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Computing Risk-Free Rates using Zero Coupon Bonds - and Excess Returns
Created: July 14, 2020
Updated: July 14, 2020
Jonathan Legrand

In this article we compute risk-free rates using zero-coupon bonds and then show how to calculate excess returns for any instrument.

Dataquery – a syntax builder for screening with Eikon Data API.
Created: July 5, 2020
Updated: July 6, 2020
Leonid Sopotnitskiy

This article describes a syntax builder designed to assist Eikon Data API users with creating screening and data aggregation requests.

Get Coronavirus Cases Latest And Timeseries Statistic with Eikon Data API(Python)
Created: July 3, 2020
Updated: July 8, 2020
Chavalit Jintamalit

This article demonstrates how to find RIC(Refinitiv Identifier Code) for each country/territory statistic of infected cases and how to retrieve the coronavirus statistic using Eikon Data API(Python)

Evolution of ESG Disclosures
Created: June 30, 2020
Updated: June 30, 2020
Alex Putkov

This article examines the evolution of ESG disclosures by companies over time. It uses the universe of companies, for which Refinitiv has been collacting ESG data since 2002, and examines how the number of ESG metrics that these companies report on evolved between 2002 and now.

Build the Symbology Conversion Chat Bot with Refinitiv Messenger Bot and Eikon Data APIs
Created: June 22, 2020
Updated: June 26, 2020
Wasin Waeosri

This article shows how to integrates Messenger Bot API with Eikon Data API to create a basic interactive chat bot that covert symbology for Refinitiv Workspace messenger application users.

Creating a WDI Heatmap with DataStream Web Services and Google Maps
Created: June 12, 2020
Updated: June 26, 2020
Jirapongse Phuriphanvichai

This example demonstrates how to retrieve World Development Indicators from DataStream Web Services and then use Google Maps (gmaps) to create a heatmap with the retrieved data. 

Estimating Monthly USA GDP via the Expenditure Approach and the Holt-Winters Model
Created: June 4, 2020
Updated: June 12, 2020
Jonathan Legrand

Forecasting USA GDP via Expenditure Approach and the Holt-Winters Model and computing monthly estimates when only quarterly figures are released.

Consuming Realtime Streaming data with the Refinitiv Data Platform Library
Created: June 1, 2020
Updated: June 1, 2020
Umer Nalla

Code Walkthrough of a Python example that uses the Refinitiv Data Platform library to demonstrate the consumption of realtime data from the Refinitiv Data Platform, TREP or Eikon/Workspace

Estimating Monthly G.D.P. Figures Via an Income Approach
Created: May 29, 2020
Updated: June 3, 2020
Jonathan Legrand

Only quarterly U.S.A. G.D.P. data is published; this article describes a method of estimating monthly such figures using monthly Total Compensation figures.

Delta Hedging - Simplify your Option Pricing
Created: May 21, 2020
Updated: May 26, 2020
Nick Zincone

Use cases to demonstrate common delta hedging workflows using Refinitiv's Instrument Pricing Analytics, modeling different pricing strategies.

DataStream Sustainable Development Goals Country Scores
Created: May 20, 2020
Updated: May 26, 2020
Jonathan Legrand

DataStream Sustainable Development Goals Country Scores

Introduction to Equity Pair Trading
Created: May 15, 2020
Updated: May 15, 2020
Jason Ramchandani

This article will cover the Equity Pair trading use case and go from a single pair example to an industrialised search process with commonly used statistical tests, combinatoric generators and computed in a brute force fashion using vectorization and parallelization where appropriate

Investigating the effect of Company Announcements on their Share Price following COVID-19 (using the S&P 500)
Created: May 12, 2020
Updated: June 18, 2020
Jonathan Legrand

Creating a framework to investigate whether the Announcement of Financial Statements after COVID impacted the price of stocks in any specific industry sector in the USA.

Build Refinitiv Messenger Interactive Chat Bot with Python Machine Learning and Messenger Bot API
Created: April 29, 2020
Updated: May 11, 2020
Moragodkrit Chumsri

This article explains how to build Interactive ChatBot with Python Machine Learning and using Messenger Bot API to integrate the Bot to Eikon Messenger.

RDP Library for Python with Log Returns, Correlation Matrix, and OLS Regression models
Created: April 23, 2020
Updated: June 1, 2020
Pimchaya Wongrukun

The article demonstrates how to use Refinitiv Data Platform (RDP) Library for Python to retrieve historical data. Then, you can use the data for financial data science and plot the graph. In this article, we will show how to calculate log returns, correlation matrix and linear OLS regression according to the data.

Instrument Pricing Analytics - Volatility Surfaces and Curves
Created: April 2, 2020
Updated: April 21, 2020
Umer Nalla

An exploration of how to use Instrument Pricing Analytics Data  to create and plot ETI and FX Volatility Surfaces, Smile Curves, Term Structures, Forward Curves using the Refinitiv Data Platform Library

Retrieve Cross Economic Data using Eikon Data API(Python) | Refinitiv
Created: April 1, 2020
Updated: June 22, 2020
Chavalit Jintamalit

This article explains steps to retrieve Cross Economic Data using Eikon Data API(Python)

How to get Fundamentals Company Geographic Sales Breakdown with Eikon Data APIs | Refinitiv
Created: March 25, 2020
Updated: May 11, 2020
Wasin Waeosri

This article shows how to get Company Geographic Sale information from Reuters Fundamentals, then breakdown and display it as a graph for busincess decision with Eikon Data API.

How to integrate ESG data into investment decisions
Created: March 24, 2020
Updated: April 1, 2020
Gurpreet Bal

Learn how you can leverage Refinitiv's leading data and APIs to integrate ESG data when making your investment decisions.

Accessing saved list on Eikon Desktop using Eikon Data API(Python)
Created: March 18, 2020
Updated: May 11, 2020
Chavalit Jintamalit

Accessing saved list on Eikon Desktop using Eikon Data API(Python)

Introduction to the Open PermID Python library
Created: March 16, 2020
Updated: June 4, 2020
Jirapongse Phuriphanvichai

This article introduces a Python library for Open PermID APIs. This library covers all features of Open PermID APIs including Record Matching, Entity Search, and Intelligent Tagging.

Create Technical Analysis triggers and signals using the Eikon Data API
Created: March 11, 2020
Updated: April 8, 2020
Umer Nalla

Create technical analysis triggers without needing to use charts and visually identify signals with the Eikon Data API. These events are then used to post the signals to a chat room using the Refinitiv Messenger BOT API

Yield Map charting with Eikon Data API
Created: March 10, 2020
Updated: March 11, 2020
Leonid Sopotnitskiy

This python model creates a chart for a bonds portfolio and builds yield curves from its constituents automatically using Eikon Data API.

Commodity seasonality charts with Eikon Data API
Created: March 9, 2020
Updated: March 9, 2020
Leonid Sopotnitskiy

This module allows the user to plot a seasonality chart for a futures contract in python with Eikon Data API.

Yield curve principal component analysis with Eikon Data API
Created: March 5, 2020
Updated: March 9, 2020
Leonid Sopotnitskiy

This python model performs the PCA decomposition of a defined list of rates instruments (e.g. treasuries or IR swaps) using Eikon Data API, Additionally this model calculates the mean reversion on a curve trade as well as optimal holding period.

How to get MRN News Analytics Data via Elektron WebSocket API | Refinitiv
Created: March 5, 2020
Updated: March 9, 2020
Wasin Waeosri

This article shows to get consume, assemble and decode MRN News Analytics Data (TRNA) from TREP via Elektron WebSocket connection. This article also shows how to get each Analytics Field data from TRNA JSON message.

Inflation versus Dollar Cost Averaging on Pension Fund | Refinitiv
Created: March 4, 2020
Updated: March 24, 2020
Chavalit Jintamalit

This article will demonstrate how to calculate performance on a fund using Dollar-Cost Averaging strategy versus Inflation

Measuring the impact of hedging on the VaR of an FX portfolio in python with Eikon Data API
Created: March 3, 2020
Updated: March 9, 2020
Leonid Sopotnitskiy

This model calculates a parametric Value-at-Risk on an FX portfolio, and measures the impact from changing % of FX positions being hedged.

Financial Reporting with Eikon and Excel
Created: February 28, 2020
Updated: February 28, 2020
Felix Zumstein

If you work in finance, the majority of your work probably happens online: You may periodically check an internal dashboard in your web browser or look at ticking prices in the Eikon terminal. Nevertheless, your boss may want you to send them a good old Excel factsheet at the end of each day.

Eikon Data API with Time Series Forecasting
Created: February 20, 2020
Updated: March 17, 2020
Pimchaya Wongrukun

how to extract the time series from Refinitiv using Eikon data API for Python. Then, use it for the series for forecasting the time series using ARIMA model

Economic Value Added
Created: December 22, 2019
Updated: December 23, 2019
Alex Putkov

This article explores the concept of Economic Value Added and provides an example of calculating company's Economic profit using company fundamental data retrieved from Eikon.

Discover our Refinitiv Data Platform Library (part 2)
Created: December 19, 2019
Updated: January 16, 2020
Umer Nalla

Part 2 of a peek at our new exciting and easy to use Refinitiv Data Platform library for Python, C# (and Typescript) - looking at Analytics, ESG and Level 2 Streaming data using the Delivery Layer

Discover our Refinitiv Data Platform Library (part 1)
Created: December 6, 2019
Updated: March 16, 2020
Umer Nalla

Part 1 of a peek at our exciting new and easy to use Refinitiv Data Platform library for Python, C# (and Typescript)

ESG Disclosures
Created: December 3, 2019
Updated: December 4, 2019
Alex Putkov

This article examines the distribution of companies disclosures across metrics in Refinitiv ESG dataset. It also probes whether higher disclosure rate is associated with better stock price performance or company profitability metrics such as return on assets (ROA) or return on equity (ROE). 

Offline Installation for Eikon Data APIs(Python)
Created: December 1, 2019
Updated: January 14, 2020
Chavalit Jintamalit

Offline Installation for Eikon Data APIs(Python) | Refinitiv

Portfolio optimization in Modern Portfolio Theory
Created: November 25, 2019
Updated: May 23, 2020
Alex Putkov

In Modern Portfolio Theory (MPT) the goal of portfolio optimization is to maximize expected portfolio return for a given level of market risk or conversely to minimize the risk for a given expected return. This article demonstrates MPT portfolio optimization techniques for small portfolio of US stocks.

Find Your Right Companies with SCREENER | Eikon Data APIs(Python)
Created: October 18, 2019
Updated: January 14, 2020
Chavalit Jintamalit

Find Your Right Companies with SCREENER | Eikon Data APIs(Python)

Tick History on Jupyter Notebook Quick Start
Created: September 26, 2019
Updated: March 2, 2020
Pimchaya Wongrukun

This article will demonstrate how to request tick history data on demand on Jupyter Notebook.

Introduction to Machine Readable News with Elektron WebSocket API | Refinitiv
Created: August 14, 2019
Updated: August 20, 2019
Wasin Waeosri

This article shows how to implement Elektron WebSocket API application to consume Machine Readable News (MRN) data with Python Language.

Consuming Order Book Level 2 data with Elektron Websocket API
Created: August 2, 2019
Updated: August 6, 2019
Umer Nalla

In this article, we will build a simple GUI Python example which Consumes MarketByPrice Orderbook data using the Elektron Websocket API

Contributing your data to Refinitiv with Elektron WebSocket API | Refinitiv
Created: July 4, 2019
Updated: June 30, 2020
Wasin Waeosri

This article shows how to contribute your data to Refinitiv with Elektron WebSocket API, TREP and RCC.

Contributing Data to TREP using the Websocket API
Created: June 24, 2019
Updated: June 24, 2019
Umer Nalla

If you want to publish (i.e. contribute) data to the Financial Markets via Refinitiv and/or  to your internal TREP users without learning an API this guide is for you.

Using EDP API to request ESG data on Jupyter Notebook
Created: May 15, 2019
Updated: May 30, 2019
Moragodkrit Chumsri

This example will demonstrate how we can retrieve ESG data from Elektron Data Platform (EDP). We will be using Python with EDP API to request ESG data on the Jupyter Notebook.

How to Setup Refinitiv's Amazon EC2 Machine Image for Elektron Real Time in Cloud
Created: May 2, 2019
Updated: May 5, 2020
Wasin Waeosri

This article will guide you launch an Amazon AWS EC2 Instance to run the ERT in Cloud WebSocket Python example from the instance.

Use Fiddler to Capture RDP Interactions
Created: April 9, 2019
Updated: January 16, 2020
Gurpreet Bal

Use a Fiddler proxy to capture web request/response.

ADS Client Load Balancing
Created: July 18, 2018
Updated: April 4, 2019
Jirapongse Phuriphanvichai

The purpose of this article is to introduce the client load balancing feature available in ADS. It also demonstrates how to configure this feature and test it with RFA examples and WebSocket API.

Using PermID API with Python
Created: January 5, 2018
Updated: May 3, 2019
Evgeny Kovalyov

Using Open PermID Matching API in Python

Introduction to News Sentiment Analysis with Eikon Data APIs - a Python example
Created: January 5, 2018
Updated: May 3, 2019
Jason Ramchandani

This article will demonstrate how we can conduct a simple sentiment analysis of news delivered via our new Eikon Data APIs and some really great python packages. Jupyter Notebook is available via github.

Generating Alpha using Starmine Analytical Models - a Python example
Created: December 28, 2017
Updated: May 3, 2019
Jason Ramchandani

This article will demonstrate how we can use Starmine Analytical Models to derive insight and generate alpha, in this case, for equity markets. I will be using our new Eikon Data APIs in this Python example. This Jupyter notebook is available on github for you to download.

Using AdfinX Analytics in Python
Created: November 23, 2017
Updated: July 13, 2020
Alex Putkov

Adfin Analytics are only available as part of Eikon Excel add-in and as a COM library. There’s no native Python implementation of Adfin Analytics. This article explains how to use AdfinX Analytics in Python and provides a code sample.

How to Optimize Tick History file downloads for Python (and other languages)
Created: September 11, 2017
Updated: December 19, 2019
Christiaan M

After making a historical data request using Refinitiv Tick History, once the data was extracted and is ready you can download and save the compressed data file to your local hard disk. In this article, I investigate how to download the compressed data files, and how to optimize the download time.

U.S. Presidents - The first 100 Days
Created: September 6, 2017
Updated: May 19, 2020
Nick Zincone

U.S. Presidents - The first 100 Days

How to implement RKD JSON application with Python chapter 3: News Headline
Created: August 23, 2017
Updated: July 2, 2020
Wasin Waeosri

This article demonstrate how to implement the Refinitiv Knowledge Direct (RKD) API News Headline consumer application with Python and JSON.

How to implement RKD JSON application with Python chapter 2: Quote
Created: August 4, 2017
Updated: July 1, 2020
Wasin Waeosri

This article demonstrate how to implement the Refinitiv Knowledge Direct (RKD) API consumer application with Python and JSON to consume Real Time Quote data.

Symbology conversion using the DSS REST API in Python
Created: July 21, 2017
Updated: April 3, 2019
Steven Peng

Symbology conversion using the DSS REST API in Python

How to visualize performance of a domestic vs. foreign asset adjusted for exchange rate using Eikon Python API
Created: July 18, 2017
Updated: April 9, 2019
Gurpreet Bal

This article demonstrates how a user can use Eikon Python API to quickly prototype and plot custom analytics. The example shown here is one of the many use cases, that Quants/Analysts can employ to analyze financial data.

How to implement RKD JSON application with Python chapter 1: the basic
Created: July 18, 2017
Updated: July 1, 2020
Wasin Waeosri

The Refinitiv Knowledge Direct (RKD) API integrates into your website, trading platform, company intranet/extranet, advisory portal and mobile applications to provide up-to-date financial market data, news and analytics and powerful investment tools.

Request Tick History Time and Sales Data using Python
Created: July 17, 2017
Updated: June 16, 2020
Moragodkrit Chumsri

This article demonstrates how to use the Tick History REST API to request Time and Sales data using python.

How to expand Chain RIC using the Tick History REST API in Python
Created: July 17, 2017
Updated: April 4, 2019
Moragodkrit Chumsri

How to use the Tick History REST API to expand a Chain RIC in Python