How to download delivery basket data for a certain bond future?

glenn.regis

Hi,

Let's take as an example: 0#FGBLc1=DLV

How do I extract the following data from the following page in python for each of the bonds in the delivery basket?

Gross basis
Implied repo
carry cost
bond isin
bond ric
clean price
maturity
isin

?

Thank you,

GR

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Accepted answers

raksina.samasiri

Hi @glenn.regis ,

Thank you for posting the question in
this forum. However, this forum is dedicated to an API usage question hence,
the moderators on this forum do not have deep expertise in every type of
content available through Refinitiv products. Such expertise is available
through Refinitiv Helpdesk, which can be reached via MyRefinitiv. To be of help, ticket number 13453682 was raised on your
behalf and the support team is going to contact you directly to assist with
this. If the Helpdesk can show you how to retrieve it using =@TR formula in the Workspace Excel, then the moderators on this forum can help you translate it into get_data method in the Data Library call.

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

All comments

nick.zincone

Hi @glenn.regis,

The general approach to pull this data down is something like this:

As you can see, I did not pull all values you requested because we are not content specialist on this site. You will have to reach out to the Helpdesk or Access "Get Help $ Support" (F1) within desktop (Eikon or Workspace) and they will bring in a content-specialist.

One other thing I noticed about one of the fields you requested was the Bond ISIN. For each instrument requested, there a many bond ISIN values. For example, here is a request for just one of them:

You can see, aside from the 1st hit, the remaining values are not available. When you reach out to the helpdesk, you can confirm this result.

glenn.regis

Hi Nick. Thank you. As your answer suggests, that approach is incomplete and does not get what I need.

Best,

GR

raksina.samasiri

Hi @glenn.regis ,

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

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