The Data Library for Python - Quick Reference Guide (Access layer)

March 29, 2024

Raksina Samasiri

Developer Advocate

This is a quick reference guide for the Data Library for Python on different asset types

If you’re new to the library, a shallow dive into LSEG APIs landscape, including the introduction to data library can be found in article Summary of Common LSEG APIs

How to use the Data Library
Where to go to figure out the available fields that I can access using the Data Libraries (such as the LD - LSEG Data or RD - Refinitiv Data Python Library)?

Please note that the data library in Codebook is the version 1 (Refinitiv Data Library). It will be upgraded to the newer version, version 2 - LSEG Data Library soon.

After the rebranding and release of LSEG Data Library 2.0, the Refinitiv Data Library will become " Feature Complete", but we will continue to support it and provide maintenance releases. This is essential for customers who cannot migrate to the LSEG Data Library 2.0. However, new features will only be added to the LSEG data library.

In this article, we are focusing on using the access layer, which is the easiest way to get data. It provides simple interfaces allowing you to rapidly prototype solutions within interactive environments such as Jupyter Notebooks. It has been designed for quick experimentation with our data and for Financial Coders specific needs. (To learn more about Data Library for Python’s layers: example codes can be found here)

Here’s what included in this quick reference guide.

Search
Symbology
Convert symbols, Get data - get RIC from bond, Get data - get CUSIP and international CUSIP, Get data with Screener, Get data with Peers, Get data of instruments with all available fields, Get data of instruments with specific fields, Get constituent with Chain object
Timeseries
Get data with field level parameter, Get data with request level parameter (global parameter), Get history
Company guidance
Earnings
Analyst recommendations
Industry Analysis / The Reference data Business Classification (TRBC)
Ownership data
Corporate actions data
Volatility
Volatility, Equity implied volatility, Futures implied volatility
Portfolio and Lists
Portfolio, List, Monitor, Index/exchange constituents as of certain date, Index leavers/joiners
Index and Constituents
Fixed income data
Bond status, Fixed income securities core reference data, Bond pricing, Bond analytics, Historical bond pricing, Historical analytics, Credit default swaps
Pricing streams
Using pricing streams with events, Using pricing streams as a data cache, Get a snapshot for a subset of instruments and fields

Quick Reference Guide

1) Search

The search() function identifies a matching set of documents which satisfy the caller's criteria, sorts it, and selects a subset of the matches to return as the result. The search can be performed easily with the help of Advanced Search tool provided in Workspace / Eikon application
- Find content and functionality using Refinitiv Data Library with Advanced Search
To understand more about the search function, a powerful, search engine covering content such as quotes, instruments, organizations, and many other assets that can be programmatically integrated within your business Workflow, it’s introduced in this article
- Building Search into your Application Workflow

2) Symbology

Convert symbols

Get data

Get data with Screener

Article: Find Your Right Companies with SCREENER
Remark: TRBC Sector Classification

Get Data - EX-1.01.01-GetData.ipynb

Chains - EX-1.01.07-Chains.ipynb

3) Timeseries

3.1) Get data with field level parameters

Available parameters of each field can be found in Parameters tab in CodeCreator app of Workspace.

3.2) Get data with request level parameter (global parameter)

3.3) Get history

4) Company Guidance

5) Earnings

6) Analyst Recommendations

7) Industry Analysis / The Reference data Business Classification (TRBC)

8) Ownership Data

9) Corporate Actions Data

10) Volatility

11) Portfolios and Lists

12) Index and Constituents

There's an article Building historical index constituents, which explain the process of building historical constituents of a market index, underscoring its importance for investors, researchers, and various participants in the financial markets.