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"Too many requests" when trying to download historic bond yields
Hello - I need to download historic yields for bonds -- and the size of the download would be too big for Excel. When I increase the size of the download, I get errors, usually this one: "RDError: Error code 429 | Too many requests, please try again later." I've also just had timeouts or it returns empty data frames. Below…
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How to retrieve historical swaption volatilities in Excel?
I need to get swaption volatility surfaces for a time lenght of at least 10 years. It is for my master thesis. I looked up at the Q&A and I tried to insert them with RHistory function: =RHistory("USD3MFSR";"BID.TIMESTAMP;BID.CLOSE";"NBROWS:1500 INTERVAL:1D";"CH:IN;Fd STREPEAT:N";B3) Unfortunately it's not working. It says…
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User has no permission rics except TRI.N
I am testing API, but i found i cannot access any of ASX stocks, also even APPLE, the only symbol i can get data is default one TRI.N, which is Reuters. Why is that, any permission problem? the permission scope is "scope": "trapi.auth.cloud-credentials trapi.cfs.claimcheck.read trapi.cfs.subscriber.read trapi.data.est.sum…
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Return Time Series Result as a List instead of one FullyPandas DataFrame
When I query data for an American company (e.g. Google; `GOOG.O`) and a British (e.g. RaspberryPi; `RPI.L`) the data frame returned is a full merge of American and British trading days resulting in NAs in the respective time series if e.g. American markets have a non trading day as of `2024-06-19` (see example below). Is…
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OPEN_PRC column in data table only returns ints not doubles
When requesting quarterly/3 month historical data from the Summaries API the data type for the OPEN_PRC column is defined as Int64 which means we're missing data precision for the values. I'm attaching a screen shot of the resulting table... You can see that the 6 rows in the OPEN_PRC column are all integers. The code to…
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Caching of OMMStreamCache objects using a lot of memory
We have a use case where we allow users to scan market data for instruments that meet certain criteria. These scans can request historical data snapshots across 1000-2000 instruments or more. Memory profiling shows that after performing a scan of almost 2000 instruments the OMMConnection object was using 158MB of memory…
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Minutely stock price get_timeseries()
Hello, I want to retrieve the stock price minutely in a time range: df = ek.get_timeseries([".AXJO"], start_date = "2023-03-01", end_date = "2023-03-13", interval="minute") but it shows error: No data available for the requested time range When I remove the end_date, it shows the results, which I want to achieve but in…
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Historical bond ratings (Fitch and Moodys) time series for all US firms
Hi everyone I need to retrieve the Fitch and Moody's long term issuer credit ratings for all (or substantially all) US firms, as at the end of each month for the period from 2003-01-31 to 2023-12-31. I'm completely new to APIs and Python, but from what I understand an API will be the best approach to retrieve such a large…
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Date stamping of Weekly bars does not match the chart in Workspace
When requesting Weekly bars for AAPL.O from the Summaries API, using either Interval.P1W or Interval.P7D, the date stamps on the returned summarized bars don't match what is displayed in the Workspace chart. If TimestampLabel.startPeriod is specified the bars are stamped on Saturday, and if TimestampLabel.endPeriod is…
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Getting Mutual fund time series data
Hello, for my thesis I have to obtain times series return data for several mutual funds (at least monthly, but daily would be better) from 2000-today. However, the data is not available in Eikon (for example when I try it with the build formula tool in excel). Is it even possible to get return data for mutual funds in…
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Missing data for SP500 using fundamental_and_reference.Definition get_data
Am looking to download the following fields (list below) for SP500 index constituents, from 1995 to yesterday, daily data. Am using the following import refinitiv.data as from refinitiv.data.content import fundamental_and_reference import datetime rd.open_session() growth_fields = ["TR.EPSMeanEstLastToNextYrGrowth",…
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What are the correct filed names for the Volume and Last Trade to get get_timeseries in Python?
I am using this instruction in Python to get tas data = ek.get_timeseries( "EMAR.DU", fields = ['LastTrade', "Volume", 'VWAP', 'Bid', 'BidSize', 'Ask', 'AskSize'], start_date='2024-02-28T00:00:00', end_date='2024-03-04T23:59:59', interval = 'tas', ) It is working for all the fields except 'LastTrade' abd "Volume". What are…
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Eikon Screener Total Number of Shares Held as Time Series Data
How can I define the variable "Total Number of Shares Held" as a time series variable over the last 6 years in the Eikon Sreener app?
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Seeking Time Interval Codes for 20-Minute and 30-Minute Data in Refinitiv DataPlatform
I am currently using the Refinitiv DataPlatform Python library for intraday data analysis. My focus is on equities, and I have successfully implemented a routine to retrieve 1-minute interval data using the following code: import pandas as pd import refinitiv.dataplatform as rdp # Define the datetime range start_date =…
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How can I fix this error?
All, I have a problem I dont understand how to pull time series data using the refinitiv API. Does anyone have any idea how to do this? I am after macro data, instead of equity and FX prices, which seem to be in all the online examples. Many thanks Alex
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rd.get_history for currencies?
why oh why !!!! ek.get_timeseries worked (somehow) for all RICS you threw at it. i.e. : ek.get_timeseries(['AUD=', 'IBM'], start_date=str('2023-01-01'), end_date=str(tsClosingDate), interval='daily', fields = fieldsToReturnEK) rd.get_history does ... not ... besides all the undocumented idiosyncrasies.…
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Emissions data and estimation method: reporting data
Dear all, I am using Workspace add-in in Excel. I have several companies from which I would like to retrieve scope 1 and 2 emissions as a time series. I managed to do that using Datastream formula builder. Behind the emissions is an estimation method. I can retrieve this estimation method using the historical data in the…
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Time Series Yield
Hi i am currently trying to work out my own Dividend Yield. I am using the following code to retrieve the daily price close and hope to index and match it with the dividend ex date. df, err = ek.get_data( instruments = [Instrument], fields = [ 'TR.PriceClose.date' 'TR.DivAdjustedNet', 'TR.DivAdjustedGross',…
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Matching ISIN codes with emissions data and accounting data
Dear all, Note: I am very new to using Refinitv so bear with me if these questions are very basic. I am currently working with a sample of ISIN codes that I retrieved from Screener in Excel earlier. This was my code: =@TR("SCREEN(U(IN(Equity(active or inactive,public,primary))/*UNV:Public*/),…
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No updates for 25 minutes on CLc1 when requesting intraday pricing summaries
Using Refinitiv Data Library Beta 5. When requesting 1-minute pricing summaries for CLc1 in the 2.1.11-HistoricalPricing-TSIntraday sample app we receive the historical data with an INSERT event but don't start receiving updates for 25 minutes. We are connecting through Workspace via a Desktop session. The Workspace chart…
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Retrieving ticks for expired contracts using DSS API
I am trying to pull ticks for expired contracts using DSS REST API. Extraction URL: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw Payload: {"ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",…
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How to extract the daily market value of bond from Eikon API
Hi all, The problem is that when I ran the following codes, I found that the returned value was only the latest market value of the bond, but I expected to get a time series. Bond_fields = ["TR.ASKPRICE.date", "TR.ASKPRICE", "TR.MarketValueAnalytics", "TR.CleanMarketValueAnalytics"] Bond_RICs = ["78490FHF9="] df, err =…
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time series data of 10 years for the upgrade and downgrade of sovereign credit ratings for Southeast
Hi, I am looking for time series data of 10 years for the upgrade and downgrade of sovereign credit ratings for Southeast Asian countries, like INDIA, PAKISTAN, BANGLADESH, NEPAL, BHUTAN, etc. How do I need to navigate on the Refinitiv interface? Kindly provide a path for the same.
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Unable to get economic indicators historical data
I'm using the eikon api and trying to get historical data from "aBRXOGAPR". I wrote 'ek.get_timeseries("aBRXOGAPR" , start_date= "2010-01-02", end_date="2023-05-02)' and it is returning : 2023-05-24 16:55:29,727 P[20964] [MainThread 7108] Error with aBRXOGAPR: Interval is not supported 2023-05-24 16:55:29,729 P[20964]…
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How do I obtain time series of top 10 investors for a list of firms?
Using the Eikon API, how do I obtain time series data for the top 10 investors for a list of firms (in Python)? For example this: df, e = ek.get_data('FIEG.DE',['TR.ISIN','TR.InvestorFullName','TR.PctOfSharesOutHeld','TR.PctOfSharesOutHeld.date','TR.InvestorType'],{'SDate':'2000-12-31','Frq':'Y', 'EDate':'2002-12-31'})…
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Unable to get all available periods when requesting multiply time series using eikon for python.
I am currently trying to get the data for multiple time series between the year 1995 and now at a monthly level. rics = ['aPLCEMPO/A', 'aPLCPIB', 'aPLNOT/C', 'aPLHPERMCP', 'aPLRETTOS/CA', 'aPLUNR', 'aPLCINDG/A', 'aPLPPIAT/C', 'aPLWSTOTH/C', 'aPLCONACT', 'aPLIMPP', 'aPLEXPP', 'aPLCPICXFE', 'aPLBINTR', 'aPLXRUSD'] eikon_df_m…
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Data turns to NA while extending time series request
Hi all, I am trying to retrieve some data but when I try to extend the time series (from 2019 to 2020 or more), I am loosing the data for some series... Do you know why? how to fix this issue? Ideally I would like to retrieve data up to today. Clémence
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Insufficient response to Timeseries Subscription of OHLC data for Hongkong futures
Hi, I have issues with subscribing to 1 min bar updates (ohlc) via a timeseries subscription via the .net API (ThomsonReuters.Desktop.SDK.DataAccess). It currently mainly shows for Hongkong futures - with European and Japanese Futures the 1 min data updates are pushed correctly. Please see a my version of the 1 min ohlc…
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High Price, Low Price Issue
I am currently trying to create a screen and template for a subset of 58 utility companies. I am doing this through Refinitiv SCREENER however I intend to use the formulas from the screener to connect via the Eikon API in python with the ek.get_data function. My problem stems for the fact that I am trying to find the high…
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Wrong Tick data using get_timeseries()
I am using the eikon python library and the get_timeseries() function my command looks like: ek.get_timeseries(ric_list, fields=['CLOSE'], start_date='2023-02-21T12:00:00', interval="minute") Here, ric_list is a list with multiplie RICs. I get the following output: In above for example take a look at RIC "X03F.DE". The API…
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Requesting index constituents' prices in python
Hey there, I am using the Datastream API in Python and I am tyring to retrieve historical end-of-month prices for all constituents of the Euro Stoxx 50 index in the selected period. The problem here is that the constituents have changed over the years so my initial thought was to create a dictionary first that delivers the…
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Finding historical information on corporate bonds (amount outstanding, asset status)
Hi there, I've successfully retrieved information on outstanding corporate bonds by UK issuers using the rdp Search api in Python, database GovCorpInstruments. However, I'm interested in retrieving a time series of outstanding UK bond issuance, for example by using the filter: "(IssuerCountryName eq 'United Kingdom' or…
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Ask.close historical at specific time 17:30 for FVSc1
Hi team, please confirm the script to use on Python API to get historical ask data for only at 17:30 everyday for <FVSc1>? I tried: import refinitiv.data.eikon as ek ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY') df = ek.get_timeseries('FVSc1', 'ASK.Close', interval='minute') df1 = df.iloc[lambda df: df.index.minute ==…
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Total return series in datascope for stocks ?
Is there way to get total return series between 2 dates in DSS that also includes cash dividends ?
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Point-in-time, effective_date, actual report date in Datastream Python API
I'm Using Datastream services with Python API(partially customized). I find out some of data in Datastream updated after calendar_date, which is not available at calendar_date actually. However, I need point-in-time info. to know exactly when the data is available. Is there any solution to get effective_date (actual report…
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DSS ElektronTimeseries Latency
Hello, I am using DSS ElektronTimeseriesExtractionRequest to get end of day (EOD) quotes for various RICs. I was wondering: How long does it take, after the market closes, for each of the following fields to be updated? ["Open", "High", "Low", "Settlement Price", "Volume", "Open Interest", "Trade Date"] I understand that…
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How eikon deal with a day that there is no trades? It will return to me nan values for that day?
How eikon deal with a day that there is no trades? The method get_timeseries will return to me nan values for that day?
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Time series request for list of funds
I am searching for a way to make a time series request in Datastream for a list of funds. I am using the ISIN of about 2000 funds and I am trying to retrieve the monthly return index (RI) for every single one. How can I insert the entire list of ISIN numbers in the time series request (in the Series/List box), instead of…
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How do I clean the dataset?
Hi Dev Community, Just a little background to my coding experience, I'm fairly green with regards to coding in Python. Picking up things and learning as I go along. I've only really got experience with VBA and am self taught. Apologies in advance if the solution is pretty obvious. I'm trying to pull some historical FX data…
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Filtering Python Dataframe by Minutes
Hi Developer Community! I have filtered my minute time series data frame by specific hours and minutes. The first Loop filters for 11:30 the second for 9:30. Lastly, I concatenated them next to each other. Is there a way to do the same procedure without using an extra (second) loop? I would like to add more time and hour…