Hi,
I'm trying to use RDP in Python, as I cannot access the info I want via Eikon.
I've copied the basic example from your site (https://developers.refinitiv.com/article/rdp-library-python-log-returns-correlation-matrix-and-ols-regression-models ), but when I run the below code (I've deleted my APP_KEY):
import getpass
import refinitiv.dataplatform as rdp # the RDP library for Python
import pandas as pd
import numpy as np
rdp.open_desktop_session("XXXXXXXXXXXXXXXXXXXXXXXX")
RICs = [".SPX",".VIX","IBM.N","GE"] # the list of RICs
s_date = "2018-01-02" # start date
e_date = "2018-12-30" # end date
#TBD - remove later pd.set_option('display.max_columns', None)
lastPriceField = "TRDPRC_1" # the last price field of these RICs
data = pd.DataFrame() # define data is a DataFrame
for aRIC in RICs: # request daily last price for each RIC
df= rdp.get_historical_price_summaries(aRIC,start=s_date,end=e_date,interval = rdp.Intervals.DAILY,fields=[lastPriceField])
if df is None: # check if there is any error
print("Error for RIC " + aRIC + ":" + str(rdp.get_last_status()['error'])) # print the error
else:
df[lastPriceField] = df[lastPriceField].astype(float) # convert string type to float
data[aRIC] = df[lastPriceField] # create the RIC's last price column
data # display daily last price of the RICs
I get the below python error for the rdp call. Can somebody please help.
Thanks
TypeError Traceback (most recent call last)
<ipython-input-14-bbed23114e72> in <module>
14 data = pd.DataFrame() # define data is a DataFrame
15 for aRIC in RICs: # request daily last price for each RIC
---> 16 df= rdp.get_historical_price_summaries(aRIC,start=s_date,end=e_date,interval = rdp.Intervals.DAILY,fields=[lastPriceField])
17 if df is None: # check if there is any error
18 print("Error for RIC " + aRIC + ":" + str(rdp.get_last_status()['error'])) # print the error
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\refinitiv\dataplatform\factory\content_factory.py in get_historical_price_summaries(universe, interval, start, end, adjustments, sessions, count, fields, on_response, closure)
401 fields=fields,
402 on_response=on_response,
--> 403 closure=closure)
404 405
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\refinitiv\dataplatform\factory\content_factory.py in _get_historical_price_summaries(cls, universe, interval, start, end, adjustments, sessions, count, fields, on_response, closure)
194 count=count,
195 fields=fields,
--> 196 closure=closure)
197 cls.__last_result = historic_summaries
198 if historic_summaries.is_success and historic_summaries.data and historic_summaries.data.df is not None:
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\refinitiv\dataplatform\content\data\historical_pricing.py in get_summaries(universe, session, interval, start, end, adjustments, sessions, count, fields, on_response, closure)
275 count=count,
276 fields=fields,
--> 277 closure=closure)
278 return result
279
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\refinitiv\dataplatform\content\data\historical_pricing.py in _get_summaries(self, universe, interval, start, end, adjustments, sessions, count, fields, closure)
296 count=count,
297 fields=fields,
--> 298 closure=closure))
299 300 #############################################################
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\nest_asyncio.py in run_until_complete(self, future)
59 while not f.done():
60 run_once(self)
---> 61 return f.result()
62 else:
63 return self._run_until_complete_orig(future)
C:\ProgramData\Miniconda3_64\envs\myenv\lib\asyncio\tasks.py in _step(***failed resolving arguments***)
178 # We use the `send` method directly, because coroutines
179 # don't have `__iter__` and `__next__` methods.
--> 180 result = coro.send(None)
181 else:
182 result = coro.throw(exc)
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\refinitiv\dataplatform\content\data\historical_pricing.py in _get_summaries_async(self, universe, interval, start, end, adjustments, sessions, count, fields, closure)
446 count=count,
447 fields=fields,
--> 448 closure=closure)
449 450 _historical_result = HistoricalPricing.HistoricalPricingResponse(_result._response,
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\refinitiv\dataplatform\content\data\historical_pricing.py in _get_historicalpricing(self, url, path_parameters, query_parameters, start, end, fn_format_datetime, adjustments, market_sessions, count, fields, closure)
542 path_parameters=path_parameters,
543 query_parameters=_query_parameters,
--> 544 closure=closure)
545 if _result and not _result.is_success:
546 self._endpoint.session.log(1, f'Historical Pricing request failed: {_result.status}')
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\refinitiv\dataplatform\delivery\data\endpoint.py in send_request_async(self, method, header_parameters, path_parameters, query_parameters, body_parameters, closure)
441 json=_body,
442 closure=closure)
--> 443 _result = Endpoint.EndpointResponse(_response)
444 445 self.on_response(_result)
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\refinitiv\dataplatform\delivery\data\endpoint.py in __init__(self, response)
203 else:
204 try:
--> 205 _raw = response.json()
206 if _raw and _raw.get("error"):
207 self.status["error"] = _raw["error"]
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\requests\models.py in json(self, **kwargs)
883 # decoding fails, fall back to `self.text` (using chardet to make
884 # a best guess).
--> 885 encoding = guess_json_utf(self.content)
886 if encoding is not None:
887 try:
C:\ProgramData\Miniconda3_64\envs\myenv\lib\site-packages\requests\utils.py in guess_json_utf(data)
869 if sample[:2] in (codecs.BOM_UTF16_LE, codecs.BOM_UTF16_BE):
870 return 'utf-16' # BOM included
--> 871 nullcount = sample.count(_null)
872 if nullcount == 0:
873 return 'utf-8'
TypeError: must be str, not bytes
