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How to pull whole list of active bonds for an issuer in python
In python, I need to download the full list of bonds that are currently active on the italian BTP curve. For each bond, I would like this information: -Cusip -ISIN -Dirty Price -Coupon -Last coupon date -Next coupon date -Issue date -Maturity -Description -yield to maturity For something else, I'm currently using the…
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Workspace is able to recognize specific SEDOLs but api fails
Hi, if you search 6195739 (sedol code), you'll get Chubu Steel Plate Co Ltd on Workspace; However, if I use rd.get_data(universe=['6195739'], fields=['TR.PriceClose']) it returns RDError: Error code -1 | Unable to resolve all requested identifiers in ['6195739']. However, if I use the corresponding RIC code: 5461.T, and…
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Refinitiv Python Connection Open session HTTTP Request id 0; get_date failed
Hello, I'm using Python and connecting to Refinitv.data. The script is run by Task Scheduler, after rd.open_session(), the get_data() function is failed to perform. It worked well when I'm using Jupyter. Below is the message. Would anyone be able to help me with the issue. Thank you for your help. Best, Tim
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What is actual master RIC to get all SPY and SPX options ?
Can you please tell me What is actual master RIC to get all SPY and SPX options ? . I want to download SPY and SPX options complete data of 5 years.
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From where can I get RIC decoder for SPY options ?
I got RICs like this while downloading RICs for SPY options SPYJT091317100.U, SPYJH171317100.U, SPYJT091316850.U how to decode them. where can I find rules to decode such RICs ?
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How to retrieve monthly institutional shareholding data for over 200 firms from 2003 to 2023 using E
Hi everyone, I am relatively new using Eikon API and I am also relatively unfamiliar with the code. I want to retrieve the monthly institutional shareholding data for about 200 firms from 2003 to 2023 without having to download the shareholder report for every company one by one. Specifically, taking one company's…
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How to efficiently and briskly retrieve datapoints for all SNP 500 RICs
Hi everyone, I am trying to retrieve some Fundamental and Reference data for all of the SNP 500 stocks. These datapoints include values such as Income before Extraordinary Items, EBIT, Capital, etc. Now, I am trying to asynchronously retrieve all of this data. At first, I tried to loop ethrough the list of the RICs of the…
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How to Efficiently Retrieve TR.PrimaryInstrument for Delisted Equities?
Hello everyone, I'm currently working on a project where I retrieve RICs and PrimaryRICs for a set of ordinary shares from various global markets using the Refinitiv Research API (EQUITY_QUOTES) through codebook. Then I use the PrimaryRICs to gather fundamental data for these companies. However, I've encountered a problem…
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Python for creating large databases
Good morning, I am needing to obtain a large amount of data for an institutional project at the University and I have not been able to do this, since the page collapses, as does the extension in Excel. They tell me that from Python there is a method to address this, I would appreciate any information about how I can use…
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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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Data Availability
I search for many variables, for example Board size data, for the listed firms in the GCC region (eg. Saudi, UAE, Qatar.., and there are only few numbers of firms has data, does this mean this database doesn't have data or maybe there is a correct way to search?
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Certain Refinitiv Data requests work individually, but not concurrently (Python)
Hi everyone, I have an issue regarding concurrency with functions using get_data(). My workflow is as such where I have multiple requests of get_data() and get_history() in different asyncrhonous functions that I am executing concurrently using Python's `asyncio` library. Now, the issue is, when these functions are…
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How can I retrieve in Excel historical swaption volatility surfaces?
I need to get swaption volatility surfaces for a time lenght of at least 8/9 years. I have 14 different exercise dates and 14 different tenors. It is for my master thesis. I looked up at the Q&A and I tried to insert them with RHistory function: =RHistory("EUR3MX1Y=TTKL; EUR3MX2Y=TTKL; EUR3MX3Y=TTKL; EUR3MX4Y=TTKL;…
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Retrieve all available fields in rd.content.search
Hi all, I'm trying to search for some information using the refintiv.data.content.search module I know there a re a lot of available fields that you can search for or use to filter. However is there a way of searching for all available fields ? Like this : response = rd.content.search.Definition(…
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Empty response when searching for derivative by underlying
Hi, I'm building a tool that requires me to search for information on derivatives. Here i'm trying to find some futures contracts. To find these contracts I have information on the underlying of the contract. I tried using the content search like so : df1 = rd.content.search.Definition( view=rd.discovery.Views.SEARCH_ALL,…
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Data quality check on equity
Hi, I am downloading the equity data and use they for analysis. It is required by regulation that the data quality test must be performed. So I wonder if Refinitiv performs the data quality test on the equities data (returns, volume, market-cap....), such as completeness, accuracy, consistency, etc, see below the table…
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Tracking Error
I am trying to get the tracking error item ("TR.FundTrackingError1Year") taken from the data item browser over an extended period The code below just gives me the last available value for item "TR.FundTrackingError1Year". * Is there a way to obtain the time series? I think "TR.FundTrackingError1Year" is just a static…
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eikon data on excel not working when launched with python
Hi, I have an excel file with eikon formulas and macros to update spot, swap points and do some math etc... I would like to launch that excel file using Python and execute the excel's macros also with Python. Manually everything works but when I use Xlwings or win32com to launch the excel with python, the dates are…
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NAV in Share Class Base Currency for Given ISIN
Hi, I try to request in Python via Codebook NAV in shareclass base currency and shares outstanding for chosen ISIN. I tried with ISIN: IE00B3XXRP09 which base currency is USD. In very first try I used code: instrument = 'IE00B3XXRP09' fields = ['TR.CompanySharesOutstanding','TR.NETASSETVAL'] history = rd.get_history(…
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Data Discrepancies
I am collecting the volume of global indices and some data differ from several sources. For example, the volume of the NASDAQ Composite Index on 2024 Apr 22 is 930,198,632 from Eikon, 4,437,904,398 from Factset, and 4,616,730,000 from Yahoo Finance.
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BID ASK Jumps
Please find below an example of pulling BID ASK Data: fields = ["TR.CUSIP", "TR.CLOSEPRICE", "TR.BIDPRICE", "BID", "TR.ASKPRICE", "ASK", "NAVALUE"] fund_data = rd.get_history(universe="VOE", fields=fields, interval="1D", start='2006-10-01', end='2006-11-01') I am seeing huge jumps in the BID-ASK spread (I have observed…
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Net Asset Value Jumps
Hi Team, I am referring to the picture attached, which shows the time series of the nat asset value (NAV) for ric EEM (iShares, Inc: iShares MSCI Emerging Markets ETF) along with the closing prices retrived using python get data function. The values for NAV seem very low before Jul 2008. In terms of returns both are pretty…
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Executive compensation and performance data
Hi, can someone let me know where I can find the data regarding executive officer compensation and their performance matrix on Refinitiv workspace?
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How to get expired options using Excel Workspace
Hi. After trying different alternatives, I am unable to retrieve historical bid, ask, and options Greeks data for the S&P 500 using Excel's Workspace function. Although I can extract them using Python without issue, I'm encountering the limitation of 10,000 daily data points. My question here is whether it's possible to…
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Alternatives to TRDTIM_MS and TIMACT (Equities Data Model)
Our current codebase uses TRDTIM_MS and if it is not present, falling back to TIMACT to fill the "timestamp" field of our internal business object for downstream data processing. The problem is, we are just aware that both TRDTIM_MS and TIMACT are marked as deprecated. Is there a way for us to understand the reason why…
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Extraction of all the companies dividend data without listing in instruments. Is it possible ?
Hi, I have been trying to extract dividend data for all of the companies in the database. However, it seems cannot be done without listing the instrument. Is there some way that I could do that ? Thanks in advance
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can not get the api data
this is our machineId: GE-A-10288435-3-16229 Unable to get data. Code 403, Message: {"error":{"id":"d5163dd0-de03-4860-b6ff-475a1e12766c","code":"insufficient_scope","message":"access denied. Scopes required to access the resource: [trapi.data.historical-pricing.events.read]. Missing scopes:…
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How can I correctly obtain your HPA Java SDK tool?
We are using Java and we expect to use RESTful HTTP requests to retrieve the K-line data for stocks. Here is an example: https://api.refinitiv.com/data/historical-pricing/v1/views/intraday-summaries/0700.HK?interval=PT5M&start=2023-08-01T00:00:00.000000000Z&end=2023-10-30T18:00:00.000000000Z&fields=BID,ASK,OPEN_PRC. Our…
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Fundamental data: Difference between "TR.F.*'" and "TR.*" fields with missing data
I'm running a python API query in search of fundamental data of a company, and am looking for: - What is the difference between "TR.F.*" fields and "TR.*" fields - How come the data for both fields have a different history? There seems to be a difference between "TR.F.TotRevenue" and "TR.Revenue" in the datasource used to…
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Dxy data problem, maybe need to know the time zone of TR.CLOSEPRICE.date?
I use eikon api to get dxy data, such as TR.CLOSEPRICE TR.CLOSEPRICE.date but data I got is not the same as I found on some fin websites. I think the problem is due to TR.CLOSEPRICE.date is not the same as I saw on other sites. For example, the following are I get from eikon api, Instrument Close Price Date High Price Low…
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[OMMSTREAMING_PRICING_0.0] on_ws_error: Exception: [Errno 111] Connection refused
Trying to get data for anything gets me the above error message. my code: df = rd.get_data( universe="aUSSPDIVY" ) print(df) it runs forver, doesnt break or so, just keeps printing the same error row after row after row: when i kill it, i get the following trace: File…
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Company Delisting Study
Output.csv.zip Greetings! I am writing to seek your expertise in enhancing a sophisticated codebase designed to extract Reference Instrument Codes (RICs) from the three principal U.S. exchange markets: NASDAQ, NYSE, and NYSE American. This code efficiently retrieves both historical and current data, focusing on detailed…
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Historical AuM (and other data) of PE Fund Managers
Dear Community, I'm working on a project to analyze the investment behaviour of different groups of fund managers in the PE universe. Therefore, I'm considering PE deals within the last 15 years. In order to control for firm size, it would be optimal to retrieve historical AuM for each firm for each year (expanding this…
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FCF estimated data from Eikon API doesn't match WS
Hi everyone, I'm confused why the historical free cash flow estimations don't match that of Workspace? Please have a look at the screenshots below: AAPL, Free cash flow estimations from Eikon API AAPL, historical free cash flow estimations from WS In the first photo, the free cash flow estimations (Mean) are highlighted in…
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How to do fund performance analysis using Refinitiv.Data?
I'm a student doing my master's thesis and I've been instructed by my former supervisor to use Refinitiv dataplatform so seek data and do calculations needed for the thesis in Python. I've been trying to figure things out with documentation and tutorials for weeks and I'm unable to proceed. Also I'm not able to get any…
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Unhashable type: 'list' with rd.discovery.search
Hello everyone, I try to retrieve bond data with rd.discovery.search function using Python: start_year = 2021 end_year = start_year + 0 start_date = datetime.date(start_year, 1, 1) end_date = datetime.date(end_year, 11, 30) df = rd.discovery.search( view=rd.discovery.Views.GOV_CORP_INSTRUMENTS, top=10000,…
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Besides CodeCreator, is there an overview of all kinds of different data that can be accessed using
I'm a complete beginner in programming and I'm generally still struggling with Python and the programming environment, but I've been able to pull some data using the Get started guide. However, I still lack a complete overview of all possible data that I can query via Eikon. The CodeCreator in the Refinitiv Workspace is…
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Downloading Complete Financial Statements from the Main Market of a given EU stock exchange (precisl
Hi, I am wondering whether I can and how can I download Annual Complete Basic Financial Statements (Annual: Balance Sheet, P&L/Income Statement , Statement of CF, Changes in Equity, if in refinitive ESG especially G data is available, then I'd like it too, but Basic Financial Statements are a priority) from the Main Market…
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Issue with data from get_data()
Hi, I found some data from get_data() just provides previous data if today's data doesn't exist. now that i found some data are the same as previous. i don't know if that data are just the same as previous or error happened. does it happen that only 'date' value is updated but 'price' doesn't? Please confirm and let me…
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How to convert the ticker to RIC and then retrieve the market cap?
Hi, I encountered a problem as mentioned in the title. Currently, I have two ways: 1. rdp.convert_symbols(), where rdp is refinitiv.dataplatform 2. ek.symbology(). Take ['AAPL' , 'MSFT'] as an example. I found method 1 always requires a login and requires to open a session. Is that possible to avoid this issue. I mean only…