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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.

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.

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. 

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

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

Eikon Excel Company Tearsheet in Python (Part 2)
Created: March 31, 2020
Updated: May 12, 2020
Zoya Farberov

We re-create Eikon Excel Company Tearsheet in Python, explaining the steps, and ending up with complete Company Tearsheet Jupiter notebook (Part 2)

Eikon Excel Company Tearsheet in Python (Part 1)
Created: March 19, 2020
Updated: June 11, 2020
Zoya Farberov

We re-create Eikon Excel Company Tearsheet in Python, explaining the steps, and ending up with complete Company Tearsheet Jupiter notebook.

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.

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.

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). 

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.

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

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.

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.

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.

Boost Tick History downloads with AWS
Created: October 19, 2017
Updated: December 19, 2019
Christiaan M

This article explains how to improve Tick History downloads performance.

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.

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