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What are the item codes to use in a python code for Promoter holding, MF holdings, institutional hol
What are the item codes to use in a python code for data fields Promoter holding, MF holdings, institutional holdings, and their change on quarterly basis?
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Workspace with API (refinitiv.data / rd.get_history) does not give unadjusted prices
Hi support team I want to download unadjusted stock price data. TESLA had a stock split on 2022-08-23. - Workspace is running while I download data via API If I use refinitiv.data API: import refinitiv.data as rd ... df3 = rd.get_history( universe=["TSLA.O"], fields=["tr.PriceClose", "tr.Volume", "tr.Turnover"],…
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Why does this data item TR.FundIndexTracking doesn't work on API but works with Workspace Excel?
Why does this data item TR.FundIndexTracking doesn't work on API but works with Workspace Excel? import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = [ 'LP40203779', 'LP40219887' ], fields = [ 'TR.FundDomicile','TR.FundIndexTracking' 'TR.FundLaunchDate' ] ) display(df) Excel formula is working fine.…
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I want the biggest intraday move so if I have a timeseries with a minute interval at what point
I am trying to find an example in codebook examples how I can retrieve the biggest intraday move of an instrument in a timeseries data overview. So put differently what is the code to retrieve this data preferable with a supported event that triggered the move. for ICE Endex TTFA Day ahead and Month ahead 0#TFMBM this is…
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Exchange Code RTR
Client is looking to get the details via DSS API using Exchange code RTR and its returning null code with Error code 400 Request to share us the full API using exchange code Ric they are looking is FO180-SIN
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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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Implied Vol Surface in Python DSWS
Hi, in Excel I can create a volatility surface over delta / moneyness and maturity using @DSGRID. How can I do this in Python using DSWS. How do I for example pull the implied vols for different maturities for INCEDELTA10C. Using getdata and the Mnemonic returns values, but it is unclear for which maturity, and how to…
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Missing Q32025 data when end_date='2025-11-28' is used
I am unable to retrieve Q3 2025 earnings data for tickers 2882.TW and 2883.TW using Refinitiv Data API, despite the earnings release dates being before the specified end_date. Details: For 2882.TW, expected earnings release date for Q3 2025: 28-Nov-2025 For 2883.TW, expected earnings release date for Q3 2025: 24-Nov-2025…
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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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Item list configuration details
Hello team, We are expecting market feed using RFA C++ 8.2 api, by configuring itemList parameter (RIC) as CAD= Is it possible that, if I configure CAD=<XYZ>, where XYZ is short name for contributor, I will get market feed from only XYZ contributor. If my understanding is correct, can I have multiple contributors…
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there is a gap of approx 6-8 hours from the live data if we try to pull story id using application
hie, we usually pull the news story id using python via the refinitive API. but recently we have noticed that, we are not able to pull the latest news. for example, if we try to pull data from 12/01/2026 09:00:00 till 12/01/2026 21:00:00, and run the code at 12/01/2026 21:00:00, the latest data we get is only till…
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How to get historical (Semi-) Annual Reports for ETFs?
Hey, i am trying to find historical filings of etfs or their parent companies, no luck in the advanced filing section, anyone aware of any options? The overviews only show the latest documents.
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Change in Chain.summary_links output for 0#BOF27+ (BOF27 --> /BOF27)
Hello, I am using the LSEG Python SDK and issuing option chain requests like: from lseg.data.discovery import Chain chain_obj = Chain("0#BOF27+") summary = chain_obj.summary_links Until a couple of days ago, for this exact call: Chain("0#BOF27+").summary_links[0] the returned value was: BOF27 Now, with no changes to my…
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Data Scope Intraday API does Not work as expected
I have an issue with extraction values for the RIC DESTR=DKNA. The API is returning null values for some of the fields. When making an intraday report extraction via CSV I get the correct values returned from this RIC. Primary Activity Last Price Trade Date Value Date
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How can I load USDSROIS= data with all tenors using python IDE such as PyCharm?
