Can I create an Expression CORR#(X,Y) working in the API with two variables X and Y ?

This expression works fine : CORR#((ACH#(LN#(X(RI)~E),1M)),(ACH#(LN#(TAUGVG4(RI)~E),1M)),120M) but as you can see I need to declare one of the two variables (TAUGVG4 in this case). I would like to know if it is possible to create an expression with two symbols variables working in the API ? So a formula like this CORR#((ACH#(LN#(X(RI)~E),1M)),(ACH#(LN#(Y(RI)~E),1M)),120M) ?

Thanks in advance for your help.

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Accepted answers

Jirapongse

@gpierrard

I think we can't use two variables with the Symbol Substitution feature in the API.

However, the product team proposes the following solution.

Use the expression builder to create a local expression.

Then, create a local expression for "CORR#((ACH#(LN#(X(RI)~E),1M)),(ACH#(LN#(Y(RI)~E),1M)),120M)".

Then, you can use it like this:

df = ds.get_data(tickers="E512(ASX200I,TAUGVG4)",start="-0D",end="-0D", freq="M")
df1 = ds.get_data(tickers="ASX200I", fields = ["E512(X,TAUGVG4)"],start="-0D",end="-0D", freq="M")

All comments

Jirapongse

@gpierrard

Thank you for reaching out to us.

This is a good question.

I checked the Getting Started with Python document. It doesn't mention anything about how to use two variables in the Symbol Substitution feature.

I will contact the Product team to verify if it is possible in the API. I will keep you posted.

gpierrard

@Jirapongse

Thank you very much for the support.

Jirapongse

@gpierrard

I think we can't use two variables with the Symbol Substitution feature in the API.

However, the product team proposes the following solution.

Use the expression builder to create a local expression.

Then, create a local expression for "CORR#((ACH#(LN#(X(RI)~E),1M)),(ACH#(LN#(Y(RI)~E),1M)),120M)".

Then, you can use it like this:

df = ds.get_data(tickers="E512(ASX200I,TAUGVG4)",start="-0D",end="-0D", freq="M")
df1 = ds.get_data(tickers="ASX200I", fields = ["E512(X,TAUGVG4)"],start="-0D",end="-0D", freq="M")

gpierrard

Thanks for the support and sorry for my late answer.

It is not exactly what I'm looking for because in the two formulas you provide me, I need to specify the variables within the formulas.

For instance, I can do in this way.

And what I'm looking for is to do something like that (formulas is simplified just for illustration purposes :

And it doesn't work because it seems impossible to provide two instruments. The only way I find is my first screenshot (and it seems to be the solution you also provide me) but I have to specify the second instrument in the formula. Indeed, it works but I wanted to build a more generic formula not a formula just for the second instrument.

Thanks for the support.

Bye for now

Jirapongse

@gpierrard

I checked and found that the Symbol Substitution feature in the API may not support two variables.

Please contact the Refinitiv Datastream Web Service support team directly via MyRefinitiv to confirm this.

gpierrard

@Jirapongse Thanks for the support.

Have a nice day.

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