
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Constituents of an equity index?
Can anyone tell me why it returns an error? Are there indices that are compatible with 0# notation and those are not? Is there something wrong in my code? How can I see the list of all the constituents of an index? import lseg.data as ld ld.open_session() This one works.str_test = "0#.TSPM" l_field_test = ['TR.RIC']…
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SUM of TSVWAP using LSEG Data Library for Python
Do you know why the 1st value from df = ld.get_data(universe = ['LSEG.L'],fields=['TR.TSVWAP(CALCMETHOD=SUM,POINTS=2,Frq=D,SDate=0,EDate=-40)']) and df = ld.get_data(universe = ['LSEG.L'],fields = ['TR.TSVWAP(CALCMETHOD=SUM,POINTS=20,Frq=D,SDate=0,EDate=-40)']) are the same (in this case 8954) when one should be the sum of…
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Option to customise how the contracts are rolled when charting the continuous contracts through API
Hi Team! We received the below query from client and want this through API as well. Per Product Specialist, they don't think UDC would be available via API. Client is asking for configurations / parameters for API. Query: option to customise how the contracts are rolled when charting the continuous contracts ? Reso…
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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 data for brazilian stocks in dsws
I would like to pull historical data for price, dividend yield, ROIC, short interest, average daily volume, and others using DatastreamPy in Python for all index constituents (RICs: .BVSP, .MLCX, .SMLL) over the last 6 months. Since some stocks were delisted and others were added during this period, the request should…
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News - filtering by country
I have the following code to get News using keywords from the API. response = news.headlines.Definition( query="data center", date_from="01-01-1990", count=1000000 ).get_data() data_center_news = response.data.df data_center_news = data_center_news.reset_index() print(len(data_center_news)) # number of rows in the…
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Deals ID and Data
Is there a way we could get certains indicators from a vector of Deal IDs? I have tried the get_data function, but that requires RICs. Is there something similar for deals? For example, "proj" is a vector of Project IDs, and "pjf_fields" is the vector of indicators I want to download. What functions could I use to get…
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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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Need the RIC for Biofuel Outright - D3 RINs (OPIS)
Need the RIC for Biofuel Outright - D3 RINs (OPIS)
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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…
