FX Option - The query for a Fx barrier does not work due to a JSON Serialization error

yaokoffi.kouassi

Hello,

I'm trying to execute a IPA query and it does not work.

I got this error: ""

Here is the code

import refinitiv.data as rd
import refinitiv.data.content.ipa.financial_contracts as rdf
from refinitiv.data.content.ipa.financial_contracts import option

rd.open_session()

response = option.Definition(
    instrument_tag = "EURGBP_1M",
    underlying_type = option.UnderlyingType.FX,
    underlying_definition = option.FxUnderlyingDefinition("EURGBP"),
    barrier_definition =  option.FxBarrierDefinition(barrier_mode = "American",
                                                      in_or_out = "Out",
                                                      up_or_down = "Down",
                                                      level = 0.85449),
    tenor = "1M",
    call_put = "Call",
    exercise_style = "EURO",
    strike = 0.8597,
    notional_amount = 1000000,
    notional_ccy = "EUR",
    pricing_parameters = option.PricingParameters(valuation_date = "2023-09-15T00:00:00Z")
).get_data()

response.data.df

here is the error got :

Can someone has a look ?

Thanks:

Note: The same error occurs when trying to use a FxBinaryDefinition

wasin.w

Hello @yaokoffi.kouassi

I can replicate the issue on Codebook (Refinitiv Data Library for Python version 1.2.0) and a standalone Jupyter Notebook using Refinitiv Data Library for Python version 1.3.1.

However, the latest version of the library is 1.4.0 (https://pypi.org/project/refinitiv-data/1.4.0/). I have tried it on a standalone Jupyter notebook with your code. It works fine.

It seems the issue has been fixed in version 1.4.0. If you (or the client) use a standalone Jupyter notebook, I highly recommend upgrading the library.

pip install refinitiv-data==1.4.0