Data API Python library example

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import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
    universe = ['MXN1MO='],
    fields = [
        'TR.CLOSEPRICE(Frq=AM,SDate=2019-01-01,EDate=2024-08-29)',
        'TR.ACCUMULATEDVOLUME(Frq=AM,SDate=2019-01-01,EDate=2024-08-29)',
        'TR.BIDPRICE(Frq=AM,SDate=2019-01-01,EDate=2024-08-29)',
        'TR.ASKPRICE(Frq=AM,SDate=2019-01-01,EDate=2024-08-29)',
        'TR.MIDPRICE(Frq=AM,SDate=2019-01-01,EDate=2024-08-29)',
        'TR.STRIKEPRICE(Frq=AM,SDate=2019-01-01,EDate=2024-08-29)',
        'TR.PREMIUM(Frq=AM,SDate=2019-01-01,EDate=2024-08-29)',
        'TR.HIGHPRICE(Frq=AM,SDate=2019-01-01,EDate=2024-08-29)',
        'TR.LOWPRICE(Frq=AM,SDate=2019-01-01,EDate=2024-08-29)',
        'TR.OPENPRICE(Frq=AM,SDate=2019-01-01,EDate=2024-08-29)'
    ]
)

display(df)

	Instrument	Close Price	Accumulated Volume	Bid Price	Ask Price	Mid Price	Strike Price	Premium	High Price	Low Price	Open Price
0	MXN1MO=			10.747	11.397	11.072
1	MXN1MO=			9.587	10.238	9.913
2	MXN1MO=			10.383	11.083	10.733
3	MXN1MO=			8.883	9.683	9.283
4	MXN1MO=			10.8	11.8	11.3
…	…	…	…	…	…	…	…	…	…	…	…
62	MXN1MO=			6.9	7.9	7.4
63	MXN1MO=			11.2	12.2	11.7
64	MXN1MO=			10.0	11.0	10.5
65	MXN1MO=			13.94	14.94	14.44
66	MXN1MO=			13.95	15.0	14.475

67 rows × 11 columns