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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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Proper queries for options on futures using Python and Eikon API
Good afternoon, I try to request Eikon API from python to find EUA options open interest relative to strike prices. I want to get open interest for all strike prices of a contract, for example Dec24 (CFI2Z4). Please find below my code. I think the code i am using for options is wrong : 0#GCFI2Z*.EX Thank you for your…
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How do I avoid request limits for daily data over 20 years and many firms?
Hello! I am looking to obtain the (1) average daily bid-ask spreads in a year and (2) the days without returns in a year for about 20 years and 8000 firms. Unfortunatelly, requesting daily data for the timeframe and the number of firms is not possible due to the licences request limits. Is there a way to request this data…
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How to make a get_data request with a custom list of more than 100 tickers?
Hello, I created a list of actions with their datastream identifiers which I call here 'merge_universe' and would like to make a group request like: universe_merge_data=(ds.get_data(universe_merge,['CODOC',],last_year). However, when my list is longer than approy 50 tickers, the request fail. I would like to do avoid…
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Terms & Condition Reference Data
We are migrating to "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest" from "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest" Although the API End Point :…
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How to request or control data-consuming containing Fids instead of FieldNames using Websocket
Can somebody please tell me, how I can subscribe data to get fids instead of fieldnames in the fieldlist of an refresh- , update message or in a view, when using websocket api. In the forum here I only found, that in case of posting by websocket api this is not supported by ADH.
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How much is maximum number of Partial update API in one hour?
Hi, I'm XUENN's Developer, Eric. I'd like to learn how much is maximum number of Partial update API in one hour. I saw the Partial update API document, and there has a note. "The maximum number of World-Check screenings (including initial, rescreening, and ZFP ones) that a client can perform in an hour is limited " Please…
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IProvider - Managing temporary unavailability of data
Hi, please help me with this case. Scenario: Interactive Provider providing data to downstream consumers. For reasons external to the application, the Interactive Provider may not have yet the items requested by the consumers (e.g. in startup scenarios). If in this timeframe requests are received, they are replied with a…
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DPS enhancement request SC #10844601
Hi team, I tried to get in touch with you via e-mail, without success. Since this is the only way to contact you - at least what I am aware of - I am using this channel now: Can you please give me a status update regarding the enhancement request SC #10844601. Is it possible for me to access the SC request somehow? Thank…
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What is wrong with my Datastream downloading progress
I tried to download the daily data of the Baltic Dry Index (sticker BALTICF), however, after setting up like that, when pressing the "Process Table", there is no sheet popped up or generated. Could you please tell me how to sort it out? Best regards.
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Throttling Limits to RDP API
We are currently trying to integrate the `/data/news/v1` API (RDP API) and sometimes we get 503 error (service unavailable). We realize that we have reached the throttling limits and we are trying to adjust them by minimizing our concurrent requests. For that reason we would like to know how the throttling limits are…
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Stuck in an historic extraction request
I'm trying to download 2 minutes of data from yesterday morning but it's getting stuck in a 202 code , which it normally only does once or twice. I've attached the auth token, request body, request url and what the console is returning. Thank you Auth Token: (Added in private comment) requestbody: requestBody={…
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Multiple requestMsg for same streamId and RIC
Hi, please help me with the following issue. Scenario: EMA Interactive provider -> ADH -> ADS -> 2 consumers Consumer 1 starts and subscribes to a RIC. After some time, Consumer 2 starts and subscribes to the same RIC. On the EmaTrace of the provider side, I see 2 requestMsg coming from the ADH/ADS for the two consumers.…
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No rsslMsg in ReqMsg, NullpointerException thrown when registeriing client
Hi, we are connecting and getting market data ok, however we get repeated nullpointer exception after the service has been up for at least a day. Here we are getting snapshots every few minutes (ie. isSubscription=false). Restarting the service that talks to EMA fixes the problem. ReqMsg reqMsg =…
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How do I authenticate for requests PUT in Python?
I have problems getting requests.put working on the api in Python. The same way of authentication that works with GET and POST do not work with PUT. I want to make calls to this:…
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Difference between TRDPRC_1.close and .close
Hi, could you please explain the difference between TRDPRC_1.Close and simple .Close request field? I noticed, that TRDPRC_1 does not work for currencies, but works for indices. And simple .close works for both. Do I extract different data? Example EURUSDFIXM=WM and .SPX I am using RHistory API in VBA-Excel Thank you!…
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Hi Community, I am a newbie! Does anyone know a Phyton command for downloading Excel docs from the E
Hi Community, I am a newbie! Does anyone know a Phyton command for downloading Excel docs from the Eikon Commodities Library?
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What counts as one single request in get_timeseries()?
Say I am trying to get daily historical prices for two RICs; AAPL.O and MSFT.O. If I submit a request with a list of RICS, does that count as one request or two requests towards the daily limit? # List of RICs (counts as one or two requests?) prices = ek.get_timeseries(["AAPL.O", "MSFT.O"], start_date="1990-01-01",…
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EMA Java - Is it possible to open a stream in a paused state?
Is there a way to open a stream and make it not publish data until another request is made? The use case is that a warm server is on standby, it needs to make subscriptions in advance and pause the streams, so that when it takes over, it can resume/unpause and start processing OMM data as quickly as possible. I've tried…
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No Module named 'requests'
Hi all, I am hoping for a little help. In Visual Studio I am running some code and am getting an error with import requests, when I run the code, it tells me no module named 'requests'. However, if I run the same code in Jupyter notebook it works fine. I have run pip install requests in my environment and it is already…
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How to get decimal value with dots (100.10) instead of comma (100,10) in .Net SDK Solution?
Hi Team, We are using the ‘.Net SDK Code based: On Demand: large instrument lists’ and we passed the below attributes list Requested Field Names = { "RIC", "ISIN","CUSIP", "SEDOL" ," Bid Price”, Bid Clean Price”,” Bid Dirty Price”}; In the response file we have received value for “Bid Price” like “100,20” but we want…
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Receiving error "request timeout occurred" when downloading options data using chain RIC in Python A
Receiving error "request timeout occurred" when downloading options data using chain RIC in Python API.
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TRTH / DSS Timeseries Extraction 10-Year Bond 'Close Yield' Column is Empty
Hi, I'm noticing that when I try to retrieve 10 year treasury bond yield data for various countries, including the US (RIC: US10YT=RR), that the 'Close Yield' field (and the 'Universal Close Price' for that matter) is empty. In answering a related question about TRTH bond pricing, @nick.zincone.1 has illustrated exactly…
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Problems using TR.HIGHPRICE.
Hello everybody, I've been trying to request TR.HIGHPRICE for 12K RICs, for a period of 90 days. With no success, I've tried reducing the group of the request in terms of the amount of RICs and shorter time spans but I've got no luck so far. I've had better luck with TR.TotalReturn1D and other factors like it also…
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Where can I find the unit (thousands, millions, ...) of my data using Datastream via an Excel Reques
Hello, I am using Datastream via an Excel Request Table and I have the following question: Where can I see the unit of the data I receive? The data I need are income statement data from different companies in different countries and I used X(P)~USD to convert them all in one currency. But I am not able to find in what unit…
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Is there any API I can use to get Thomson Reuters data for Microsoft Power BI or another BI solution
I want to dynamically send parameters in the request and use an API to get various data. Something like : "api.thomsonreuters.com/?parameter=gdp&country=USA&dateFrom=01.01.2019&dateTo=26.04.2019"
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Datastream Data availaible via Excel Request-Table - But not via R-API
I have the following problem with some aggregated data variables which I want to download: Take the variable "@:ETNTL30(A12UPC)" for example (this also holds for several other variables). If I try to download the daily data from beginning of 2019 until today via the Excel-Request table, I get an output. But if I try…
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No data for TR.DivExDate, TR.DivPayDate, TR.DivAdjustedGross. Is it a Bug?
The request data_grid, err = ek.get_data(aRIC, [ek.TR_Field('TR.DivExDate'), ek.TR_Field('TR.DivPayDate'), ek.TR_Field('TR.DivAdjustedGross')], {'params':{'SDate': '2001-01-01', 'EDate': '2019-01-31', }}) brings back only null values (except the ric). For any RIC. Is this a bug?
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Why is DIRTY_PRC(field 3316) coming as a separate response and not with ASK, BID etc. Also, why is i
While using SessionManager.SendRequest() of ThomsonReuters.ElektronConnect and subscribe to the RIC US30YT=RR and US10YT=RR, Requested fields being 25, 1691, 22, 998, 3316, 134, 32, 21, 3309 and 130, I see that the reply comes as two responses. The first part contains field IDs like 22,25,130 etc and the second response…
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What headers must be in correct request? (at POSTMAN)
When I try to send test request to WC1 through POSTMAN, I got errors like that { "message": "Authorization header requires 'Credential' parameter. Authorization header requires 'Signature' parameter. Authorization header requires 'SignedHeaders' parameter. Authorization=Signature…
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[EMA C++]Request timed out
I develop with EMA C++, but I alaways get "Request timed out", the same time ,I can not get the result. request is as follows: result is as follows:
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[EMA C++]How to request SpreadTableCode
I develop with EMA C++, my question is how to request SpreadTableCode? Is there any example?
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Can not get streaming data with MARKET_BY_ORDER model by level 2 ric in HKSE
Hi, We are struggling with requesting Hong Kong level 2 data(sample ric<0700.HKd>) with RDMMsgTypes.MARKET_BY_ORDER message type. Last week your team confirmed that the DACS ID: NJ2_02_RHB_US69740 is permission to HKG. After working with the SDK, we still can not get data by *.HKd ric with MARKET_BY_ORDER model. In…
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Datastream Python API - ConnectionError
I have experienced in the last couple of days a problem with the Datastream Python API. If I want to download a list of fields (for instance RIC code, ISIN code etc.) providing a list of Datastream codes in the get_data function, I get the following error message: ConnectionError:…
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Requesting a World Check profile Using the World Check one API - SEQ 5C
I Am trying to work with the World Check One API with only SEQ 5c to fetch the profile by supplying the ID Please could you help what could be going wrong. I used the environment variable JSON file as provided and the JSON application request "Thomson%20Reuters%20World-Check%20One%20API.postman_collection"I have provided…
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Why is Eikon API so slow to retrieve data on economic indicators ?
Hello, When retrieving economic indicators' data from Eikon API (using Python 2.7 in my case), requests take 1-2 seconds to get a response.. On the markets, this is a huge time lag which penalizes me in my purposes. Is there any way to improve Eikon API response time ?? Thanks
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ThomsonReuters Request Examples
Are there any examples of Python codes for following different types of ThomsonReuter requests - 1.#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest [deals with things like symbology change (ie ric changes)]…
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Requesting for ISIN for the following asset funds
KEUSAGE:TB KEUEQIF:TB KASGBAL:TB KGLBOND:TB KASGEMO:TB KGBHCEQ:TB KGHLEUA:TB KGINFRA:TB KASGINC:TB KGLBEQT:TB KASGOLD:TB KGBPREQ:TB KGREATF:TB KAINDIA:TB KASINDX:TB
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Python: amount of datapoints allowed per request.
Hello everyone, I'd like to automate tasks in a proper way by taking into account the maximum amount of datapoints per request to Eikon API. Does anybody know if there's a number to it? Thanks for your time!
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Inconsistent number of data points returned for historical data request
I would like to raise your attention on an unexpected behaviour regarding the API's time series data request. I can reproduce the problem with the DataApiUsageExampleTimeseriesData that can be downloaded here with slight code changes. In TimeSeriesRequestExample.Launch() I set up a request like this: request =…