Is there any way to retrieve Spread chain historical/time series as well as Live data using Eikon...

dhruv.singh.1

... API or Refinitiv API?

I wanted to retrieve the historical/time series data for several Products of FI, C&E such 0#FF-:, 0#FEI-: similarly for other chains using Eikon API

I was able to retrieve live data using get_data() but are there any other available methods thank you

raksina.samasiri

Hi @dhruv.singh.1 ,

As answered in this thread, the code below can be used with Refinitiv Data Library to get the chain's constituents and retrieve their historical data

import refinitiv.data as rd
from refinitiv.data.discovery import Chain

rd.open_session()

chain = Chain(name="0#FF-:")

# print number of chain's constituents
print(len(chain.constituents))

# get history of first 10 constituents in the chain (for example)
rd.get_history(chain.constituents[:10])

Python helper function can be used to check available parameters of get_history function and some example

help(rd.get_history)

Hope this helps and please let me know in case you have any further questions.