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Subscription Model
What is pricing model to integrate with WC1. Is it case-wise or number of APIs call as well.
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IRS pricing using user defined forward curves
Hello, I have successfully constructed a custom forward curve using my own parameters and instruments through RDP API. forward_zcCurve_endpoint = rdp.Endpoint(session, "https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/forward-curves") user_defined_zc_response =…
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Are there any plans for a GO framework to retrieve pricing data?
Are there any plans at Refinitiv to support a GO SDK next to Java and C/C++to retrieve the streaming prices?
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RIC for Gold Spot Prices in EUR
We are getting Gold spot prices with following RIC XAU= The values are in USD. When we need to get the EUR value, we get exchange rate with (EUR=) and do the conversion. Is there a different RIC to get Gold spot prices in EUR ?
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Can you provide the CF_-mapping logic so I can replicate CF_FIDS on RTO at the client side( service
Refinitiv provides a RTO pricing service ( service name= ELEKTRON_DD ) and a 3sec conflated feed ( ERT_FD3_LF1 ) which is mainly used for Wealth clients to power websites or portals. The big advantage of this 3 second conflated feed is that the number of updates is limited at the source side, which makes it easier for…
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Timeout errors and too many requests for instrument pricing analytics
Hey. I am calling the instrument pricing analytics serivce, specifically: https://api.refinitiv.com/data/quantitative-analytics/v1/financial-contracts import refinitiv.dataplatform as rdp ... endpoint = rdp.Endpoint(session, 'https://api.refinitiv.com/data/quantitative-analytics/v1/financial-contracts') req =…
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No RIC data for BTCUSD=R and ETHUSD=R
Hello team, We are looking to fetch the price data for BTCUSD=R and ETHUSD=R, but we can only see the RIC for USDBTC=R and not even for USDETH=R. RIC for BTC or ETH/other currency pairs are available, such as ETHEUR=R, ETHAUD=R and BTCEUR=R, BTCGBP=R. USD seems to be an exception. Is Refinitiv planning to add support for…
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How is Refinitiv's pricing protocol for on-demand tick data request?
I use Python to download tick data via submitting HTTP requests. My question is about the pricing and how Refinitiv charges on-demand tick download requests: Would the cost occur every time a new token or job ID is generated? Or during a subscription period, unlimited number of downloads can be performed, without any…
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I'd like to ask if Refinitiv has daily prices of IFO/MGO (maritime fuel) at the Brazilian ports. And
I'd like to ask if Refinitiv has daily prices of IFO/MGO (maritime fuel) at the Brazilian ports. And if positive, if there is an API available to collect this data to our systems.
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get_timeseries data issue
hi I’m running the below where ric_chunk[0] contains RIC=ABR ek.get_timeseries(ric_chunk[0],start_date=datetime(2021,3,26,7,30,0),end_date=datetime.now(),interval='minute',fields='CLOSE') I don’t see the same output that I see if I run it only for one asser:…
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Error code 2504 | UDF Core request failed. Gateway Time-out
hi i'm getting the following error Error code 2504 | UDF Core request failed. Gateway Time-out this is the code ek.get_timeseries(ric_list,start_date=datetime(2021,3,12,12,0,0),end_date=datetime(2021,3,12,20,0,0),interval='minute',fields='CLOSE') ric_list has 300 instruments Please advice thanks Francis
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Access to: /data/pricing/beta3/snapshots
What do we need to do to get access to: data/pricing/beta3/snapshots We have access to other endpoints without an issue.
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Is it possible to get more than 1 year of minute data via the python API?
import eikon as ek import warnings warnings.filterwarnings("ignore") ek.set_app_key('xxxxxxxxxxxxxxxxxxxxxxxxxxxxx') time_series_interval = 'minute' df = ek.get_timeseries('LCOc1', start_date='20200101', end_date='20200201', interval=time_series_interval) The above code produces error: 2021-02-11 16:41:28,356 P[31484]…
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Pulling TR.CLOSEPRICE weekly
I'm trying to pull TR.CLOSEPRICE for a number of RICs on a weekly frequency. It works fine when on a daily frequency, but I need weekly as I'm getting a large history and it will take too long on daily, as well as the fact all my other variables are weekly. As you can see Daily frequency works, while Weekly doesn't. I've…
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How can I retrieve historical price data on Excel for a list of 1000+ companies after an IPO?
I am interested in studying the performance of all the European companies that did an IPO between 2000 and 2020. I have downloaded the list of IPOs but now I don't know how to create a file which includes the historical price data for all the companies in the list. Any help would be really appreciated. Thank you.
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Can't get Mid Price from REST API
Hello. We really need your help! We are trying to switch from the old SOAP API to the new REST API. But we encounter several problems. Here is one of them: We manage to get the Ask Price and Bid Price using identical requests. But the same query for Mid Price returns NULL. Request #1 [Ask Price]:…
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Can't get Close Price from REST API
Hello. We really need your help! We are trying to switch from the old SOAP API to the new REST API. But we encounter several problems. Here is one of them: There are two identical requests. In one, we ask for the value of the Universal Close Price, and in the second, simply the Close Price. We get an adequate response to…
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How would you get ohlc data for regular trading hours in the python Eikon Data Api?
When I pull some OHLC data through the python API, through either get_data() or get_timeseries() I get the bar for the entire day. Can I restrict it to regular trading hours, and how would I do that?
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ek.get_data - Anyone can help with getting the field names for Cpns and Settlement date?
df,e = ek.get_data(my_tbas,my_fields) my_fields = ["BID", "ASK"]
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Availability of intraday price data on oil futures
Is there a way to find how far back intraday or TimeAndSales (tick) data for a given RIC without attempting a pull and getting charged for it? In particular, I am trying to pull 1-minute or 5-minute data on oil future prices prior to 2004. Using the Eikon dashboard (opened using the Excel add-in), I can see that the RIC…
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How to get historical bond data?
Dear RDev Community, I am looking to get historical data for bonds as "Credit Ratings", "OAS", "Prices" going back ten years, or so. Ideally on a monthly basis, at the end-of-month. df_iboxx, err = ek.get_date(instuments=isin_iboxx, fields = ['TR.ISIN', 'TR.FIMoodysRating', 'TR.FIFitchsRating', 'TR.OptionAdjustedSpread',…
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Slow processing of on-demand PriceHistory requests (up to 7 hours)
Hi Forum! The forum looks very active, looking forward to learn from you guys! :) We are loading terms and conditions as well as price time series with 6 fields for around 5000 instruments with the on-demand TermsAndConditions and PriceHistory requests. We try to adhere to the limit of 50 concurrent PriceHistory requests,…
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Spread trade do not match via REDIPlus.
Hi, the order that i send from REDIPlus by market price is do not match until the send order expire.
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Is it possible to extract prices for stocks on any given hour of day?
I want to extract historical prices for stocks on hourly basis e.g. at `15H`, `16H` etc. Is there a way to extract this info using Eikon API? If yes than how?
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How retreive Yield RIC for a given Bon ISIN/Exchange from T&C DSS query ?
I tested Most of cases and TRTH returns Price RIC . Here the list used to query .…
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Excel Add In - How do I add the date as a column to a time series
I have the following formula which returns the correct closing price: =@RDP.Data("AAPL.OQ","TR.PriceClose","Frq=D SDate=0 EDate=-9998 CH=Fd RH=IN",B2) But the result does not include the date. And when I try to add the price close date in the formula builder, it replaces the priceclose... Basically i just want a column…
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Data point mapping questions
Hi all, After reviewing Appendix A Data Fields of REDI API Spec, we have some questions on data point mappings. Market Data: Is there a data point that tracks the percentage change of a security's current price compared to the last price? Position Data: Is there a data point that tracks the net intraday execution in shares…
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Quote Historic Data AdvDecline
Hi. Im looking at the ticker ".AD.N" advance declines. I can see the fields like VOLUME_ADV, VOLUME_DEC in the dataitem browser Is it possible to get historic data for this? Seems I can only retrieve the last date. I've tried: df,err = ek.get_data('.AD.N',['VOLUME_ADV'],{'SDate':'2020-09-01','EDate':'2020-10-30'}) This…
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Eikon Excel COM Not Streaming Price Updates Properly
Hello, Eikon Excel COM Addin is not updating prices in real time as it should be. Not all prices are updated on time. Sometimes, I have to manually click on "Refresh All Workbooks" to get the latest prices data. Shouldn't Eikon be streaming price updates to Excel automatically without human intervention? Thank you!
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Get cumulative abnormal returns
I need to estimate CAR for a bunch of bonds issuers, so I am starting by getting their closing price. I am unable to resample with a single index and get the data on different columns. bonds, err = ek.get_data( df['Ultimate Parent ID'], ['TR.PriceClose.date', 'TR.PriceClose'], {'SDate': '2020-01-01', 'EDate':…
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Trying to get forex forward curve historic, problems with NDA_RAW fields and Spot Date
Hi, I'm trying to get the EUR (for example) forward curve from yesterday and the day before. So, in Excel, I got: =@RHistory("EUR1M=";"NDA_RAW.Nda_date;NDA_RAW.Nda_ask;NDA_RAW.Nda_bid;NDA_RAW.Nda_days_maturity";"START:2020-10-07 END:2020-10-14 CODE:MULTI INTERVAL:1D";;"CH:IN;Fd";) This gives me the Date, Bid, Ask and Days…
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How do you change timestep of best limit quote to minute in API REST extraction?
Hello, I am using API rest in python to extract best bid/offer quote. Could you please tell me if it is possible to change the time step of the extraction? Because I want to get only the first quote of each minute. If so, what field should I add in my body request? Thanks for your support! Eric PS : I am not sure if I…
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For fetching EOD Pricing can I specify an Exchange identifier or do I have to manage an instrument l
For fetching EOD Pricing for all active equity RICs on an exchange, can I specify some type of Exchange identifier or do I have to manage an instrument list? I would much rather specify an identifier for an exchange and let the scheduled extract identify all the active RICs as opposed to maintaining an Instrument list…
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priceClose on may,18,2020 and june,25,2020 of SET incorrect
priceClose from eikon not match in SET website, how can i solve this?
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In what event RFA Java would send HST_CLOSE update
On August 26,2020 9:25AM eastern time just before market open, we subscribe EWA and gets HST_CLOSE in refresh event with August 24's close price, later subscription shows correct HST_CLOSE=20.73. So we suspect previous night's closing run is not done properly, and after 9:25AM there is an update on HST_CLOSE. I would like…
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Elektron Real-time....for Mortgage Backed securities are the fields for CUSIP and Pool included with
Elektron Real-time....for Mortgage Backed securities are the fields for CUSIP and Pool included with ERT? Example security CUSIP 36179U6D9
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Finding stock price changes on specific dates
I have a list of mergers and their respective rank, announcement, and effective date. I also have the ultimate parent of the target companies in the mergers. What I want to know is what the change in the stock price of the ultimate parent is on the different dates. Further I would like to know what the change in other…
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How soon does current day data arrive?
How soon is data from "DSS Time & Sales On Demand data" available for the current day's trade?
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How to interpret LSTSALCOND in SGX?
May I know what does different values mean for SGX LSTSALCOND? Thanks a lot!
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Multiple EventTypes in a Events History call
Hi team, I went through the learning material at : https://developers.refinitiv.com/refinitiv-data-platform/refinitiv-data-platform-apis/learning?content=46324&type=learning_material_item for the Historical requests using the Refinitiv Data Platform. I was wondering if it is possible to have more than one event_types-…