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Batched way to get a 12:00UTC intraday price for ~1,800 instruments without 1 request per instrument
Hi all, Setup LSEG Data Library for Python (lseg-data 2.1.1), Python 3.13 Workspace desktop session (localhost:9000) Daily job; the session's quota is 10,000 requests/day and 5 requests/second Use case Once a day I need the price at exactly 12:00 UTC for about 1,800 equities and futures across European, US, Latin American…
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MY service always return 429 error?
v1 authentication parameters username = xxx appKey = xxx Issue details Endpoint: POST https://api.refinitiv.com/auth/oauth2/v1/tokenError Grant type: password (scope trapi) Response: 429 {"error":"429","error_description":"Request rate too high."} Started: around [date, e.g. early September 2026], and it has continued…
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SDC platinum
I'm currently accessing SDC Platinum through the LSEG Workspace interface. Is it possible to download SDC Platinum data using Python? If so, could you please share a sample code?
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API access and rights?
On behalf of Client What DataGrid, Request-Reply, and Historical Pricing entitlements are included, including available endpoints, scopes, exchanges, instruments, data history depth, resolutions, and usage limits? What usage rights are covered for authorized users/devices, local storage, research, back-testing, algorithmic…
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L2 Access (MBP and MBO) Support via ERT_FD3_LF1 service (3 sec conflated)
Hi Dev, I’m looking for some clarification on the expected behaviour of MarketByPrice and MarketByOrder domains when using the ERT_FD3_LF1 service. When requesting MarketByPrice on a RIC such as AAPL.ITC with ERT_FD3_LF1, the response returned is: { "Type":"Status", "Domain":"MarketByPrice", "State":{ "Stream":"Open",…
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Why is Syntax Highlighting not appearing in newly created Codebook files while older files display c
The user reported that syntax highlighting in Codebook is not working for any newly created files and all code is being displayed as plain text. The issue has been occurring consistently since Saturday and was experienced throughout the entire day. The user confirmed the following: • A screenshot was provided showing code…
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LSEG DSS API - Price History
One of my clients has the following use case DSS Template- Price History If queried date is a Market holiday can Price history template provide previously traded price and date? If yes, what additional conditions/query should we be using?
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Specific BDR close price api questions
Brazilian BDRs listed on B3, e.g. AAPL34.SA, NVDC34.SA, MUTC34.SA. With ld.get_data(fields=["TR.CLOSEPRICE.date", "TR.CLOSEPRICE", "TR.Volume"], parameters={"SDate": 0, "EDate": -1200, "FRQ": "d"}) I get a daily series in BRL for the BDR itself. Which corporate actions is TR.CLOSEPRICE adjusted for on a BDR: splits of the…
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Specific limits of ld.get_data
I use the LSEG Data Library for Python (lseg.data) against a Workspace desktop session, calling ld.get_data. A typical call: ld.get_data(universe=<20 equity RICs>, fields=["TR.CLOSEPRICE.date", "TR.CLOSEPRICE", "TR.Volume"], parameters={"SDate": 0, "EDate": -1200, "FRQ": "d"}) That is up to ~24,000 rows. In a test of 55…
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Bad Request Requested universes response usingget_data
Hello, I'm having a problem using the get_data function in lseg.data. Specifically, if even a single RIC code is not recognized or is inaccessible, the query consistently returns the message “Bad Request: Requested universes.” Why doesn’t the get_data function under lseg.data behave as it did in the previous version (in…
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Retrieving insider transactions (Form 4) for a list of ~2,600 companies in a single request
I am a Master's student in Finance writing a dissertation on insider trading activity and acquisition premiums in M&A. My econometric analysis will be conducted in Stata, so what I ultimately need is the data in a flat file format (CSV or Excel) that I can import. 1. Insider transactions for a large list of companies I can…
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Symbology lookup returns no ISIN for US instruments — entitlement or licence? Hello Refinitiv,
I am rebuilding a research dataset at Copenhagen Business School — a panel of securities held by Danish households, 2000–2024, about 114,500 instruments — and I need each instrument’s identifier history: former ISINs with the dates they were valid. I use a desktop session through LSEG Workspace with the lseg-data Python…
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How can the client use Refinitiv Data Platform APIs on a physical machine while simultaneously runni
This case is for LCL in Paris The Workspace user is accessing Refinitiv Data Platform APIs through direct REST API calls. His objective is to access a broad range of data, including real-time, historical, and fundamental content. The user operates in two separate environments: a physical machine and a Citrix environment.…
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API query vastly greater than the values stated on Workspace desktop
When I try extracting data from .FTFADGI and .TASI, the data extracted is vastly greater than the values stated on the Workspace desktop app. I have included a screenshot of my code and the different results. Can you let me know why it fails to extract these two indices?
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RWFEnum does not contain "Meaning" value ?
Hello, While downloading RWFEnum dictionary from an ADS server (ads3.9.1.L1.linux.rrg) through the Websocket API. We observe that despite the different filters (3, 7, 0…), we are not able to get the "Meaning" (human readable) value for the dictionary. For example : { "Domain": "Dictionary", "ID": 3, "Key": { "Filter": 7,…
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Regarding 8207.T, the daily price data retrieved via the API is incorrect.
Hello Support Team, Regarding 8207.T, the daily price data retrieved via the API is incorrect. In addition to missing open price data for 513 days, there are 7 days in 1993 where OHLC inconsistencies occur. This issue is likely caused by a mismatch between JPX's data and the data held on your end (with a high probability…
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Data Coverage for Historic Bond Prices pre 1990
Hi, I'm working on a project that requires historic bond prices (ideally monthly) going back for a considerable time period. I start with a set of ISINs, then search a RIC (typically ending in RRPS) before downloading historic price data. However, I've found that not a single bond, even when issued before 1990, has any…
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How to Retrieve Documents from ADVFIL Using Filters in the CodeBook API?
To clarify, the client is looking to automate the extraction of Share Reclassification information from ADVFIL. However, this functionality is not currently supported within Workspace, and there are no available capabilities in Excel that would enable the automated extraction of this information directly from the…
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Inquiry regarding API News Feeds for Bond Issuers and Content Redistribution Licensing
I am writing to inquire about your API products and licensing terms regarding news data services. Could you please provide information on the following points? 1. Do you offer an API product that allows users to retrieve news articles filtered or searched by specific bond issuers (using Python or Java)? If available, what…
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⭐⭐⭐ PCN217783-Real-Time - Optimized Root certificate update
PCN217783 Summary On 03 October 2026, Real-Time - Optimized is updating its SSL root certificate from Comodo to Sectigo. Description What is the change? From the effective date, Real-Time - Optimized is updating SSL root certifcate from Comodo to Sectigo. To ensure continued connectivity, customers who manually manage…
