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install the refinitiv library for python
I have just tried to install the refinitiv library for python on my computer. Unfortunately there are “unsolvable” version conflicts - see screenshot attached Apparently the library only supports outdated pandas (max 1.6.0) versions (I have installed 2.2.2), which are not compatible with the installed Python version…
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RDError: Error code 403 |
While trying to fetch data from Refintiv API this week, I am currently facing below error. Cna you please check why this below error occured, This was working fine last week, but started facing issue from this week. Please check RDError: Error code 403 | <html> <head> <title>Forbidden</title> <style type="text/css"> body {…
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Running Concurrent Asynchronous Requests Efficiently using Refinitiv's Data Platform APIs
This question is kind of me seeking advice on this process based off of my knowledge. What I am doing right now, is that I am trying to pull data asyncrhonously using Refinitiv (financial Platform from the London Stock Exchange Group)'s APIs. There are about 5 tasks I am trying to run asynchronously using Python's Async IO…
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Company Events Data do not get downloaded in Python Workspace API
When using the Python Workspace API under Windows 10, Events data for companies are not getting downloaded, even if parameters (e.g. Start-End Dates or Event Types) are changed. For example, the following code:…
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Extremely slow and inconsistent API
rd.get_data(batch,["TR.RIC","TR.ISIN","TR.PriceClose(SDate=0M,Curn=INR)","TR.CLOSEPRICE(SDate=0M,FILL=PREVIOUS,Adjusted=0,Curn=INR)","TR.SharesOutstanding(SDate=0M)",'TR.GICSSector','TR.GICSIndustry','TR.GICSSubIndustry','TR.AssetCategory']) I have a variable ric_list which contains approx 2k RICs. In the above code, I try…
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Async retrieval of Quarterly and Period Data
Hi everyone, I have a question regarding data retrieval by periods. Over here, is the equivalent of what I am trying to do, just that it is using get_data() instead of get_data_async(). This is an example that I can't make asynchronous: quarterly_revenue = rd.get_history( universe=[f"{ticker}"], fields=["TR.Revenue"],…
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Unable to connect on VS Code Python
Hi there, Whilst I have been using CodeBook, I'd also like to code locally on my machine and use Visual Studio Code. However, the following script returns an error and as a result I am unable to connect: import refinitiv.data as rd from refinitiv.data.content import news from IPython.display import HTML import pandas as pd…
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Obtaining Years alongside retrieval of Fundamental Data Asynchronously
Hi everyone, I have a question regarding the Date column not coming with get_data_async function calls. When I am making calls like so: roa_datapoints = await content.fundamental_and_reference.Definition(universe=[f'{ric}'],fields=["TR.F.IncBefDiscOpsExordItems","TR.F.TotCurrAssets","TR.CommonName"],parameters={"SDate":…
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Pulling PERATIO from get_data_async
Hi everyone, I have a question regarding asynchronously pulling the PERATIO value. Here, I am following the notation as I found it in the Data Item Builder. However, when I try to pull data asynchronously with Python, it doesn't work. data = await content.fundamental_and_reference.Definition(universe='AAPL.O',…
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.NET Refinitiv.Data - Unhandled Exception in Session Management
Unhandled Exception in Session Management Causing Application Crash [ERROR] [EndpointDefinition] GetDataAsync failed for endpoint: https://api.refinitiv.com/auth/cloud-credentials/v1/. Data services unavailable. Session is closed We have encountered an unhandled exception in our application that caused a crash. The log…
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.NET Refinitiv.Data - [PlatformSessionCore] RDP Authentication failed
Hi, We have a .NET service running 24/7 based on the library provided by LSEG, specifically Refinitiv.Data version 1.0.0-beta5. There was a problem that occurred on Monday, as we could not open session on our app start. We got the below Exception that we do not have control over. How can we control such scenario or similar…
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Error code -1 | timed out
Hi, im trying to create a request using this code: ek.set_app_key(refinitiv_key) rd.open_session() start_date = "2023-1-1" end_date = (date.today() - BDay(1)).strftime("%Y-%m-%d") tickers = pd.read_excel(ruta_insumos+"\Diccionario_Eikon.xlsx",sheet_name='Mercado')["Ticker"].to_numpy() tickers = tickers.tolist()…
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Power hourly prices for europe
Describe the technology What API are you using? refinitiv: I have a license What language are you using? python What environment are you in?Windows Describe what you've tried trying to download the hourly prices for power europe I don't know what i need to do, if i need to use refinitiv.data and get_data or get_history…
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how to use RefinitivData API in Django app
I want to use refinitiv.data api to get some data in Django app, when i open session An error occurred while requesting URL('http://localhost:9060/api/status'). ConnectError('[WinError 10061] No connection could be made because the target machine actively refused it') An error occurred while requesting…
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Python | Refinitiv Data | stream.recorder | TypeError: 'NoneType' object does not support item assig
I am intermittently seeing the below error. What could be a possible reason for this issue to occur? This error pops up when looping through an array of streams (each stream contains a list of RICs to perform: stream.recorder.record(frequency='tick') Error: Exception in thread Msg-Proc-ThreadOMMSTREAMING_PRICING_0.0: ...…
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How do I fix the duplicate dates when I try to retrieve the TR.FIXINGVALUE for USDSOFR= using Worksp
import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['USDSOFR='], fields = ['TR.FIXINGVALUE'], parameters = { 'SDate': '2024-07-01', 'EDate': '1D', 'Frq': 'D', 'CH': 'IN;Fd', 'RH': 'date' } ) display(df) When using the above code instead of returning the values for 24/07/2023 it duplicates the value…
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Streaming Z spread
Hello everyone, I'm new to refinitiv and I would like to start streaming data. I managed to get BID_YIELD data however I could not manage to do the same for ZSPREAD. Thanks in advance for your help Here is the code import refinitiv.data as rd from refinitiv.data.content import pricing rd.open_session () streaming =…
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Setting start date for fxforward and is it possible to get the data of multiple tenors and fx forwar
fwd_contract = cross.Definition(fx_cross_code='GBPCNY', fx_cross_type='FxForward', legs = [cross.LegDefinition(start_date='2024-06-30T00:00:00Z', tenor='3M')]) response = fc.get_cross_analytics(fwd_contract, fields = ['StartDate', 'EndDate', 'FxSwapsCcy1Ccy2', 'FxOutrightCcy1Ccy2']) print(response.data.df) I read the…
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How to download adjusted close prices?
Hi!, I'm currently working on a portfolio optimization assignment in R and need to download the historical data for 10 stocks, including the adjusted close price to calculate the returns. However, when I downloaded the historical Excel data from Refinitiv Eikon, I noticed that it had it didn't have any column for adjusted…
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Refinitiv Data Library performance significantly worse than Eikon Data API
Hello, Due to the fact the Eikon API is going to be phased out, I've started looking at replacing code from using the Eikon Library, to the Refinitiv Data Library in Python. Currently everything is clear and going smoothly, but I've noticed that the RD library has significantly worse performance than the eikon library. For…
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utf8 codec can't decode byte 0xf7 in position 21: invalid start byte
hostname = "'MY_HOST1'" and user = "my_user" And error is the same for impacted ads: ################################################################################ websocket-client version: 1.8.0 ################################################################################ Connecting to WebSocket…
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Client wanted to get the TREE Structure for Multiple Companies via Codebook
Already provided import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['HSBA.L'], fields = [ 'TR.RelatedOrgId', 'TR.RelatedOrgName', 'TR.RelatedOrgType' ] ) display(df) However its only for single companies, not really sure how to do this on Codebook then, appreciate your help in advance.
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Can codes be used in Rics or tickers?
Can codes be used in Rics or tickers?
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Fetching data of company level in python
Hi, If I search for a given ric (GE), and go to Ownership tab. We get data like Top Investors, Investor Type, Breakdown, and Holding Concentration. I want to extract these for a company over time through a codebook in Python. How can I do that? Thank you for the help.
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Inconsistent results across queries in Codebook
Hello, I was referred to the forum via Codebook support (Case 13704675, if helpful). I am using Python 3 in Codebook within the Workspace app (1.24.159). I have been obtaining different results in Codebook for the same query. This occurs even when the query is re-run on the same day. For example, I ran the query twice (the…
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Download market capitalization at period end date
Hi. I am trying to download companies' market capitalization at fiscal period end date. However, for all companies the fiscal quarter end date is set at the same dates (3, 6, 9, 12). How might I fix this? Due to the amount of data I need to download, I cannot download monthly data for all stocks. (I don't need the…
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Streaming Chain Issues
I have a client trying to migrate from Eikon Data API to the RD Library. He has been successful in transitioning the code besides when obtaining option chain data. They are able to run the query in Codebook but when they try to run the query locally, they get this error "StreamingChain :: waiting to update because chain…
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How to determine Fields for Instruments .Net Refinitiv Data API
Hello, I am trying to find a generic way to determine which fields to use for different instruments so that the data processed is consistent with that displayed in Workspace. Looking at Daily Charts: For example if I query some daily history for MSFT.O and VOD.L with the following: var response =…
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Workspace Python API fails when requesting data for some investor types
When using Workspace Python API (under Windows 10) and requesting data for some company investors, data are returned for institutional investors, but not for some other investors. For example, the command: df=dl.get_data('48471668160', ['TR.OrganizationID','TR.CommonName',…
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How to link screener list with codebook to search a specific keyword?
Hi I have created a list of US banks for my research purpose using Refinitiv Screener, however, I am required to create a column for 'digital scoring', is it possible to use Refinitiv CODEBOOK to generate this column by searching for specific keywords like 'online banking', 'financial technology', 'digital banking'..etc in…
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Please provide the correct syntax
i used the following code to retrieve the data: rd.open_session() data_points = [ 'TR.TRESGScore.Date', 'TR.SustainabilityComm', 'TR.IntegratedStrategyMD&A', 'TR.GlobalCompact', 'TR.StakeholderEngagement', 'TR.CSRReporting', 'TR.CSRReportingGRI', 'TR.CSRReportingGlobalActivities', 'TR.CSRReportingExternalAudit',…
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Fragility of the API? in get_data raise RDError(-1, except_msg)
Working with Refinitiv Data Python library I have some bond titles for which I pull the Ultimate Parent Id in order to further query some data: >>> import refinitiv.data as >>> import pandas as pd ... >>> ParentIDs Instrument Ultimate Parent Id 0 US013822AC54 5051045063 1 US013822AE11 5051045063 2 US013822AG68 5051045063 3…
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Can you please assist on modifying the formula to get historical?
import refinitiv.data as rd from refinitiv.data.discovery import Chain import datetime from IPython.display import display, clear_output rd.open_session() dic_parametros = { 'SDate': '0', 'EDate': '-25', # 'Frq': 'D', 'Curn': 'BRL', # "CH": "calcdate", # "RH": "IN", "scale": "6" } rd.get_data( universe = 'CEEBB2=ANBI',…
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Determine the ideal number of fields and assets to download in each query, to avoid null data or emp
The purpose of this case is to determine the ideal number of fields and assets to download in each query, to avoid null data or empty dataframes. I have noticed that when I try to download various metrics and assets, sometimes the data returned is null or the dataframes are empty. However, this issue is variable; I can run…
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Which api/endpoint does the fundamental and reference module from the Content layer of Refinitiv Dat
I have been trying to find the rate limits of the fundamental and reference module from the Content layer of Refinitiv Data Platform Library for Python and was wondering what API does it use so that I can find out more about it in the playground API. Thanks!
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Is there a way to get full historical data of an instrument using RDP Python API?
Below is my code to retrieve an example bond data using RDP Python API: import refinitiv.data as rd from refinitiv.data.content import historical_pricing rd.open_session('desktop.workspace') response = historical_pricing.summaries.Definition( universe='TH179175215=', fields=['ZSPREAD'], start='2010-04-20',…
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Need Help Retrieving Financial Metrics with Refinitiv API
Hello, I am working on a project where I need to complete an Excel table containing information on M&A deals. I am using the Refinitiv API to retrieve the missing financial metrics for the acquirers, specifically: * EBITDA Margin for the year of the deal (N) and two years after (N+2) * Pre-tax ROE for the year of the deal…
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What does signon_control parameter in Refinitiv
I am using the refinitiv data library for python to connect to the Refinitiv Data Platform API. I would like to check what the signon_control parameter does as I am getting this warning? You open a platform session using the default value of the signon_control parameter (signon_control=True). In future library version…
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Error code 401 | token expired using forward_curves.Definition
Hi, I am running refinitiv python examples on github and can get normal data using rd.open_session(). But when I try to get curves, it fails with Error code 401 | token expired error. Could somebody help? Thanks. response = forward_curves.Definition( curve_definition=forward_curves.SwapZcCurveDefinition( currency="EUR",…
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How to get company name, GICS Industry Group Name, 260 day volatility, and market cap of Russell 300
Hi team. I have a client who needs to pull company name, GICS Industry Group Name, 260 day volatility, and market cap of Russell 3000 constituents using API. I tried to pull this data using Codebook and was successful. Please see screenshot below. However, when client tried it using Python in Jupyter Notebook, he got an…