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Refinitiv Data Library for Python: Error code 429
Hello, I'm using the Refinitiv data library for python. In particular, I'm using the following function and have been getting some errors for too many requests. Using rd.get_history(), we were pulling data for a total of 6,458 RICs, separating the requests out into loops of 100 RICs and 3 fields. We've only submitted…
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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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Refinitiv Data API performs worse than Eikon on large universes
Hello. I've recently been looking at implementing the Refinitiv Data Library in existing code over the eikon library. I've found that when large universes are specified, the refinitiv data library performs significantly worse than the eikon library. Following some testing some strange results were found. For example: When…
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PORTS data pulled in API
I am trying to compile a list of all vessels that have left a list of ports. I have checked the 'PORTS' app. This works well but doesn't have origin port or commodity as columns in the result. I would like to pull this in Python too if that's easier. I have a list of 17 berths. I am trying to figure out how to generate a…
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rd.getHistory with Interval = tas and Conditions
I am trying to retrieve the 'CONDITIONS' data when calling rd_getHistory with the Time and Sales ("tas") interval for equity instruments: df = rd.get_history(universe, start = "2024-07-18T13:30:00.000", end = "2024-07-18T20:00:00.000", fields=["TRDPRC_1","TRDVOL_1","CONDITIONS"], interval = "tas") In Workspace if I display…
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Refinitiv Data Library for Python: Call limits
Hello, I'm using the Refinitiv data library for python. In particular, I'm using the following functions and have been getting some errors for too many requests. For rd.discovery.search() and rd.get_history(), I've been getting: RDError: Error code 429 | Too many requests, please try again later. For rd.get_data(), I've…
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Eikon get_timeseries migration to rd.get_history: Fields to specify?
I am migrating from Eikon Python API to Workspace Python API, and the Eikon call to get_timeseries is now get_history. get_timeseries used to return Date,HIGH,CLOSE,LOW,OPEN,COUNT,VOLUME by default for bar type data. Is the below call equivalent: df = rd.get_history(universe = [Symbol_T], end = Date_T,…
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How to match Workspace TRDPRC_1 on charts with Refinitv .Net API HistoricalPricing Summaries
Hi, I am looking to match up API data to Workspace chart data. Using the .Net sample for historical pricing summaries, I'm finding that TRDPRC_1 sometimes doesn't match that shown in Workspace, wondering if I need to use a different field etc.. This is the sample code: // Retrieve Interday Summaries with P1D (1-day…
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How to Retrieve and Parse Metadata More Efficiently in the News service on RDP API?
Is there a more organized way to retrieve metadata information within the News service? The current script, rd.content.news.story.Definition("urn:newsml:reuters.com:20240508:nL4N3HB510:3").get_data(), outputs metadata in a format that is difficult to parse.
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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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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 holdings statements using RDP API library
Hi, I want to get holdings-statements data from the RDP API, using the .NET library, but I don't manage to get a successful response. The way I request data is: EndpointRequest.Definition(url).Properties.BodyParameters((JObject)JToken.FromObject(holdingsStatementsRequest)).GetData(); Where holdingsStatements is the object…
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Forward Valuation as on specific Time & Date using refinitiv.data.content.ipa.financial_contracts.cr
By default forward valuation takes Spot as of NY Close. Tried passing datetime string. But its just taking NY Close. Is there any other parameter which an help to take spot rate as of a particular time ? pricing_parameters=cross.PricingParameters( market_data_date=specific_date_and_time,…
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refinitiv.data returns error while session was sucessfully opened
I am trying to run RDP library with Eikon Desktop, and experieincing to see below error while the session was successfully opened. import refinitiv.data as rd from refinitiv.data.content import symbol_conversion rd.open_session() An error occurred while requesting URL('http://localhost:9000/api/status').…
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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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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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Going delisting data
Hi everybody! I am currently exploring methods to obtain a comprehensive list of companies along with their respective delisting announcement dates, utilizing Codebook. This requirement is akin to the functionality provided by the advEvents application. While I am able to generate a list of delisted companies through a…
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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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Error when connecting to refinitiv-data module
Hi, I am using the following code to connect to Refinitiv using the Refinitiv-data module, but I am encountering some session error. What can be done about it?
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Is it possible to set up and use refintiv.data in Python on a Linux machine, or am I restricted to a
Hi, The restriction of using eikon in Python while running the application, and since it is not available for Linux, has been a cause of consternation. However, refinitiv.dataplatform has provided a workaround. As it is being depreciated, I wonder if it is possible to set up refinitiv.data without running the Refinitiv…
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Unable to install refinitiv.data in python.
I am unable to install refinitiv.data in python. I am currently using pip install refinitiv.data. I have attempted to install this in pycharm, spyder, and cmd/terminal. Any help would be greatly appreciated. Please see attached images for the error
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Best approach for requesting latest values for option contract fields
Using Refinitiv Data Library for .Net, what is the recommended way to request the most recent data for options contracts? We have a tool in our product similar to OptionWatch that lists available options contracts for a given base instrument along with the most recent values for relevant fields like Bid, Ask, Open…
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Incorrect prices in Update events after closing and opening streams of different intervals
Using the latest release of the Refinitiv Data Library, we're seeing an issue where the Update values for a 1-minute stream are being populated with the latest Insert values from the Daily stream. Screenshot from MetaStock in the comments. The steps are to open a chart of one instrument (AAPL.O) with a Daily interval,…
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Problem in converting ticker to RIC by refinitiv.data package
Hi, I encountered a problem in converting tickers to RICs in Refinitiv. 1. However, before I move to next step, I found I suddenly have problems in retrieving data from refinitiv. After I set my app key and opened session by rd, there is always an error showing as follows: An error occurred while requesting…
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How can I assign a specific region of RTO in Refinitiv Data Labrary?
How can I assign a specific region of RTO in Refinitiv Data Library?
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Downloading documents via documents API
I am trying to download company research documents via API. For a given document ID, I am trying to use the "https://api.refinitiv.com/data/hvmi/v1/documents/download" endpoint to download the file. Here is my python script: import refinitiv.data as rd rd.open_session()…
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refinitiv.data not able to retrieve RDP access token (Error code 401)
Hello, Recently I received Refinitiv Workspace and am using it instead of the old Eikon application. I am using the eikon and refinitiv.data API via Python. The eikon API works without any issue, however when I try to retrieve data using refinitiv.data I receive the error code 401 with the following message: When opening a…
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load futures option market daily data for a whole chain in a single query
Can I load future option market daily data for a set (potentially all) options on a specific future, for example for: For example: December 2023 monthly options expiring on CLZ3 open/high/low/close/volume/last_bid/last_ask daily for the past [2] days In one query. I am currently loading all RIC's for future option chains…
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Efficiently querying multiple tickers in one query
In the function refinitiv.data.get_history I can query data for multiple RIC's at the same time, however, under the hood, there is a for loop that requests the data for each ticker separately, eating up 1 API call per RIC instead of per query in my API call limit (grabbing the last 1min bar for 100 futures RIC's eats up…
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Streaming 1min bars from Refinitiv Data Library for Python
Does the Refinitiv Data Library for Python (link) support streaming 1 minute OHLC bars? I.e. allow to open a subscription and await/stream the bars as they come in, using a websockets-like event based framework. As opposed to having to query them repetitively with the REST rd.get_history function. I asked this question…
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Requesting HistoricalPricing.Summaries does not work for RICs containing "/" when using Eikon
When requesting RICs that contain "/" characters e.g. "aUSCCORYE/A" the result is a "404 page not found" error. This works using Workspace but does not work when using Eikon (4.0.64012) I Modified Example "2.1.01-HistoricalPricing-Summaries" to reproduce this: var response = Summaries.Definition("aUSCCORYE/A")…
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ReadTimeout on simple requests
I'm just getting started with the Refinitiv Data Library and trying to go through some of the examples contained here: https://github.com/LSEG-API-Samples/Example.DataLibrary.Python/blob/main/Examples/2-Content/2.04-ESG/EX-2.04.01-ESG.ipynb However, I get stuck on even the most basic ones like: response =…
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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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Refinitiv Data Platform Library (Typescript) timeout
Hi all, I am trying to Get multiple fields for multiple instruments and I have only got a 10second window as there is a default 10 seconds timeout error when it takes too long for the API to give me a response. Is there any way for me to set the timeout to a longer timeframe like 30 seconds? Thanks,
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Throttling API requests using refinitiv.data
Hi All, I am trying to extract prices using the following screept. import refinitiv.data as rd rd.get_history( list_RIC, fields=['BID','HIGH_1', 'LOW_1','MID_PRICE','ASK','ASK_HIGH_1', 'ASK_LOW_1'], start = '2022-12-31', end = '2023-06-30', interval="daily" ) The language used is Python. the library is refinitiv-data 1.4.0…
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Refinitiv Data Library (Python) - Cannot prepare connection OMMStreamConnection
Hello all, I have been facing an issue today and I am unsure about how to rectify it. When trying to fetch data using the get_data method I receive an error as follows: refinitiv.data._errors.RDError: Error code -1 | Cannot prepare connection OMMStreamConnection name : ThreadOMMSTREAMING_PRICING_0.0 state :…
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Error Code -1: The access to field(s) denied
I'm encountering an access denied issue while trying to retrieve the TR.FiFirstCouponDate field using the Refinitiv Data Platform (RDP) APIs. Here's a summary of my situation and the code I'm using: I successfully obtained the FirstCouponDate for a cusip while Eikon Desktop App is running in background with the following…
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Refinitiv Data API vs Eikon API for event data
Hi Folks, Has anyone successfully used the Refinitiv Data API to query for event data? I'm attempting to do something similar to the examples that I see using the Eikon API below, but get back an empty data frame. Thanks for any insight! import eikon as ek ek.set_app_key('YOUR_EIKON_APP_KEY_HERE')…
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Historical volatility surface or option data
Hello, I am looking for a way to retrieve, via either Eikon API or Refinitiv Data Library for Python, the historical volatility surface (ie at any given date, a matrix of IV with option strikes along cloumns and option tenors along rows) of options on both equity indices and individual stocks. Alternatively, it would…