Eikon Data Api For Python v1

REFINITIV
EIKON
DATA API FOR PYTHON
Eikon 4.0
2
Contents
About this document ................................................................................................................................................ 3
Eikon functions ........................................................................................................................................................ 4
TR_Field .............................................................................................................................................................. 4
get_app_id ........................................................................................................................................................... 4
get_app_key ........................................................................................................................................................ 4
get_data ............................................................................................................................................................... 5
get_news_headlines ............................................................................................................................................ 6
get_news_story .................................................................................................................................................... 8
get_port_number.................................................................................................................................................. 8
get_symbology ..................................................................................................................................................... 8
get_timeout ........................................................................................................................................................ 10
get_timeseries.................................................................................................................................................... 10
send_json_request............................................................................................................................................. 11
set_app_id ......................................................................................................................................................... 12
set_app_key....................................................................................................................................................... 12
set_log_level ...................................................................................................................................................... 13
set_log_path ...................................................................................................................................................... 13
set_port_number ................................................................................................................................................ 13
set_timeout ........................................................................................................................................................ 14
Eikon classes......................................................................................................................................................... 15
EikonError .......................................................................................................................................................... 15
Refinitiv Eikon Data API for Python

Document Version 1.0
About this document 3
About this document

The Eikon Data API for Python allows your Python applications to access data directly from Eikon, powering in-
house or third-party desktop apps with Refinitiv data. It provides seamless workflow with the same data across all
applications running on the desktop. It leverages Eikon data and entitlements to simplify market data
management and reporting.
The Eikon Data API for Python is a software library that works in conjunction with the Eikon Data API Proxy. To
learn more about this Python library and the Eikon Data API Proxy, refer to the Quick Start guides, Tutorials,
Documentation and other learning materials available on the Refinitiv Developer Community.

Eikon functions 4
Eikon functions
TR_Field
This is a helper function to build the field for the get_data function.
Structure
TR_Field(field_name, params=None, sort_dir=None, sort_priority=None)
Parameters
Name Type Description
field_name string Field name to request. You can find the list in Data Item Browser.
params dict Dictionary containing the parameters for the field passed in the argument field_name
sort_dir string Indicate the sort direction. Possible values are asc or desc.
The default value is asc.
sort_priority integer Gives a priority to the field for the sorting, where the highest priority is 0 (zero).
The default value is None.
Return
Returns a dictionary that can directly passed to get_data.
Example
TR_Field('tr.revenue') TR_Field('tr.open','asc',1) TR_Field('TR.GrossProfit',{'Scale': 6,
'Curn': 'EUR'},'asc',0)
get_app_id
Returns the app key previously set with set_app_id function.
Structure
get_app_id()
Notes
The app key identifies your application on Refinitiv Platform. You can get an app key using the App Key
Generator (this App is available in Eikon Desktop).
 Deprecated:: 0.1.12
This will be removed in future releases. Use get_app_key function instead
get_app_key
Returns the app key previously set.
Structure
get_app_key()

Eikon functions 5
Notes
The app key identifies your application on Refinitiv Platform. You can get an application ID using the App Key
get_data
Returns a pandas.DataFrame with fields in columns and instruments as row index
Structure
get_data(instruments, fields, parameters=None, field_name=False, raw_output=False,
debug=False)
Parameters
instruments string or list Single instrument or list of instruments to request.
fields string, List of fields to request.
dictionary or Examples:
list of strings 'TR.PriceClose'
and/or
{'TR.GrossProfit': { 'params':{ 'Scale': 6, 'Curn': 'EUR' }}
dictionaries.
{'TR.GrossProfit': { 'params':{ 'Scale': 6, 'Curn': 'EUR'
},sort_dir:'desc'}
['TR.PriceClose','TR.PriceOpen']
[{'TR.PriceClose':
{'sort_dir':asc,sort_priority:1}},{'TR.PriceOpen':
{'sort_dir':asc,sort_priority:0}}
You can use the function TR_Field to build the fields:
>>> fields =
[ek.TR_Field('tr.revenue'),ek.TR_Field('tr.open','asc',1),ek.T
R_Field('TR.GrossProfit',{'Scale': 6, 'Curn': 'EUR'},'asc',0)]
>>> data, err = ek.get_data(["IBM","MSFT.O"],fields)
 You can launch the Data Item Browser to discover fields and parameters, or copy
field names and parameters from TR Eikon - MS Office formulas
parameters string or Single global parameter key=value or dictionary of global parameters to request.
dictionary, The default is None.
optional
field_name boolean, Define if column headers are filled with field name or display names.
optional If True value, field names will be used as column headers. Otherwise, the full display
name will be used.
The default is False.
raw_output boolean, By default, the output is a pandas.DataFrame.
optional Set raw_output=True to get data in JSON format.
debug bool When set to True, the JSON request and response are printed.
The default value is False.

Eikon functions 6
Returns
pandas.DataFrame
Returns pandas.DataFrame with fields in columns and instruments as row index
errors
Returns a list of errors
Raises
Exception
If http request fails or if server returns an error.
ValueError
If a parameter type or value is wrong.
Examples
>>> import eikon as ek
>>> ek.set_app_key('set your app key here')
>>> data, err = ek.get_data(["IBM", "GOOG.O", "MSFT.O"], ["TR.PriceClose", "TR.Volume",
"TR.PriceLow"])
>>> data, err = ek.get_data("IBM", ['TR.Employees', {'TR.GrossProfit':{'params':{'Scale': 6,
'Curn': 'EUR'},'sort_dir':'asc'}}])
>>> fields =
[ek.TR_Field('tr.revenue'),ek.TR_Field('tr.open',None,'asc',1),ek.TR_Field('TR.GrossProfit',{'Sca
le': 6, 'Curn': 'EUR'},'asc',0)]
>>> data, err = ek.get_data(["IBM","MSFT.O"],fields)
get_news_headlines
Returns a list of news headlines
Structure
get_news_headlines(query='Topic:TOPALL and Language:LEN', count=10,
date_from=None, date_to=None, raw_output=False, debug=False)
Parameters
query string, optional News headlines search criteria. The text can contain instrument codes, company
names, country names, and operators (AND, OR, NOT, IN, parentheses and quotes
for explicit search).
 Prefix instrument names with R to improve performance.
The default is Top News written in English
count int, optional Max number of headlines retrieved.
Value Range: 1-100.
The default is 10.
date_from string or Beginning of date range.
datetime, optional The string format is %Y-%m-%dT%H:%M:%S, for example, 2016-01-20T15:04:05.

Eikon functions 7

date_to string or End of date range.
datetime, optional The string format is %Y-%m-%dT%H:%M:%S, for example, 2016-01-20T15:04:05.
raw_output boolean, optional Set this parameter to True to get the data in JSON format. If set to False, the
function returns a data frame.
debug bool, optional When set to True, the json request and response are printed.
Returns
pandas.DataFrame
• Returns a DataFrame of news headlines with the following columns:
• Index: Timestamp of the publication time
• version_created: Date of the latest update on the news
• text: Text of the Headline
• story_id: Identifier to be used to retrieve the full story using the get_news_story function
• source_code: Second news identifier
Raises
Exception
If http request fails or if server returns an error.
AttributeError
If a parameter type is wrong.
Examples
>>> headlines = ek.get_news_headlines("R:MSFT.O", 2)
>>> headlines
versionCreated text
2016-04-13 18:28:57.000 2.016-04-13 18:28:59.001 RBC Applies Blockchain as a Loyalty
Boost...
2016-04-13 17:28:21.577 2016-04-13 17:28:21.671 UPDATE 2-Long-stalled email privacy bill
...
storyId
2016-04-13 18:28:57.000 urn:newsml:reuters.com:20160413:nNRA1uxh03:1
2016-04-13 17:28:21.577 urn:newsml:reuters.com:20160413:nL2N17G16Q:2
>>> headlines = ek.get_news_headlines("R:MSFT.O IN FRANCE")

>>> headlines = ek.get_news_headlines("R:MSFT.O IN FRANCE IN ENGLISH", count=5)
>>> headlines = ek.get_news_headlines("OBA* OR CLINTON IN ENGLISH", count=5)

Eikon functions 8
get_news_story
Return a single news story corresponding to the identifier provided in story_id
Structure
get_news_story(story_id, raw_output=False, debug=False)
Parameters
story_id string The story ID is a field you find in every headline you retrieved using the get_news_headlines
function.
raw_output boolean Set this parameter to True to get the data in JSON format. If set to False, the function returns
the story content.
The default value is False.
Raises
Exception
If http request fails or if Refinitiv Services return an error.
ValueError
Examples
>>> headlines = ek.get_news_headlines('IBM')
>>> for index, headline_row in headlines.iterrows():
story = ek.get_news_story(headline_row['storyId'])
print (story)
get_port_number
Returns the port number used to communicate with the Eikon Data API Proxy
Structure
get_port_number()
get_symbology
Returns a list of instrument names converted into another instrument code. For example: convert SEDOL
instrument names to RIC names
Structure
get_symbology(symbol, from_symbol_type='RIC', to_symbol_type=None,
raw_output=False, debug=False, bestMatch=True)

Eikon functions 9
Parameters
symbol string or list of Single instrument or list of instruments to convert.
strings
from_symbol_type string Instrument code to convert from. Possible values: CUSIP, ISIN, SEDOL, RIC,
ticker, lipperID, and IMO.
The default is RIC.
to_symbol_type string or list Instrument code to convert to. Possible values: CUSIP, ISIN, SEDOL, RIC,
ticker, lipperID, IMO, and OAPermID.
The default is None (means all symbol types are requested)
raw_output boolean Set this parameter to True to get the data in JSON format. If set to False, the
function returns a data frame.
bestMatch bool When set to True, only primary symbol is requested. When set to False, all
symbols are requested.
Returns
If raw_output is set to True, the data is returned in the JSON format. If raw_output is False (default value)
the data is returned as a pandas.DataFrame.
pandas.DataFrame content:
• columns : Symbol types
• rows : Symbol requested
• cells : the symbols (None if not found)
• symbol : The requested symbol
Raises
Exception
If request fails or if server returns an error
ValueError
If a parameter type or value is wrong
Examples
>>> ISIN_codes = ek.get_symbology(["MSFT.O", "GOOG.O", "IBM.N"], from_symbol_type="RIC",
to_symbol_type="ISIN")
>>> ISIN_codes
ISIN
MSFT.O US5949181045
GOOG.O US02079K1079
IBM.N US4592001014

Eikon functions 10
get_timeout
Returns the request timeout in seconds
Structure
get_timeout()
get_timeseries
Returns historical data on one or several instruments
Structure
get_timeseries(rics, fields='*', start_date=None, end_date=None, interval='daily',
count=None, calendar=None, corax=None, normalize=False, raw_output=False,
debug=False)
Parameters
rics string or list of Single RIC or list of RICs to retrieve historical data for
strings
start_date string or Starting date and time of the historical range.
datetime.datetime The string format is %Y-%m-%dT%H:%M:%S, for example, 2016-01-20T15:04:05.
or datetime.timedelta is negative number of day relative to datetime.now().
datetime.timedelta
The default is datetime.now() + timedelta(-100).
You can use the helper function get_date_from_today. See the Examples section
for usage.
end_date string or End date and time of the historical range.
datetime.datetime Possible string formats:
or %Y-%m-%d, for example, 2017-01-20
datetime.timedelta
%Y-%m-%dT%H:%M:%S, for example, 2017-01-20T15:04:05
datetime.timedelta is negative number of day relative to datetime.now().
The default is datetime.now().
You can use the helper function get_date_from_today. See the Examples section
for usage.
interval string Data interval. Possible values are tick, minute, hour, daily, weekly, monthly,
quarterly, yearly.
The default is daily.
fields string or list of Use this parameter to filter the returned fields set. Available fields: TIMESTAMP,
strings VALUE, VOLUME, HIGH, LOW, OPEN, CLOSE, COUNT.
By default, all fields are returned.
count int, optional Maximum number of data points retrieved.
calendar string, optional Possible values: native, tradingdays, calendardays.
corax string, optional Possible values: adjusted, unadjusted

Eikon functions 11

normalize boolean If set to True, the function returns a normalized data frame with the following columns
Date, Security, Field. If the value of this parameter is False, the returned data
frame shape depends on the number of RICs and the number of fields in the response
There are three different shapes:
• One RIC and many fields
• Many RICs and one field
• Many RICs and many fields
 This parameter has less precedence than the parameter rawOutput. That is, if
rawOutput is set to True, the returned data is the raw data and this parameter
is ignored.
raw_output boolean Set this parameter to True to get the data in JSON format. If set to False, the
function returns a data frame which shape is defined by the normalize parameter.
Raises
Exception
If request fails or if server returns an error.
ValueError
Examples
>>> req = ek.get_timeseries(["MSFT.O"], start_date = "2017-02-01T15:04:05",
>>> end_date = "2017-02-05T15:04:05", interval="tick")
>>> req = ek.get_timeseries(["MSFT.O"], start_date = "2017-03-01",
>>> end_date = "2017-03-10", interval="daily")
>>> req = ek.get_timeseries(["MSFT.O"], start_date = get_date_from_today(150),
>>> end_date = get_date_from_today(100), interval="daily")
send_json_request
Returns the JSON response. This function can be used for advanced usage or early access to new features.
Structure
send_json_request(entity, payload, debug=False)
Parameters
entity string A string containing a service name
payload string A string containing a JSON request

Eikon functions 12

debug bool, optional When set to True, the json request and response are printed.
Returns
string
The JSON response as a string
Raises
EikonError
If daemon is disconnected
requests.Timeout
If request times out
Exception
If request fails (HTTP code other than 200)
EikonError
If daemon is disconnected
set_app_id
Set the app key.
Structure
set_app_id(app_key)
Parameters
app_key string the app key
Notes
 Deprecated:: 0.1.12
This will be removed in 1.1.0. Use set_app_key function instead.
set_app_key
Set the app key.
Structure
set_app_key(app_key)

Eikon functions 13
Parameters
app_key string the app key
Notes
set_log_level
Set the log level. When logs are activated (log_level != logging.NOTSET ), log files are created in the
current directory. To change directory for log files, set log path with set_log_path() function.
Structure
set_log_level(level)
Parameters
level int Possible values from logging module: CRITICAL, FATAL, ERROR, WARNING, WARN, INFO,
DEBUG, NOTSET
Example
ek.set_log_level(logging.DEBUG)
set_log_path
Set the filepath of the log file.
Structure
set_log_path(path)
Parameters
path string File path location for log files
Example
ek.set_log_path("c:\my_directory")
set_port_number
Set the port number to communicate with the Eikon Data API proxy. This port number is detected automatically
but you can call this function to force it manually for troubleshooting issues.
Structure
set_port_number(port_number)

Eikon functions 14
Parameters
port_number int the port number
set_timeout
Set the timeout for each request.
Structure
set_timeout(timeout)
Parameters
timeout int the request timeout in sec Default value: 30 sec

Eikon classes 15
Eikon classes
EikonError
Base class for exceptions specific to Eikon platform.
Constructor
__init__(self, code, message)
Parameters
code int
message string Indicate the sort direction. Possible values are asc or desc.
The default value is asc.
Legal Information
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Refinitiv does not guarantee that any information contained in this document is and will remain accurate or that use of the information will ensure correct and faultless operation of the
relevant service or equipment. Refinitiv, its agents and employees, accepts no liability for any loss or damage resulting from reliance on the information contained in this document.
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REFINITIV

Refinitiv Eikon Data API for Python

About this document

Refinitiv Eikon Data API for Python

Refinitiv Eikon Data API for Python

Refinitiv Eikon Data API for Python

Refinitiv Eikon Data API for Python

Name Type Description

>>> headlines = ek.get_news_headlines("R:MSFT.O IN FRANCE")

Refinitiv Eikon Data API for Python

Refinitiv Eikon Data API for Python

Refinitiv Eikon Data API for Python

Refinitiv Eikon Data API for Python

Name Type Description

Refinitiv Eikon Data API for Python

Name Type Description

Refinitiv Eikon Data API for Python

Refinitiv Eikon Data API for Python

Refinitiv Eikon Data API for Python

Refinitiv Eikon Data API for Python

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