Refinitiv Data Library for Python - Release Notes

Refinitiv Data Library for Python v1.6.2 (July 02, 2024)

Fixed

  • add `outputs` paramater to financial curves definitions
  • an empty Screener result will return an empty list instead of an error
  • rssl reissue timestamp check failing to refresh token

 

Refinitiv Data Library for Python v1.6.1 (April 15, 2024)

Fixed

  • rssl issue on reconnect after long timeout.
  • rssl issue not being able to load ema library with python versions linked with openssl3.0.
  • rssl issue sending partial updates incorrectly.
  • wrong authorization header for deployed session.

 

Refinitiv Data Library for Python v1.6.0 (February 07, 2024)

New

  • app_name parameter in session object and user config to define Application Client ID Header.
  • Proxies for asynchronous requests usage.

Changed

  • Dependency package versions to: "appdirs~=1.4.4", "pyee>=9.0.4,<=11.1.0", "httpx>=0.18.0,<0.27.0", "httpcore<1.1.0", "numpy~=1.11", "pandas>=1.3.5,<3.0.0", "python-dateutil<3.0.0", "requests~=2.28", "scipy<1.13.0", "tenacity~=8.0", "watchdog>=0.10.2,<3.0.0", "websocket-client~=1.5,!=1.5.0,!=1.5.2", "pyhumps>=3.0.2,<4.0.0", "jinja2>=3.0.3,<4.0.0", "simplejson~=3.15".

Removed

  • create, create_udc and create_basket methods for Custom Instrument.

Fixed

  • Partially converted string values with dates to datetime64 dtype.
  • Custom Instrument symbol name is splitted by symbols after adding to streaming.
  • Authentication "quota is reached" error is thrown in session thread.
  • Data argument is empty in refresh callback after Custom Instrument stream was reopened.
  • unhashable type: 'list' - TypeError is raised for Discovery.Search request.

 

Refinitiv Data Library for Python v1.5.1 (December 14, 2023)

Changed

  • Dataframe builder for rd.content.custom_instruments.search.
  • Regex pattern is changed to get valid uuid using library hook with rd.content.custom_instruments.

Fixed

  • RSSL stream does not recover after network reconnection..
  • Stream open message is sent if no fields record changed to update (add or remove).
  • Initial with_updates argument value for stream.open() method wasn't applied, if adding instrument or field to already opened pricing stream.

 

Refinitiv Data Library for Python v1.5.0 (November 6, 2023)

New

  • Warning message and logging in debug level, when get AlreadyOpen status for streaming with existed RIC in WS Connection.
  • Ability to request amount over the limit of 200 items in filing.search Definition.
  • Ping token management to support /auth/oauth2/v2 endpoint. ClientCredentials class can be used.
  • Warning if the user defined adjustments parameter for custom_instrument universes or TR fields in rd.get_history.
  • Log full json response on error when refresh or renew the token.
  • Warning for rd.get_history, rd.get_data when parameters parameter can not be applied.

Changed

  • httpcore package dependency max version to 17.2.
  • Optimised debug log information.

Fixed

  • AttributeError raised in refinitiv.data.eikon if StreamingPrices opening with session parameter None.
  • rd.get_history and rd.content.custom_instrument.summaries build multi-index dataframe with one field if custom instruments data was retrieved.
  • Exception is raised if no data and headers returns by ADC response for SCREEN function with success status code.

Performance adjustments

  • Optimization of creation internal callbacks (avoid arguments sorting and anonymous function creation).
  • Disable debug strings generation if debug log level is not set.
  • Library import optimisation (avoid importing all library components at once. The load is distributed on Session, Content, Delivery, Access layer).

Deprecation

  • FutureWarning message if User pass the argument to use_field_names_in_headers parameter in rd.content.fundamental_and_reference.Definition(). use_field_names_in_headers parameter will be removed in a future 2.x version. User can use header_type parameter istead.

 

Refinitiv Data Library for Python v1.4.0 (September 7, 2023)

New

  • ipa.financial_contracts.option is splitted into ipa.financial_contracts.fx_option and ipa.financial_contracts.eti_option.
  • api parameter to rd.content.pricing.chain.Definition().
  • Access and Refresh token revoke mechanism.
  • Strip leading/trailing spaces in url from config params specified in json files.
  • Dispatching WS login events results. StreamAuthenticationFailed and StreamAuthenticationSuccess session events.

Changed

  • Minimum value for news.headlines count parameter to 0.
  • rd.open_session opens one default session in runtime.
  • pandas package dependency max version to 2.0.2.
  • httpx package dependency max version to 0.24.1.

Fixed

  • Incorrect encoding for delayed RIC in streaming request when retrieving data with rd.get_data().
  • ADC formula's field with "date" parameter returns datetime64[ns] dtype instead of int with rd.get_data().
  • Raised RDError when unexpected string values tried to be converted to date format for rd.get_data().

Performance adjustments

  • Working with listeners of streams is optimised. Decreased memory consumption. Added subscribe/unsubscribe methods.

Deprecation

  • FutureWarning message if User passed positional argument to ipa.curves Definition() or ipa.surfaces Definition(). Only named parameters will be allowed in a future version.
  • FutureWarning message if signon_control parameter isn't defined in config file. It will have False value by default in future 2.x versions.
  • Deprecated refinitiv.data.eikon module will be removed in a future 2.x version.
  • Deprecated refinitiv.data.content.trade_data_service module will be removed in a future 2.x version.
  • SwaptionMarketDataRule have been deprecated and will be removed in a future 2.x version.
  • FutureWarning message if instrument_type class parameter defined in rd.content.ipa.surfaces.cap.Definition, rd.content.ipa.surfaces.swaption.Definition. Parameter will be removed in a future 2.x version.
  • FutureWarning message if income_tax_percent class argument passed to rd.content.ipa.financial_contracts.term_deposit.PricingParameters. Parameter will be removed in a future 2.x version.
  • FutureWarning message if User defined positional parameter in ipa.financial_contract Definition(). Only named parameters will be allowed in a future 2.x version.
  • Deprecated on_response parameter in synchronous get_data() method will be removed in a future 2.x version.
  • Response properties - http_status, http_response, request_message or http_headers will be moved inside Response.raw property in a future 2.x version.
  • udf underlying-platform support is completely dropping off for news headlines and stories.

 

Refinitiv Data Library for Python v1.3.1 (August 1, 2023)

Fixed

  • RIC with upper case register letters passed to pricing endpoint in rd.get_data request, if mix of register letters were defined by User.

 

Refinitiv Data Library for Python v1.3.0 (June 21, 2023)

New

  • datetime types for date measuring parameters to refinitiv.data.content.ipa objects.
  • Fields validation option to the contribute() method for updating instrument(RIC).
  • proxies parameter to platform session.

Changed

  • Updated docstrings for whole Delivery layer and the Content layer for the following parts: ESG, Estimates, Pricing, Symbol conversion.
  • Optimising the logic of custom-instruments requests by saving uuid in cache.
  • Instrument header name registered is unified for rdp/udf responses.
  • Unified logic for displaying headers in rd.get_history DataFrame.
  • axis parameter can be defined as string in surface.get_point() and surface.get_curve() methods.

Fixed

  • KeyError raised if returns empty response in cfs.packages.
  • TypeError raised instead of meaningful error message from response in ipa.forward_curves.
  • ValueError raised if different case on duplicated fields defined in rd.get_history request.
  • search_explorer.get_possible_values() is raise KeyError if no Navigators key exists.

 

Refinitiv Data Library for Python v1.2.0 (May 2, 2023)

New

  • `extended_params` parameter to Definition classes of the following submodules of the `refinitiv.data.content.news` module: online_reports, online_reports, top_news, top_news, story.
  • `instrument_type` parameter to the refinitiv.data.content.ipa.financial_contracts.bond.Definition.
  • refinitiv.data.content.ipa.surfaces.eti.VolatilitySurfacePoint.
  • New parameters for the `refinitiv.data.content.filings.search.Definition` to simplify search: `form_type`, `feed`, `org_id`, `start_date`, `end_date`, `text`, `sections`, `limit`, `sort_order`. 
  • closure parameter for `refinitiv.data.content.fundamental_and_reference.Definition().get_data_async()`.

Changed

  • Upgraded `refinitiv.data.content.ipa.financial_contracts` endpoint to 1.0.180. 
  • Upgraded `refinitiv.data.content.ipa.curves_and_surfaces` endpoint to 1.0.130. 
  • WebSocket streams support Decimals input, rendering them with trailing zeroes. 
  • Caching subtemplates results during one search template call.
  • String Enums can be used as strings, string Enum arguments accept strings too.
  • Updated error management for `refinitiv.data.get_data()`.
  • Off-stream pricing contribution uses pricing section by default, old custom config section is still supported.
  • IPA swaption: show warning when creation of dataframe and surface object from the the raw data is not supported.
  • Updated type annotation and docstring for `refinitiv.data.content.ipa.financial_contracts`.

Fixed 

  • ScopeError was raised in some situation when use actually has access to the endpoint.
  • On-stream contrib at content level always returns "Can't contribute to unsubscribed item" error.
  • Warning message from pandas 1.5.0.
  • Empty result of sub-templates raised exception in search templates. 
  • ValueError raised on dataframe access of BondFuture result with DeliveryBasket field.
  • One pricing stream was used if you have two endpoints, and launch them both in parallel.
  • Exception "TypeError: tuple expected at most 1 argument, got 2" when using a proxy configuration with username and password.
  • refinitiv.data.content.news: exceptions when working with specific versions of Refinitiv Workspace.
  • ADC field functions are case insensitive.
  • Some date columns returned by refinitiv.data.get_data had string data type.
  • `start` and `end` parameters value is calculated slightly different values by timedelta in the time of any next request was created.
  • `refinitiv.data.get_history()` sends duplicated requests to pricing endpoint based on amount of RICs in ADC response. 
  • ADC formula's field with "date" parameter returns datetime64[ns] dtype instead of int with `get_data()`.
  • `refinitiv.data.news.get_story()` returned `None` with desktop session on the rdp platform.
  • Misformed Position value in OMM streaming login message.
  • ValueError exception when trying to close a pricing stream with a big number of RICs.
  • `closure` parameter was ignored in `headlines.Definition` and `story.Definition` objects of `refinitiv.data.content.news` module.

 

Refinitiv Data Library for Python v1.1.1 (February 23, 2023)

Fixed

  • refinitiv.data.get_data:
    • ADC functions with underscores in their name were not recognized as ADC functions. Requests for ADC was not made. 
    • Non-date TR fields with "date" in their name were wrongly converted to date type.
  • IPA surfaces
    • IPA surface object initialization error when NDimensionalArray was requested.
    • IPA surfaces results raised AttributeError on dataframe access when surface_parameters parameter is not defined.
    • IPA surfaces results raised exceptions on non-numeric data points values when accessing their dataframe.
  • AttributeError was raised when calling StreamConnection.dispose() method on high load.
  • Exceptions sometimes thrown when contributing on macOS.
  • Slow download speed on CFS / ESG Bulk.

 

Refinitiv Data Library for Python v1.1.0 (February 1, 2023)

New

  • `refinitiv.data.discovery.convert_symbols` function.

Changed

  • `width`, `height`, `extended_params` parameters for `refinitiv.data.content.news.images.Definition`.
  • `parameters` parameter for `refinitiv.data.get_history`.
  • As for `refinitiv.data.get_data()`, the `parameters` parameter overrides request parameters sent to DataGrid/ADC.

Fixed

  • Dataframe field data is converted to date format instead of int for AVG function in rd.get_data(), fundamental_and_reference and others.
  • Optimize number of requests to ADC on access layer functions in certain situations- `refinitiv.data.discovery.Chain()` returns partial constituents on certain sets of user permissions.
  • Invalid characters on save for some images from `refinitiv.data.content.news`.
  • Zero values was converted to `<NA>` on pricing stream snapshot- pricing stream has a state `OpenState.Pending` after `ScopeError` exception was raised.

 

Refinitiv Data Library for Python v1.0.0 (December 26, 2022)

New

  • `refinitiv.data.content.news.images ` and  `refinitiv.data.content.news.top_news ` objects.

Changed

  • None.

Fixed

  • Raising incorrect error when user does not have required permission scope for `refinitiv.data.discovery.Chain`.
  • Incorrect management of RICs with special characters by `refinitiv.data.get_data.

 

Refinitiv Data Library for Python v1.0.0b28post0 (December 6, 2022)

New features

Content Layer:

  • On stream and Off stream Contribution.

API Breaking changes

  • None.

Improvements

  • Error management accordingly to user permissions for chain, peers, and screener objects of the discovery package.

Bug fixes

  • · Rows with the same date and NA values should be merged into one for the get_history() dataframe. 

Dependencies

  • appdirs>=1.4.3,<=1.4.4,
  • pyee<=9.0.4,
  • httpx>=0.18,<=0.23.0,
  • httpcore<=0.15.0,
  • mysql-connector-python<=8.0.31,
  • numpy>=1.11.0,<=1.23.4,
  • pandas>=1.3.5,<1.6.0,
  • python-dateutil<=2.8.2,
  • requests<=2.28.1,
  • scipy<=1.9.3,
  • six<=1.16.0,
  • tenacity>=8.0,<8.1.0,
  • watchdog>=0.10.2,<=2.1.9,
  • websocket-client>=0.58.0,!=1.2.2,<=1.4.1,
  • pyhumps~=3.0.2,<=3.8.0

 

Refinitiv Data Library for Python v1.0.0b27 (November 21, 2022)

New features

Access Layer:

  • Added possibility to decode the universe with chain, peers, and screener objects of the discovery package.
  • get_history() method can bypass 10 000 data points limit. 

API Breaking changes

  • Remove args*, kwargs** from get_data() and get_data_async() for all Content objects.
  • Remove closure parameter from Definition and move it to get_data_async() for all Content objects.
  • Implemented user permissions system storage and mapping.

Improvements

  • Implemented mapping of internal methods for better log readability.
  •  Improved News Content objects responses.
  •  Improved response structure for multi-requests like Historical Pricing and Custom Instrument.
  • Removed inconsistencies for the historical pricing field dtypes.
  • Argument of discovery search Definition and rd.discovery.search accept strings as well as enums.
  • Notify all stream events through on_event session callback.
  • Improved error management for search metadata.   

Bug fixes

  • Endpoint_request method parameter doesn't accept string value.
  • Performance optimization of update_db() method.
  • Fields functions of get_data() and get_history() should be decoded properly.
  • Fixed the incorrect closing of async http client.
  • stream.open() should use a new session when a new default session is open.     

Dependencies

  • appdirs>=1.4.3,<=1.4.4,
  • pyee<=9.0.4,
  • httpx>=0.18,<=0.23.0,
  • httpcore<=0.15.0
  • mysql-connector-python <=8.0.31
  • numpy>=1.11.0,<=1.23.4
  • pandas<1.4.0,>=1.3.5
  • python-dateutil<=2.8.2
  • requests<=2.28.1
  • scipy<=1.9.3
  • six<=1.16.0
  • tenacity>=8.0,<8.1.0
  • watchdog>=0.10.2,<=2.1.9
  • websocket-client>=0.58.0,!=1.2.2,<=1.4.1
  • pyhumps~=3.0.2,<=3.8.0

 

Refinitiv Data Library for Python v1.0.0b25 (October 21, 2022)

New features

Access Layer:

  • Added package rd.news with get_headlines() and get_story() methods.
  • Embedded search templates were added to the discovery package: Mines, RICToIssuer, OrganisationPermIDToUP, VesselsBoundFor, UnderlyingRICToFuture, RICCategory, UnderlyingRICToOption.

Content Layer:

  • Added possibility to add and remove the fields when the stream is open (for Pricing streams and Custom Instrument streams).

API Breaking changes:

  • None.

Improvements

  • Added possibility to set a list of streaming URLs for failover.

Bug fixes

  • Displaying empty dataframe for Historical Pricing when date range is invalid.
  • Custom instrument stream should be open with valid UUID.

Dependencies

  • appdirs>=1.4.4
  • eventemitter>=0.2.0
  • httpx>=0.18.1,<0.22
  • httpcore<=0.14.5
  • mysql-connector-python>=8.0.26
  • numpy>=1.19.5
  • pandas>=1.3.5,1.4.0
  • pyhumps~=3.0.2
  • python-configuration>=0.8.2
  • python-dateutil>=2.8.2
  • requests>=2.26.0
  • scipy>=1.5.4
  • six>=1.16.0
  • urllib3>=1.26.6
  • validators>=0.18.2
  • watchdog>=2.1.5
  • websocket-client>=0.58.0,!=1.2.2

 

Refinitiv Data Library for Python v1.0.0b24 (October 5, 2022 )

New features

Access Layer:

  • Added search_templates to the discovery package.

Improvements

  • Error management of IPA Financial Contracts with explicit description.
  • IPA Financial Contracts, Surfaces, and Curves have all parameters optional.
  • Custom instruments could be used with short names for the universe.
  • Added validation for new custom instruments names.
  • The default config file is moved to python code and validation for any changes is added.
  • Added ability to define fields for custom instrument Definition.

API Breaking changes

  • None.

Bug fixes

  • Custom instrument stream should not hang.
  • Auto-reconnection should be initiated after unexpected websoket disconnection.
  • on_complete() callback of the custom instrument stream should be called once.
  • OMM stream should not hang when a user connects to the deployed platform with Deployed session.
  • with_updates parameter should be taken into account if the stream is opened, closed and opened again.       

Dependencies

  • appdirs>=1.4.4
  • eventemitter>=0.2.0
  • httpx>=0.18.1,<0.22
  • httpcore<=0.14.5
  • mysql-connector-python>=8.0.26
  • numpy>=1.19.5
  • pandas>=1.3.5,1.4.0
  • pyhumps~=3.0.2
  • python-configuration>=0.8.2
  • python-dateutil>=2.8.2
  • requests>=2.26.0
  • scipy>=1.5.4
  • six>=1.16.0
  • urllib3>=1.26.6
  • validators>=0.18.2
  • watchdog>=2.1.5
  • websocket-client>=0.58.0,!=1.2.2

 

Refinitiv Data Library for Python v1.0.0b22 (September 16, 2022 )

New features

Access Layer:

  • Added add_periods(), count_periods(), date_schedule(), holidays(), is_working_day() methods.
  • Changing universe for open_pricing_stream() on a fly.

Content Layer:

  • Added possibility to change the universe when the stream is open (for Pricing streams and Custom Instrument streams).

Improvements

  • Alignment of the exceptions for all Access Layer methods.
  • Added api parameter to streams Definition in Content Layer.
  • Managing custom instruments without the prefix “S)” in content layer Definition.
  • Advanced logic of extended_params for nested objects in the Definition for Financial Contracts, Curves, Surfaces.

API Breaking changes:

  • Search package in Access Layer is renamed to Discovery package.

Bug fixes

  • rd.get_data() should work with custom instruments in the universe.
  • Duplicated data should be removed from logs.
  • ConnectionError should have a meaningful error message.
  • Stream connection should never be deleted despite session.close() being closed.
  • Stream state is open despite session is closed.
  • Definitions should not contain extended_params.
  • get_data() and get_history() responses should stick with the initial data type.

Dependencies

  • appdirs>=1.4.4
  • eventemitter>=0.2.0
  • httpx>=0.18.1,<0.22
  • httpcore<=0.14.5
  • mysql-connector-python>=8.0.26
  • numpy>=1.19.5
  • pandas>=1.3.5,1.4.0
  • pyhumps~=3.0.2
  • python-configuration>=0.8.2
  • python-dateutil>=2.8.2
  • requests>=2.26.0
  • scipy>=1.5.4
  • six>=1.16.0
  • urllib3>=1.26.6
  • validators>=0.18.2
  • watchdog>=2.1.5
  • websocket-client>=0.58.0,!=1.2.2

 

Refinitiv Data Library for Python v1.0.0b20 (August 26, 2022)

New features

Access Layer:

  • Custom Instruments can be used in open_pricing_stream() universe.
  • Added search module with search() method.

Content Layer:

  • IPA Dates&Calendars objects are added.
  • Custom Instrument Definition can handle multiple-instrument streaming.
  • Possibility to search for files through Filling object (basic implementation).

Improvements

  • Authentication should be restored infinitely in server-mode.
  • Aligned interval enums for historical pricing and get_history().

API Breaking changes:

  • Changed parameters’ order in call-back functions for all streams and for sessions.
  • Added Definitions for Curves and Surfaces objects.
  • Updated version of Financial Contracts api (e.g. removed deprecated parameters, added new parameters, updated enums).

Bug fixes

  • Authentication should be restored infinitely in server-mode.
  • Missing error management for multi-request.
  • Auto-reconnection should have a retry mechanism triggered every 5s, 10s, 15s.   
  • News headlines are not retrieved correctly with set count parameter.
  • Extended_params is not working for News headlines.
  • Start/End_date parameters in Custom Instrument and Historical Pricing should accept timedelta(0).
  • Incorrect behavior of extended_params for Financial Contracts, Curves, and Surfaces objects.
  • Get_data () request should not be sent if a session is closed.
  • Sensitive data should not be presented in the logs.

Dependencies

  • appdirs>=1.4.4
  • eventemitter>=0.2.0
  • httpx>=0.18.1,<0.22
  • httpcore<=0.14.5
  • mysql-connector-python>=8.0.26
  • numpy>=1.19.5
  • pandas>=1.3.5,1.4.0
  • pyhumps~=3.0.2
  • python-configuration>=0.8.2
  • python-dateutil>=2.8.2
  • requests>=2.26.0
  • scipy>=1.5.4
  • six>=1.16.0
  • urllib3>=1.26.6
  • validators>=0.18.2
  • watchdog>=2.1.5
  • websocket-client>=0.58.0,!=1.2.2

 

Refinitiv Data Library for Python v1.0.0b16 (May 21, 2022)

New features

Access Layer:

  • Custom Instruments can be used in get_data() and get_history() universes.

Content Layer:

  • Custom Instrument Definitions can handle multiple instruments.

Improvements

  • Better representation of dates in DataFrames.
  • Better consistency of DataFrames headers throughout the library.
  • DataFrames dates converted to datetime64 UTC.
  • package_id management added to CFS.
  • ESG.bulk.PackageManager moved to Content Layer.
  • Asynchronous request management added to get_data() and fundamental_and_reference Definition objects.

Bug fixes

  • Date fields values should be converted to datetime.
  • Streams are stuck when stream_id is 1.
  • Missing session argument in bulk.PackageManager.update_files() method.
  • Missing session argument in get_data() of CFS Definitions.
  • The error message should not be displayed when the user does not have access to rdp_stream.
  • Missing Pending state for all streams.
  • Timeout errors break the refresh token mechanism.
  • start/end parameter of get history() should accept timedelta.
  • Deployed session cannot be open with grant credentials defined in the config. 

Dependencies

  • appdirs>=1.4.4
  • eventemitter>=0.2.0
  • httpx>=0.18.1,<0.22
  • httpcore<=0.14.5
  • mysql-connector-python>=8.0.26
  • numpy>=1.19.5
  • pandas>=1.3.5,1.4.0
  • pyhumps~=3.0.2
  • python-configuration>=0.8.2
  • python-dateutil>=2.8.2
  • requests>=2.26.0
  • scipy>=1.5.4
  • six>=1.16.0
  • urllib3>=1.26.6
  • validators>=0.18.2
  • watchdog>=2.1.5
  • websocket-client>=0.58.0,!=1.2.2

 

Refinitiv Data Library for Python v1.0.0b13 (May 13, 2022)

New features

Access Layer:

  • Screener() and Peers() functions can be used in open_pricing_stream() universe. 
  • Chains can be used in open_pricing_stream() universe.

Content Layer:

  • New objects added to manage Custom Instruments. 
  • New objects added to download Fillings.

Improvements

  • market_session parameter added to historical_pricing.summaries. 
  • Pricing requests migrated from beta1 to v1 pricing endpoint. 
  • DataFrames created on demand.

Bug fixes

  • Definitions should raise TypeError for invalid parameter’s type.
  • Incorrect management of search.Definition values.
  • Missing MarketSession parameter in historical_pricing.summaries request. 
  • Incorrect management of universe in get_history() request. 
  • Incorrect layout of DataFrames returned by get_history().
  • The order of requested instruments is not preserved in the DataFrame representation.
  • Endpoint_request responses should not contain DataFrames.
  • Start/end parameters should accept string, date, datetime, and timedelta.
  • endpoint_request objects do not handle correctly query_parameter.

Dependencies

  • appdirs>=1.4.4
  • eventemitter>=0.2.0
  • httpx>=0.18.1,<0.22
  • httpcore<=0.14.5
  • mysql-connector-python>=8.0.26
  • numpy>=1.19.5
  • pandas>=1.3.5,1.4.0
  • python-configuration>=0.8.2
  • python-dateutil>=2.8.2
  • requests>=2.26.0
  • scipy>=1.5.4
  • six>=1.16.0
  • urllib3>=1.26.6
  • validators>=0.18.2
  • watchdog>=2.1.5 
  • websocket-client>=0.58.0,!=1.2.2

 

Refinitiv Data Library for Python v1.0.0b10 (April 1, 2022)

New features

Access Layer

  • Screener() and Peers() functions added to get_data() and get_history() universe.
  • AVG(), SUM() and other functions added to get_data() and get_history() fields.
  • Chains added to get_data() and get_history() universe.
  • Method added to delete stream recorder history.

Improvements

  • Stream recorder with improved error management.
  • Stream recorder "count" parameter renamed to "ticks_per_bar".
  • Alignment of DataFrames representation throughout all content layer objects.
  • Removed nest-asyncio dependency.

Bug fixes

  • Stream recorder does not stop when started for a specified ‘duration’.
  • Stream recorder generates a number of OHLC rows that is not consistent with recording duration.

Dependencies

  • appdirs>=1.4.4
  • eventemitter>=0.2.0
  • httpx>=0.18.1,<0.22
  • httpcore<=0.14.5
  • mysql-connector-python>=8.0.26
  • numpy>=1.19.5
  • pandas>=1.3.5,1.4.0
  • python-configuration>=0.8.2
  • python-dateutil>=2.8.2
  • requests>=2.26.0
  • scipy>=1.5.4
  • six>=1.16.0
  • urllib3>=1.26.6
  • validators>=0.18.2
  • watchdog>=2.1.5
  • websocket-client>=0.58.0,!=1.2.2

 

 

Refinitiv Data Library for Python v1.0.0b9 (March 17, 2022)

New features

Access Layer:

  • New open_pricing_stream() function enabling easy streaming data retrieval.
  • Pricing stream recorder with Open, High, Low, Close automatic calculations

Content Layer:

  • I/B/E/S Estimates data retrieval providing information about consensus and aggregates data (23 generic measures, 26 KPI measures), company guidance data and advanced analytics.

Improvements

  • Better error management for Content Layer objects allowing easy access to errors and their descriptions.
  • Improved response structure returned by Content Layer objects.
  • Desktop sessions working out of the box with Workspace and Eikon without the need of any App Key or configuration file.

Bug fixes

  • Streaming chains with incorrect constituents’ offsets
  • get_data_async() raising exceptions instead of returning responses on_error
  • news.headlines.Definition() does not include extended_params in requests sent to the platform
  • Pagination for every 100 headlines for news.headlines.Definition()
  • Benchmark streams freeze after opening
  • Platform sessions incorrectly parse Real-Time Distribution System URLs
  • Raising exception when the response is empty
  • Pricing streams created with duplicated fields return all fields
  • Inverted logic of “use_field_names_in_headers”
  • get_history() does not merge rows with the same date
  • Search content objects do not respect fields order
  • news.story content objects do not parse html responses

Dependencies

  • appdirs>=1.4.4
  • eventemitter>=0.2.0
  • httpx>=0.18.1,<0.22
  • httpcore<=0.14.5
  • mysql-connector-python>=8.0.26
  • numpy>=1.19.5
  • pandas>=1.3.5,1.4.0
  • python-configuration>=0.8.2
  • python-dateutil>=2.8.2
  • requests>=2.26.0
  • scipy>=1.5.4
  • six>=1.16.0
  • urllib3>=1.26.6
  • validators>=0.18.2
  • watchdog>=2.1.5
  • websocket-client>=0.58.0,!=1.2.2
  • nest_asyncio<=1.5.1

 

 

Refinitiv Data Library for Python v1.0.0b6 (December 17, 2021)

We are very happy to present the beta version of the Refinitiv Data Library for Python (RD lib for Python). This new library replaces the alpha version of the Refinitiv Data Platform Library for Python (RDP lib for Python) which has been renamed and redesigned for better usability. 

New features

  • New API design for better ease-of-use.
  • New “Access” layer offering simplified access to Refinitiv data. The “Access” layer was designed for rapid experimentation and for the specific needs of financial coders.
  • Easy setup via configuration files
  • Access to more Refinitiv Data Platform content:
    • Instrument Pricing Analytics streams for financial contracts
    • ESG Bulk data  
    • Ownership

Bug fixes

  • Historical pricing get_data method should return a response instead of throwing an error when the server returns a partial result
  • Chain streams should call on_complete only once
  • [Errno 99] Cannot assign requested address
  • ConnectionClosed error returned occasionally with historical pricing data retrieval via a desktop session
  • ek.set_app_key should not log INFO messages in Jupyter Notebooks
  • "Connection is already closed" error with Marketdata
  • ek.set_app_key raises an AttributeError exception
  • Historical pricing does not manage error properly
  • Chain stream open method displays a "Stop to process chain" error
  • ValueError when calling surface.get_curve and surface.get_point
  • News story - 400 Bad Request error
  • FutureWarning with news.headllines get_data
  • Wrong session name displayed when printing sessions
  • PerformanceWarning: DataFrame is highly fragmented
  • Pricing streams should call on_complete only once
  • Historical pricing request validation error
  • SymbologyConversion should autodetect input symbol types by default
  • Unwanted websocket related messages logged in the output
  • Session Error when "Restart Kernel and run up to selected cell" is used in Jupyter Lab
  • No data.curve in IPA ZC Curve reponses
  • Definition.get_session() should not set the session as the default session

Dependencies

  • appdirs>=1.4.4
  • eventemitter>=0.2.0
  • httpx>=0.18.1
  • mysql-connector-python>=8.0.26
  • nest-asyncio>=1.5.1
  • numpy>=1.19.5
  • pandas>=1.1.5
  • python-configuration>=0.8.2
  • python-dateutil>=2.8.2
  • requests>=2.26.0
  • requests-async>=0.6.2
  • scipy>=1.5.4
  • six>=1.16.0
  • urllib3>=1.26.6
  • validators>=0.18.2
  • watchdog>=2.1.5
  • websocket-client>=1.2.1