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Function to obtain data from Eikon/LSEG via the JSON API

rd_GetData.Rd

The function automatically chunks the list of rics into chunks that comply with the api limitations and in the end rebuilds the chunks again into a single data.frame.

Usage

rd_GetData(
  RDObject = rd_connection(),
  rics,
  Eikonformulas,
  Parameters = NULL,
  raw_output = FALSE,
  time_out = 60,
  verbose = getOption("refinitiv_progress", TRUE),
  SpaceConvertor = NULL,
  use_field_names_in_headers = FALSE,
  SyncFields = FALSE,
  cache = NULL
)

Arguments

RDObject

Refinitiv Data connection object, default is RefinitivJsonConnect()

rics

a vector containing the instrument RICS

Eikonformulas

a vector containing character string of Eikon Formulas

Parameters

a named key value list for setting parameters, Default: NULL

raw_output

to return the raw list by chunk for debugging purposes, default = FALSE

time_out

set the maximum timeout to the Eikon server, default = 60

verbose

boolean, set to TRUE to print out the API call details with time stamp for debugging.

SpaceConvertor

converts spaces in variables name into one of the following characters ".", "," , "-", "_", default is NULL

use_field_names_in_headers

boolean return request fieldnames in stead of titles

SyncFields

boolean, synchronize fields over same time axis

cache

Controls caching. NULL (default) defers to getOption("refinitiv_cache", FALSE). TRUE uses the function default TTL (300 s). FALSE disables caching. A positive numeric value sets the cache TTL in seconds. See rd_ClearCache.

Value

a data.frame containing data from Eikon

References

https://developers.refinitiv.com/eikon-apis/eikon-data-api/docs?content=49692&type=documentation_item

Examples

if (FALSE) { # \dontrun{
Refinitiv <- RDConnect()
ex1 <- rd_GetData(
  RDObject = Refinitiv, rics = c("MMM", "III.L"),
  Eikonformulas = c(
    "TR.PE(Sdate=0D)/*P/E (LTM) - Diluted Excl*/",
    "TR.CompanyName"
  ), verbose = TRUE
)

ex2 <- rd_GetData(
  RDObject = Refinitiv, rics = "AAPL.O",
  Eikonformulas = "TR.CompanyMarketCap(Sdate=0D)/*Market Cap*/"
)

rics <- c("AAPL.O")
fields <- c(
  "TR.IssueMarketCap(Scale=6,ShType=FFL)", "TR.FreeFloatPct()/100/*FreefloatWeight*/",
  "TR.IssueSharesOutstanding(Scale=3)/*shares outstanding*/",
  "TR.CLOSEPRICE(Adjusted=0)/*close*/"
)

parameters <- list("Curn" = "USD", "SDate" = "2020-10-27", "EDate" = "2020-12-01", "Fill" = "None")
test_json <- rd_GetData(
  RDObject = Refinitiv,
  rics = rics,
  Eikonformulas = fields,
  Parameters = parameters,
  use_field_names_in_headers = TRUE,
  SyncFields = FALSE
)
} # }