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Changelog

Refinitiv 0.2.1

New Features

  • rd_ConvertSymbol() — New function for converting between symbology types (RIC, ISIN, CUSIP, SEDOL, etc.) with multi-tiered fallback: SymbologySearch → EikonGetSymbology → GetData. Supports DelistingDate natively and handles ISIN→RIC, RIC→ISIN, RIC→MIC, and more.

  • fields parameter alias in rd_GetData() — fields can now be used as an alias for Eikonformulas, aligning the R API with the lseg-data Python library. Eikonformulas continues to work but is soft-deprecated.

  • EikonResult S3 class — EikonGetData() now returns an EikonResult object that wraps both data and error components. as.data.table() and as.data.frame() methods extract only the data portion, eliminating recycling warnings. Fully backward-compatible: $PostProcessedEikonGetData and $Eikon_Error_Data still work.

Bug Fixes

  • Cache key canonicalization (STOXX-2) — cache_key() now sorts character vectors before hashing, ensuring the same set of RICs produces the same cache key regardless of input order. Diagnostic logging available via options(refinitiv_verbose_cache = TRUE).

  • EikonGetSymbology() multi-chunk fix (STOXX-3) — EikonGetSymbology() now correctly combines results across multiple chunks. Previously only the first chunk was processed, silently discarding all subsequent chunks for requests with >300 symbols.

CI/CD & Infrastructure

  • Windows MAX_PATH fix — Shortened httptest2 API fixture paths in the redactor (api/rdp/data/ → d/, news/v1/top-news → tn, etc.) and removed an accidentally committed Refinitiv.Rcheck/ directory (456 files) that contained old long-path fixtures. Package download size dropped from 6.23 MB to 2.83 MB.

  • Installation test workflow — New install-test.yaml validates that the package installs and loads successfully on Ubuntu, macOS, and Windows.

  • Node.js 24 migration — Bumped actions/checkout to v5 and codecov/codecov-action to v6 (both native Node 24). Removed the FORCE_JAVASCRIPT_ACTIONS_TO_NODE24 workaround.

  • Modern installation docs — README now recommends pak::pak() instead of the deprecated devtools::install_github().

  • .gitignore / .Rbuildignore hardened — Added *.Rcheck/ patterns to prevent future accidental commits of R CMD check output.

Refinitiv 0.2.0

Breaking Changes

  • Python/reticulate support removed. The package now uses direct JSON API calls exclusively. No Python installation is required.

New Features

  • Real-time streaming data — New WebSocket-based streaming API via R6 classes (rd_get_streaming_data(), StreamManager, Stream, StreamDefinition). Supports multi-instrument subscriptions, callbacks (on_refresh, on_update, on_error), data history buffering, summary statistics, and built-in live plotting with Shiny.

    • Auto-reconnect with jittered exponential backoff and automatic re-subscription on disconnect.
    • Sequential stream IDs for multi-instrument support.
    • Debug logging via options(refinitiv_streaming_debug = TRUE).

  • ESG data — rd_GetESG() retrieves ESG scores, measures, basic overviews, and universe data with optional fiscal year filtering.

  • Consensus estimates — rd_GetEstimates() retrieves I/B/E/S actuals, summary, and KPI data across 15 views with package-level validation.

  • Ownership data — rd_GetOwnership() retrieves consolidated, fund, insider, investor, and organizational ownership data across 19 views with automatic pagination.

  • Session-scoped request cache — Opt-in caching layer (R/cache.R) with configurable TTLs per function. Enable globally with options(refinitiv_cache = TRUE) or per-call with cache = TRUE. Helpers: rd_ClearCache(), rd_CacheInfo(). Instrumented across 13 exported functions.

  • Custom instruments — rd_ManageCustomInstruments() for create, read, update, and delete operations, including basket instruments with custom holidays.

  • Zero-config connection — rd_connection() provides a lazy, cached singleton connection. All 20+ API functions default to it, eliminating the need to pass connection objects explicitly.

  • Environment variable configuration — Set REFINITIV_PORT, REFINITIV_BASE_URL, and/or REFINITIV_APP_KEY in .Renviron for headless/CI environments. Skips interactive terminal detection.

  • EikonRepairMic() updated — Operating MIC lookup data refreshed for current exchange codes.

Bug Fixes & Improvements

  • retry() rewritten (C2) — Now accepts a zero-argument closure with iterative loop and exponential backoff. Max attempts configurable via options(refinitiv_max_retries). Previously the retry mechanism did not actually re-execute failed calls.

  • retry() throws on exhaustion by default (#17) — retry() now defaults to on_failure = "stop", throwing an error with the last failure message when all attempts are exhausted. Previously it returned NA with a warning, causing confusing downstream errors. Use on_failure = "NA" for the chunked_download() use case where per-chunk success is tracked externally.

  • HTTP 429/503 rate-limit handling (#18) — send_json_request() now uses httr2::req_retry() to automatically retry on HTTP 429 (Too Many Requests) and 503 (Service Unavailable) responses with jittered exponential backoff. Respects Retry-After headers in both seconds and HTTP-date formats. Configurable via options(refinitiv_rate_limit_max_wait) (default 60s).

  • Retry architecture documented (#19) — The three-layer retry system (retry(), httr2::req_retry(), server polling loop) is now documented in ARCHITECTURE.md and retry() roxygen.

  • DELETE dead assignment fixed (#21) — Removed unreachable results <- NA after break in send_json_request() DELETE code path.

  • Package version in cache key (#22) — cache_key() now includes the package version, so a mid-session upgrade automatically invalidates stale cached entries.

  • Credential vault (C3) — Bearer tokens are now stored in a package-private environment invisible to getOption(), save.image(), and str(options()), replacing the previous plaintext options() storage.

  • Token expiry buffer (H1) — rd_VerifyToken() subtracts a 60-second buffer (configurable via options(refinitiv_token_buffer_seconds)) before checking token expiration, preventing clock-skew failures.

  • Unified HTTP request handling (H2) — Extracted build_request() helper to DRY four HTTP method branches in send_json_request(). All methods now use consistent error handling. Debug output changed from print() to message(). Timeouts normalized to 30s across all methods.

  • Honest handshake identity (H5) — Handshake now identifies as RefinitivR with the actual package version, replacing the previously spoofed Python library identity.

  • Hostname leakage fixed (M4) — Streaming login uses 127.0.0.1/localhost instead of the real hostname.

  • NA_cleaning default flipped (M3) — rd_OutputProcesser() now defaults to NA_cleaning = FALSE, matching the behavior of all internal callers.

  • chunked_download() extracted (M2) — Generic chunk-retry coordinator replaces 7 duplicated download-coordinator patterns. Supports parameterized sleep, max retries, success predicates, and configurable failure behavior.

  • Search port bug fixed — Construct_url("rdp") and bearer token handshake URL now correctly use eikon_port instead of rdp_port, fixing silent fallback to port 80 when rdp_port was NULL.

  • HistoricalPricing.r setnames crash fixed — No longer fails when multiple V-prefixed columns are present in the response.

  • EikonTimeSeriesPreprocessor NA handling — Defensive checks prevent crashes when Duration or Limit are NA.

  • Int64 overflow fixed (Q1) — Large integer values (exceeding 2^31-1) from LSEG responses are now converted with as.numeric() instead of as.integer(), preventing silent truncation.

  • retry() handles NULL returns (A1) — retry() now correctly treats NULL as a valid return value rather than a failure signal.

  • rd_GetHistory() merge improvements (Q2) — Duplicate column deduplication, granularity mismatch warning, NA-row filtering, and merge_info attribute on merged results.

  • Type coercion guard tightened (Q4) — Column type coercion now requires all non-NA values to be parseable before converting.

  • Optimal chunking (Q5) — Even-distribution chunking eliminates runt chunks and unnecessary extra API calls.

  • Linear backoff in polling loop (Q6) — Server polling now uses linear backoff between iterations instead of fixed sleep.

  • UTC timezone standardization (Q7) — All date conversions now explicitly use tz = "UTC".

  • EikonGetSymbology() multi-chunk fix (STOXX-3) — EikonGetSymbology() now correctly combines results across multiple chunks. Previously, ProcessSymbology() only processed the first chunk, silently discarding all subsequent chunks. Requests with >300 symbols returned only ~250 rows instead of the full result set.

Test Infrastructure

  • httptest2 integration — 24 fixture sets recorded against live Workspace terminal with a custom redactor (strips auth headers, normalizes port to 9000). All fixtures verified clean of API keys and real ports.

  • Golden sample cross-validation — 11 scenarios with both R (golden_samples_r.rds) and Python (truth_lseg_data.json) truth files, 23 cross-validation tests.

  • Test suite results — FAIL 0 | WARN 0 | SKIP 42 | PASS 1382 (1424 expectations, measured via covr::package_coverage()). 86.8% code coverage across 35 source files. 12 files at 100% coverage.

  • Option pollution fixed — All options() mutations in tests wrapped with withr::local_options() to prevent cross-test contamination.

CI

  • Removed Python/Conda/reticulate from R-CMD-check.yaml and test-coverage.yaml workflows. Both now use standard r-lib/actions patterns with automatic R package caching.

Refinitiv 0.1.3

  • Previous release with Python/reticulate support.