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Olivier Davant
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‎Examples/1-Access/EX-1.01.01-GetData.ipynb‎

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"cell_type": "markdown",
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"metadata": {},
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"source": [
7-
"# Refinitiv Data Library for Python"
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"----\n",
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"<img src=\"../../files/refinitiv.png\" width=\"20%\" style=\"vertical-align: top;\">\n",
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"\n",
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"# Data Library for Python\n",
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"\n",
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"----"
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]
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},
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{
@@ -54,7 +59,9 @@
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"\n",
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"If you have any questions regarding using the API, please post them on \n",
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"the [Refinitiv Data Q&A Forum](https://community.developers.refinitiv.com/spaces/321/index.html). \n",
57-
"The Refinitiv Developer Community will be happy to help. "
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"The Refinitiv Developer Community will be happy to help. \n",
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"\n",
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"----"
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]
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},
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{
@@ -108,7 +115,7 @@
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{
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"data": {
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"text/plain": [
111-
"<refinitiv.data.session.Definition object at 0x7f88af996c10 {name='workspace'}>"
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"<refinitiv.data.session.Definition object at 0x7fdefb29fc50 {name='workspace'}>"
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]
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},
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"execution_count": 3,
@@ -161,98 +168,98 @@
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" <tr style=\"text-align: right;\">\n",
162169
" <th></th>\n",
163170
" <th>Instrument</th>\n",
164-
" <th>BR_LINK5</th>\n",
165-
" <th>GV1_DATE</th>\n",
171+
" <th>SEE_RIC</th>\n",
172+
" <th>ASK_TIM_NS</th>\n",
173+
" <th>ACT_FLAG5</th>\n",
174+
" <th>CRS_SEQNO</th>\n",
175+
" <th>QUOTIM_MS</th>\n",
176+
" <th>HLT_RSM_NS</th>\n",
166177
" <th>GEN_VAL10</th>\n",
167-
" <th>DELIST_DAT</th>\n",
168-
" <th>TRDTIM_MS</th>\n",
169-
" <th>BID_ASK_DT</th>\n",
170-
" <th>PROD_PERM</th>\n",
171-
" <th>CB_INST_T2</th>\n",
172-
" <th>BLKTRDVOL</th>\n",
178+
" <th>IRGPRC</th>\n",
179+
" <th>HLT_RSM_MS</th>\n",
173180
" <th>...</th>\n",
174-
" <th>BLK_TRDID</th>\n",
175-
" <th>SUS_DATE</th>\n",
176-
" <th>52W_HIND</th>\n",
177-
" <th>CUM_EX_MKR</th>\n",
178-
" <th>CF_LOW</th>\n",
179-
" <th>CF_BID</th>\n",
180-
" <th>LOW_T_MS</th>\n",
181-
" <th>IND_AUC_TP</th>\n",
182-
" <th>SEC_ACT_4</th>\n",
181+
" <th>OF_NUM_MOV</th>\n",
182+
" <th>TOT_MOVES</th>\n",
183+
" <th>IMB_ACT_TP</th>\n",
184+
" <th>LIST_DATE</th>\n",
185+
" <th>OFFBK_HIGH</th>\n",
183186
" <th>OFF_CD_IN2</th>\n",
187+
" <th>BLKTIM_NS</th>\n",
188+
" <th>HALT_RSN</th>\n",
189+
" <th>PROV_SYMB</th>\n",
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" <th>CAN_PRC</th>\n",
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" </tr>\n",
185192
" </thead>\n",
186193
" <tbody>\n",
187194
" <tr>\n",
188195
" <th>0</th>\n",
189196
" <td>LSEG.L</td>\n",
190-
" <td>LSEGl.TRE</td>\n",
191-
" <td>2021-12-16</td>\n",
192-
" <td>83.71</td>\n",
193197
" <td>None</td>\n",
194-
" <td>46165258</td>\n",
195-
" <td>2021-12-15</td>\n",
196-
" <td>5625</td>\n",
197-
" <td>3</td>\n",
198+
" <td>14:39:41.762</td>\n",
199+
" <td>A</td>\n",
198200
" <td>None</td>\n",
201+
" <td>52781762</td>\n",
202+
" <td>08:20:00.015</td>\n",
203+
" <td>88.11</td>\n",
204+
" <td>&lt;NA&gt;</td>\n",
205+
" <td>08:20:00.015</td>\n",
199206
" <td>...</td>\n",
200-
" <td>None</td>\n",
201-
" <td>None</td>\n",
202-
" <td>None</td>\n",
203-
" <td>0</td>\n",
204-
" <td>6802.0</td>\n",
205-
" <td>6848.0</td>\n",
206-
" <td>29119612</td>\n",
207-
" <td>O</td>\n",
208-
" <td>6851.0</td>\n",
207+
" <td>158</td>\n",
208+
" <td>3641</td>\n",
209+
" <td>6</td>\n",
210+
" <td>2006-05-15</td>\n",
211+
" <td>6790.0</td>\n",
209212
" <td>25</td>\n",
213+
" <td>None</td>\n",
214+
" <td>1</td>\n",
215+
" <td>5864</td>\n",
216+
" <td>&lt;NA&gt;</td>\n",
210217
" </tr>\n",
211218
" <tr>\n",
212219
" <th>1</th>\n",
213220
" <td>VOD.L</td>\n",
214-
" <td>VODl.TRE</td>\n",
215-
" <td>2021-12-16</td>\n",
216-
" <td>29.55</td>\n",
217221
" <td>None</td>\n",
218-
" <td>46174152</td>\n",
219-
" <td>2021-12-15</td>\n",
220-
" <td>5625</td>\n",
221-
" <td>3</td>\n",
222+
" <td>14:39:52.714149</td>\n",
223+
" <td>R</td>\n",
222224
" <td>None</td>\n",
225+
" <td>52793124</td>\n",
226+
" <td>08:20:00.0121</td>\n",
227+
" <td>25.77</td>\n",
228+
" <td>113.0059</td>\n",
229+
" <td>08:20:00.012</td>\n",
223230
" <td>...</td>\n",
224-
" <td>None</td>\n",
225-
" <td>None</td>\n",
231+
" <td>743</td>\n",
232+
" <td>10391</td>\n",
233+
" <td>6</td>\n",
234+
" <td>2014-02-24</td>\n",
235+
" <td>114.354</td>\n",
236+
" <td>25</td>\n",
226237
" <td>None</td>\n",
227238
" <td>1</td>\n",
228-
" <td>110.66</td>\n",
229-
" <td>110.78</td>\n",
230-
" <td>45893354</td>\n",
231-
" <td>O</td>\n",
232-
" <td>110.79</td>\n",
233-
" <td>25</td>\n",
239+
" <td>133215</td>\n",
240+
" <td>113.0059</td>\n",
234241
" </tr>\n",
235242
" </tbody>\n",
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"</table>\n",
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"<p>2 rows × 387 columns</p>\n",
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"</div>"
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],
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"text/plain": [
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" Instrument BR_LINK5 GV1_DATE GEN_VAL10 DELIST_DAT TRDTIM_MS \\\n",
242-
"0 LSEG.L LSEGl.TRE 2021-12-16 83.71 None 46165258 \n",
243-
"1 VOD.L VODl.TRE 2021-12-16 29.55 None 46174152 \n",
248+
" Instrument SEE_RIC ASK_TIM_NS ACT_FLAG5 CRS_SEQNO QUOTIM_MS \\\n",
249+
"0 LSEG.L None 14:39:41.762 A None 52781762 \n",
250+
"1 VOD.L None 14:39:52.714149 R None 52793124 \n",
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"\n",
245-
" BID_ASK_DT PROD_PERM CB_INST_T2 BLKTRDVOL ... BLK_TRDID SUS_DATE \\\n",
246-
"0 2021-12-15 5625 3 None ... None None \n",
247-
"1 2021-12-15 5625 3 None ... None None \n",
252+
" HLT_RSM_NS GEN_VAL10 IRGPRC HLT_RSM_MS ... OF_NUM_MOV \\\n",
253+
"0 08:20:00.015 88.11 <NA> 08:20:00.015 ... 158 \n",
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"1 08:20:00.0121 25.77 113.0059 08:20:00.012 ... 743 \n",
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"\n",
249-
" 52W_HIND CUM_EX_MKR CF_LOW CF_BID LOW_T_MS IND_AUC_TP SEC_ACT_4 \\\n",
250-
"0 None 0 6802.0 6848.0 29119612 O 6851.0 \n",
251-
"1 None 1 110.66 110.78 45893354 O 110.79 \n",
256+
" TOT_MOVES IMB_ACT_TP LIST_DATE OFFBK_HIGH OFF_CD_IN2 BLKTIM_NS \\\n",
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"0 3641 6 2006-05-15 6790.0 25 None \n",
258+
"1 10391 6 2014-02-24 114.354 25 None \n",
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"\n",
253-
" OFF_CD_IN2 \n",
254-
"0 25 \n",
255-
"1 25 \n",
260+
" HALT_RSN PROV_SYMB CAN_PRC \n",
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"0 1 5864 <NA> \n",
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"1 1 133215 113.0059 \n",
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"\n",
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"[2 rows x 387 columns]"
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]
@@ -301,23 +308,23 @@
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" <tr>\n",
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" <th>0</th>\n",
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" <td>LSEG.L</td>\n",
304-
" <td>6848.0</td>\n",
305-
" <td>6852.0</td>\n",
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" <td>6764.0</td>\n",
312+
" <td>6770.0</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>1</th>\n",
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" <td>VOD.L</td>\n",
310-
" <td>110.82</td>\n",
311-
" <td>110.86</td>\n",
317+
" <td>113.94</td>\n",
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" <td>113.98</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" Instrument BID ASK\n",
319-
"0 LSEG.L 6848.0 6852.0\n",
320-
"1 VOD.L 110.82 110.86"
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"0 LSEG.L 6764.0 6770.0\n",
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"1 VOD.L 113.94 113.98"
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]
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},
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"execution_count": 5,
@@ -374,23 +381,23 @@
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" <tr>\n",
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" <th>0</th>\n",
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" <td>LSEG.L</td>\n",
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" <td>2020-12-31T00:00:00</td>\n",
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" <td>2020-12-31T00:00:00Z</td>\n",
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" <td>2444000000</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>1</th>\n",
382389
" <td>VOD.L</td>\n",
383-
" <td>2021-03-31T00:00:00</td>\n",
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" <td>2021-03-31T00:00:00Z</td>\n",
384391
" <td>43809000000</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" Instrument Date Revenue\n",
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"0 LSEG.L 2020-12-31T00:00:00 2444000000\n",
393-
"1 VOD.L 2021-03-31T00:00:00 43809000000"
398+
" Instrument Date Revenue\n",
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"0 LSEG.L 2020-12-31T00:00:00Z 2444000000\n",
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"1 VOD.L 2021-03-31T00:00:00Z 43809000000"
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]
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},
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"execution_count": 6,
@@ -449,27 +456,27 @@
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" <tr>\n",
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" <th>0</th>\n",
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" <td>LSEG.L</td>\n",
452-
" <td>6848.0</td>\n",
453-
" <td>6852.0</td>\n",
454-
" <td>2020-12-31T00:00:00</td>\n",
459+
" <td>6764.0</td>\n",
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" <td>6770.0</td>\n",
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" <td>2020-12-31T00:00:00Z</td>\n",
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" <td>2444000000</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>1</th>\n",
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" <td>VOD.L</td>\n",
460-
" <td>110.82</td>\n",
461-
" <td>110.84</td>\n",
462-
" <td>2021-03-31T00:00:00</td>\n",
467+
" <td>113.94</td>\n",
468+
" <td>113.98</td>\n",
469+
" <td>2021-03-31T00:00:00Z</td>\n",
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" <td>43809000000</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" Instrument BID ASK Date Revenue\n",
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"0 LSEG.L 6848.0 6852.0 2020-12-31T00:00:00 2444000000\n",
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"1 VOD.L 110.82 110.84 2021-03-31T00:00:00 43809000000"
477+
" Instrument BID ASK Date Revenue\n",
478+
"0 LSEG.L 6764.0 6770.0 2020-12-31T00:00:00Z 2444000000\n",
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"1 VOD.L 113.94 113.98 2021-03-31T00:00:00Z 43809000000"
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]
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},
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"execution_count": 7,
@@ -526,23 +533,23 @@
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" <tr>\n",
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" <th>0</th>\n",
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" <td>LSEG.L</td>\n",
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" <td>2021-12-14T00:00:00</td>\n",
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" <td>2021-12-14T00:00:00Z</td>\n",
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" <td>8835.64286</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>1</th>\n",
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" <td>VOD.L</td>\n",
535-
" <td>2021-12-14T00:00:00</td>\n",
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" <td>2021-12-14T00:00:00Z</td>\n",
536543
" <td>166.09836</td>\n",
537544
" </tr>\n",
538545
" </tbody>\n",
539546
"</table>\n",
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"</div>"
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],
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"text/plain": [
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" Instrument Date Price Target - Mean\n",
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"0 LSEG.L 2021-12-14T00:00:00 8835.64286\n",
545-
"1 VOD.L 2021-12-14T00:00:00 166.09836"
550+
" Instrument Date Price Target - Mean\n",
551+
"0 LSEG.L 2021-12-14T00:00:00Z 8835.64286\n",
552+
"1 VOD.L 2021-12-14T00:00:00Z 166.09836"
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]
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},
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"execution_count": 8,
@@ -600,29 +607,29 @@
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" <tr>\n",
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" <th>0</th>\n",
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" <td>LSEG.L</td>\n",
603-
" <td>2020-12-31T00:00:00</td>\n",
604-
" <td>56552769131.7518</td>\n",
605-
" <td>14.7552067426703</td>\n",
610+
" <td>2020-12-31T00:00:00Z</td>\n",
611+
" <td>56552769131.751801</td>\n",
612+
" <td>14.755207</td>\n",
606613
" </tr>\n",
607614
" <tr>\n",
608615
" <th>1</th>\n",
609616
" <td>VOD.L</td>\n",
610-
" <td>2020-12-31T00:00:00</td>\n",
611-
" <td>140836307372.359</td>\n",
612-
" <td>2.03739420079185</td>\n",
617+
" <td>2020-12-31T00:00:00Z</td>\n",
618+
" <td>140836307372.359009</td>\n",
619+
" <td>2.037394</td>\n",
613620
" </tr>\n",
614621
" </tbody>\n",
615622
"</table>\n",
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"</div>"
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],
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"text/plain": [
619-
" Instrument Date Enterprise Value (Daily Time Series) \\\n",
620-
"0 LSEG.L 2020-12-31T00:00:00 56552769131.7518 \n",
621-
"1 VOD.L 2020-12-31T00:00:00 140836307372.359 \n",
626+
" Instrument Date Enterprise Value (Daily Time Series) \\\n",
627+
"0 LSEG.L 2020-12-31T00:00:00Z 56552769131.751801 \n",
628+
"1 VOD.L 2020-12-31T00:00:00Z 140836307372.359009 \n",
622629
"\n",
623-
" Enterprise Value To Sales (Daily Time Series Ratio) \n",
624-
"0 14.7552067426703 \n",
625-
"1 2.03739420079185 "
630+
" Enterprise Value To Sales (Daily Time Series Ratio) \n",
631+
"0 14.755207 \n",
632+
"1 2.037394 "
626633
]
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},
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"execution_count": 9,
@@ -653,13 +660,6 @@
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"source": [
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"rd.close_session()"
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]
656-
},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
662-
"source": []
663663
}
664664
],
665665
"metadata": {

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