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Requesting multiple instruments of historical data at once is only returning the top data point?
I am trying to figure out the best way in the C# Workspace Data API to pull out historical OHLC data for multiple markets at once to increase the speed instead of doing one by one. Using this sample project: 2.1.01-HistoricalPricing-Summaries My issue is that if I have a list of symbols... in response1, where i pass a…
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How to accurately get data between your customised periods specified
Hi everyone, One thing that I am confused with regarding get_data_async, is that, depending on the datapoints I try and retrieve, I can't seem to get data within the scope of years that I specify. Say I have this for example: current_year = datetime.today().year start_year = current_year - 8 async with semaphore: #…
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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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ETF data for Issuer, AUM, NAV and other fields
I am currently trying to retrieve two types of data: Static Data and Historical Data. Below is a sample code that I've been working with, but I am having trouble identifying the correct fields to use. I would appreciate your help in correctly adjusting the Select or Fields sections. * For Static Data, I need the following…
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How to find expired bond options
Good morning, I am working on a project that requires me to get the RIC and historical price data for several assets. Some of those assets are options on interest rate futures, such as options on us 10yr notes futures for example. The issue I have is that some of these options that I need to get the RIC of are expired,…
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Getting historical options data
I want to be able to use Python for extracting options data from a database. For our project focused on modeling implied volatility surfaces, we require historical end-of-day (EOD) data for US options spanning the last two to three decades, including major well-traded symbols, as well as less traded symbols with sparse…
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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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Retrieving Quarterly Market Capitalization Data via Refinitiv Data Library's get_history() Method
Hello, I am currently working with the Refinitiv Data Library and attempting to fetch market capitalization data with a quarterly frequency using the get_history() method. Despite specifying interval='quarterly' as a parameter, I am only able to retrieve the yearly data. The quarterly values are available through the…
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Historical option data
Good morning, I have been extracting expired options data through the Refinitiv Data Platform API and a couple of questions have arisen: I am trying to extract data from the year 2000 to the present, but I am only getting data from 2015. Is this due to a limitation of the API? When extracting the data, the Greeks do not…
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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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https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalCriteriaSearch
We are fetching data from below datascopeAPI. Could you please check if any issue on below RESTApi ? This is product issue happening from Monday application fid: arbtick 2024-06-20 09:29:43 INFO: https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalCriteriaSearch 2024-06-20 09:29:45 INFO: Using standard…
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Incorrect Daylight Saving Time adjustment of historical Hourly summaries in NYSE equities
When requesting Hourly bars for NYSE equities we have noticed that the raw UTC time stamps have incorrectly been adjusted to account for Daylight Saving Time. The global metadata provides definitions for all existent time zones, which includes UTC offset, DST offset, and DST start and end dates, but only for the current…
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Data retrival for delisted ETFs
Hi Team, trying to get benchmark name and ric for several ETFs (using their respective rics). The following code works perfectly for listed/ active ETFs: fields = ["TR.FundBenchmarkName", "TR.FundBenchmarkType", "TR.FundBenchmarkInstrumentRIC"] ric = "SPY" benchs = rd.get_data(ric, fields=fields) However, for all delisted/…
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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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Incomplete 1-minute bars for IBM.N
We have noticed that there are specific 1-minute IBM.N bars that are incomplete when requesting historical summaries. Here is the request... var def = Summaries .Definition() .Universe("IBM.N") .Interval(Summaries.Interval.PT1M) .TimestampLabel(Summaries.TimestampLabel.startPeriod) .Fields("OPEN_PRC", "HIGH_1", "LOW_1",…
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Retrieve historical yield data for collection of bonds
I would like to collect certain firms outstanding bonds and get the average historical yield using python api. For example Swedish publicly traded firms in real estate sector, get their bonds that are in principal currency SEK and margin over index as type. I would like to get all active and non-active bonds' average bid…
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RD API Intraday Historical Prices
I am using historical_pricing.summaries.Definition RD API function and am trying to get intra-day prices at one minute intervals for a specific date. What should I set for the start and end dates ? response = historical_pricing.summaries.Definition( rics_list, start=start_date_ts, end=end_date_ts, fields = fields_list,…
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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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Fetching Poll, Min, and Max data for 'USJOB=ECI'
How can I get the Actual as well as the Poll data for 'USJOB=ECI' that comes every week? Though I tried it this way (code snippet attached below), I'm only getting the Actual data, and not the Poll data. import refinitiv.data as rd rd.open_session() df=rd.get_history( universe='USJOB=ECI', start='2011-01-01',…
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Extract larger Histo Events Data than Refinitiv data restriction
Dear Developer community i'm wondering how can i do to extract all Histo Event data for instruments, using refinitiv data library under .Net (C#) to get more than 10k points limit. Indeed, as it's the case using Rhistory Excel Function, i want to have the same data coverage extraction with using refinitiv data library with…
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I am being throttled by the usage limits for the Eikon Data API when I have played fairly
I am using the Eikon API with Python on Windows (with a desktop session). I am instantiating a historic_pricing.Definition class and calling .get_data() to retrieve a time series of hourly prices per RIC. query_definition = historical_pricing.summaries.Definition( universe=refined_rics, interval=interval,…
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Is there a method to retrieve historical minute by minute VWAP data?
I am using the RD Library and have tried using historical pricing summaries/ events as well as rd_get history. When using the "tick" interval, I am able to retrieve VWAP data. I see a post from 2019 stating this is not possible but I wanted to see if this has been updated. I am using the RIC "FLNT.O", I have noticed I get…
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Retrieving historical bid-ask quotes for bonds
Is it possible to retrieve historical values for the fields "PRIMACT_1" (bid) and "SEC_ACT_1" (ask)? Currently i can only manage to retrieve the live value from those fields through the eikon API. I currently use R for this, but i could also use python, if there is better support for the API there.
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How can I get the Open Interest data?
Can anyone please help me in fetching the Open Interest(OI) data for a given contract. I thought that the below data frame would contain a column for Open Interest, but it didn't. There may be a specific RIC for the same.
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rd.get_history and rd.get_data comparison
Greetings, I am in the process of developing an algorithm designed to extract specific dates and associated closing prices related to delistings, bankruptcies, or private transitions of publicly traded entities. Currently, I am encountering difficulties with the functionalities of rd.get_history and rd.get_data. Below, I…
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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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historical value of country of primary risk of a constituent
Hi, For certain constituent, the value of the fields, such as the country of primary risk, keeps being updated. Is it possible to have the historical value of these fields so that we could track the changes of the field values in history?
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Price momentum model using python
Hi! I am trying to download the historical PRICE MOMENTUM MODEL for stocks in the S&P500 using the API in python, but the request only gets the latest value available. This is the TR: TR.PriceMoCountryRank Could you help me with the right formula/code to download all historical data or at least from 2021?
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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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Issues downloading Economic Indicator history and even fields
Hi, i've got an issue downloading historic data for economic indicators. my code is this: df = rd.get_history( universe=['aUSSPDIVY'], interval="monthly", start="1924-03-01" ) print(df) aUSSPDIVY VALUE Date 2022-05-31 1.567599 2022-06-30 1.641982 2022-07-31 1.64768 2022-08-31 1.560287 2022-09-30 1.69635 2022-10-31 1.767346…
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Historical data for given data items
I want to extract the historical data for past 20 years through the following code, but still got only 1 row (with recent data). What would be the right way to do so? import eikon as ek instrument = 'USAW=ECIX' parameters = {'SDate': '-20Y', 'EDate': '0Y', 'Frq': 'Y', 'Points': 20} df, err = ek.get_data(instrument,…
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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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Extracting Coupon Change History using Python
Hello, I am looking at floating coupon bonds and would like to extract the Coupon Change History for a given ISIN. I've attempted to pull these values using Eikon Data API, but it does not seem to work: import eikon as ek ek.get_data('US00485YAB56', ['TR.CMOABSCouponRate.date', 'TR.CMOABSCouponRate'], {'SDate':…
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Python: Historical marketcap/shares outstanding for specific dates and stocks using RDP API.
Hi, I need to retrieve market cap at specific points in time. The code below works, but only for the current value: rdp.get_data( universe=[ "AAPL.O"], fields=['TR.TtlCmnSharesOut']) Any chance to pull the historical values. Btw. Mac OSX user, so cannot make use of eikon API. Thanks in advance!
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Memory usage of instrument metadata cache (InstrumentMeta object)
Our thick client desktop application provides a tool similar to Workspace Monitor, where our users can open a list of instruments with specific fields to monitor. Sometimes that list can be fairly large, up to 500 instruments. In profiling the memory usage in our desktop application we noticed that a large portion of the…
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Hi All, am looking for the backed(old) out for a time like in-between starttime, endtime duration fo
Hi All, am looking for the backed(old) out for a time like in-between starttime, endtime duration form ERT for a particular RIC. Tried going through the endpoints in API Playground but couldn't get the right API doing this. kindly advise.
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Opening a second stream with the same instrument but a different interval results in no data updates
If a stream is opened with a specific instrument and interval (AAPL.O and Daily) and then a second stream is opened with the same instrument and a different interval (AAPL.O and 1M) the second stream does not receive updates. It also happens whether the first stream is closed or left open. Code below... static void Main()…
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Seeing metadata error when subscribing to streaming summaries for specific instruments
In the HistoricalPricing - TSInterday project we're subscribing to streaming summaries with a Daily interval and are receiving the following error: "Error: Failed to load meta data. Failed to load Instrument Metadata for item: AUA04000524=WPAC". The same error is returned for US1DCP=. Here is the code that can duplicate…
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PM data exist when afternoon session is closed.
Hi, last year (29th Dec, 2023), I tried to get the data for blow information in Python: RIC = 'XAUFIXPM=', Fields = 'TRDPRC_1' It was closed for PM session so it was supposed to be 'none' data. However, I got '2078.4' which is the same as a day before '29th Dec, 2023'. And this cause big issues. Because of this, the…
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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