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Return RICs based on their return and Lipper Category
Hello, is there a way to return all lipper RICs with fund objective based on their Lipper category and return. For example I would like to get all Lipper RICs that are under "Money Market USD" Lipper category that had price return from 0 to 5% from 31/12/2022 to 31/12/2023 and 2 to 10% return from 31/12/2023 and 31/7/2024.…
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How Can I Access Intraday Data of Gold Future Before 2023?
I am looking to download high-frequency gold futures data from before 2023, with a frequency of 5 minutes. I know that the Eikon API only supports downloading high-frequency data from the past year, which does not meet my needs. I have learned that the Tick History REST API might support my requirements, but I am unsure if…
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Get price data for expired option by ISIN
Hi all, I'm looking to get historical price data for an option, that I have the ISIN for. However rd.get_history only accepts RICs, and converting ISIN to RIC for expired options seems not possible, as expired options are removed from search as soon as they expire. Any ideas for a workaround ? Thanks !
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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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"Too many requests" when trying to download historic bond yields
Hello - I need to download historic yields for bonds -- and the size of the download would be too big for Excel. When I increase the size of the download, I get errors, usually this one: "RDError: Error code 429 | Too many requests, please try again later." I've also just had timeouts or it returns empty data frames. Below…
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Random erroneous updates for GOOG.O and others
We have noticed that we receive erroneous updates randomly during the course of a trading day. For example, with 5-minute GOOG.O we received the following update: It's almost 4 points below the previous trade. Here's what it looks like in our chart: Here's the relevant code to create the log file I referenced above: //…
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Bond price difference
Hi, Using Eikon API I am getting totally different BID and ASK prices whether I use CH22439734= (given me by Eikon application whenever I search for CH0224397346) or CH0224397346. For example I get prices above 110 if I used the following bid_ask_df1,e = ek.get_data(["CH0224397346"],['TR.BIDPRICE', 'TR.ASKPRICE',…
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1-min VOD.L data request through Summaries Stream is returning empty data table
Using the latest Refinitiv Data Library for .Net. If I request 1-minute data for VOD.L the data table is empty. The Raw property shows the JSON data is there but not in the table. Here's the code... string symbol = "VOD.L"; var stream = Summaries.Definition(symbol) .Interval(Summaries.Interval.PT1M) .Fields("DATE_TIME",…
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rd.get_history does not return values for granular intervals
Hi there. The rd.get_history method does not appear to be returning prices for granular intervals. this code: testobj = rd.get_history(universe=CLF3^2, fields=['TR.SETTLEMENTPRICE'], interval="daily", start="2022-11-12", end="2022-11-25" ) print(testobj.shape) testobj (9, 1) CLF3^2Settlement PriceDate…
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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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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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rd.get_history() getting data before start date
rics = 'ABB.ST' start = '2020-01-01' end = '2024-02-15' rd.get_history(universe = rics, fields = "TR.CompanyMarketCap", start = start, end = end)' I am running the code above and the returned data is as below: as start is 2020-01-01 why do I get data for 2019-12-30?
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python API error code 429
Hello, I am trying to download hystorical data by using python Eikon API but I got this error message: 2024-05-13 08:24:22,509 P[5976] [MainThread 23728] Error code 429 | Client Error: {"message":"Too many requests, please try again later."} Wait for 56138 seconds. 2024-05-13 08:24:22,509 P[5976] [MainThread 23728] HTTP…
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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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How can I download price data only on trading days?
Hi, I'm using the Excel add-in (workspace), and I need to download price data for different companies using a table request (datastream). I need to download data only when the market is open, on trading days. How can I do it? Thanks for your help
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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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API connection failure
Hello, The Python API does not respond anymore: Thanks
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How to download historical data of 10 year US treasury note fututes?
Hello, I am using the web service at https://workspace.refinitiv.com/web. I do not know how to find and download the historical data of 10 year US treasury note fututes. Could anyone please help me?
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How can I get NOSH history of a company ?
Hello, I'm currently exploring Eikon as part of my apprenticeship , and I'm interested in understanding how to access the historical NOSH data for a company (for instance Euronext ENX.PA) Upon navigating to the price history section, I've observed that it only allows me to extract information related to price and volume. I…
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refinitiv in excel
hi, I have created a formula for the last trade prices, but I can't make the interval show in seconds instead of minutes. Is there any way to do this? =@RHistory($A$2:$A$15,"TRDPRC_1.Timestamp;TRDPRC_1.Close;TRDPRC_1.Open","START:"&$C$3&" END:"&$D$3&" CODE:SEDOL INTERVAL:1M",,"TSREPEAT:NO CH:IN;Fd",D8)
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Multiple prices for the same RIC and date
Hello, I'm working with Brazilian date and found that for some stocks, when I retrieve the price date, the query returns multiple lines for the same date. Is this because my date field is based on TR.PriceClose (i.e.,TR.PriceClose.Date)? Here is the code (FYI, this RIC is an equity forward. The underlying is PETR4.SA)…
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Looking for alternative to DSS rest api Extractions/ExtractRaw in RDP.
Hello, Can you please help me find an API in RDP which works similar to this datascope API https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw. We want an RDP API call to get all historical value dates for a currency ? Say INR=.
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Getting data for delisted RIC using reference data
Hi Refinitiv Support Team, I am trying to download data from companies whose shares have been DELISTED from trading at an exchange in the past. In the following you find under: * code that tries to download stock prices for YAHOO that was delisted in 2017. This code gives an error message and returns no data. * Code that…
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"No data available" error through API but it is in Eikon
Hello, I am trying to retrieve data for some Saudi stocks, e.g. RIC 4130.SE, with Python using: candles = ek.get_data(instruments = "4130.SE", fields=["Open","High","Low","Close","Volume"], start_date = "2010-01-01T00:00:00", end_date = "2023-11-01T00:00:00", interval='daily', corax = 'adjusted') However, I just get about…
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Expired option data no reponse
I used the same code below to request the put and call option data, which are both the same strike prices and the same expiration date. However, the only call option has data output, while the put option has no output and warning as follows. #call option expOptnMrktPrice = rd.get_history( universe='AAPLI012319000.U^I23',…
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RDP OHLC when start date is earlier than first trade date
I am using RDP to request the price data for list of rics with different first trade dates. Since they have different first trade dates, I'm using a start_date_str_YYYYMMDD="2007-01-01". However I realize if the start date is earlier than the first trade date. The returned data fills the data incorrectly. First off it has…
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How to get minute wise data of past 3 years of SPX
I have been exploring DSS for the past few days. I've skimmed through the REST API tutorials which use postman and have so far been successful. I am currently trying to write a python script to extract minute-wise data of the past 3 years of SPX futures and options and with the help of…
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Unable to Retrieve 1-Minute Historical Bid and Ask Size using Refinitiv's Python SDK
Hello, I am trying to access historical bid and ask size data for the instrument HKY.OL on a 1-minute interval using Refinitiv's Python Software Development Kit (SDK). However, I'm consistently receiving NA values for both bid and ask sizes. Here's the code I've been working with: import datetime import refinitiv.data as…
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How to get multiple bond history prices in bulk through the eikon API
How to get multiple bond history prices in bulk through the eikon API? RIC code: CN175143SH= , CN113672CB=
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How to Access Average Daily Volume and Minimum Order Size Data via the Historic Pricing API
I am trying to access Average Daily Volume and Minimum Order Size data via the Historical Interday API call. I have tried using the fields VMA_30D and MIN_ORD_SZ, but I get back the message "The universe does not support the following fields: [VMA_30D, MIN_ORD_SZ]." The exact url with field parameters I am using for the…
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How do I get historical bond data over longer periods?
Hi, I am looking to get historical data on bonds (Yield and Price) going back ten years, or even more. Ideally on a monthly basis, at the end-of-month. The results I got only date back to 2021. I've been trying with the following code: import refinitiv.data as rd import refinitiv.data.content.ipa.financial_contracts as rdf…
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Dataframe with wrong start date
Hello, I'm trying to get close prices of different RIC for only one day. I use the following code in python : df = rd.get_history(universe=["KWc1","KWc2", "1001602NNET", "1001602CNET","1001602RNET"], fields=["TR.CLOSEPRICE"],start ='2023-07-18', end = '2023-07-18') However, the dataframe which is returned from this call is…
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get_history different BID ASK in 5 min interval between eikon and codebook
Hi, when retrieving 5 min intervalls of IBM.N for 2023-07-03 i get different Bid Ask Prices. e.g. Eikon GUI (left part in screenshot) 2023-07-03 15:35 Bid=133.03 Ask=133.09 via Python in Codebook : Bid=133.86 Ask=133.89 Q: why are these price so different and which price is the right one? plus: I'm interested in the "last…
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How to get the historical dirty price of bond in bulk
As I known, I can get one bond historical dirty price via the following way. from refinitiv.data.content.ipa.financial_contracts import bond response = bond.Definition( instrument_code=code, fields=['DirtyPrice'], pricing_parameters=bond.PricingParameters( market_data_date=startDate)).get_data() print(response.data.df) Is…
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TR.CLOSEPRICE currency conversion does not work
Hello, I am looking to pull historical prices for a large number of ISINs across different asset classes. I am using the following formula: df2, err=ek.get_data("ANN4327C1220",["TR.CLOSEPRICE(Adjusted=1).date","TR.CLOSEPRICE(Adjusted=1).value", TR.CLOSEPRICE(Adjusted=1).date.currency ],…
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No OHLC data for CLZ2 (1 minute bars).
Hello, I downloaded history market data for instrument CLZ2 (1 minute bars). There are empty fields (Open, High, Low, Last) for some bars: #RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Open,High,Low,Last,Volume CLZ2,,Market Price,2022-08-22T00:01:00.000000000Z,-4,Intraday 1Min,88.6,88.6,88.59,88.59,4…
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Looking for historical data for 52 week highs
Hi, Using the Eikon API, I'm trying to use ek.get_data to get historical data for a stock index (0#.SPX) in order able to calculate how each index component's closed on each day compared to its 52 week high as of that same day. However, it appears that "TR.Price52WeekHigh" does not include historical data, only a stock's…
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Extract the adjusted tick price with TickHistoryTimeAndSalesExtractionRequest
Hello guys, I am using the DSS API to extract the tick price of stocks, but given the stock split, is it possible to extract the split ratio adjusted price? Below I pasted my sample JSON. Thanks for your time and support! { "ExtractionRequest": { "@odata.type":…
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Bar intervals
When requesting bars from the RDP API what bar intervals are avalible ? Is it only the intervals listed in the Interval enum ?
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Instrument RICs: FB.OQ and META.OQ for Facebook (Metaverse) are not availalbe for DSS API
I am extracting intraday trading prices for FB.OQ and META.OQ from 2022-01-01 to 2022-07-01, but can only get META.OQ data after 2020-06-09. I pasted my JSON script below { "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",…