How do I fix the duplicate dates when I try to retrieve the TR.FIXINGVALUE for USDSOFR= using Wor...

...kspace API Python
import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
universe = ['USDSOFR='],
fields = ['TR.FIXINGVALUE'],
parameters = {
'SDate': '2024-07-01',
'EDate': '1D',
'Frq': 'D',
'CH': 'IN;Fd',
'RH': 'date'
}
)
display(df)
When using the above code instead of returning the values for 24/07/2023 it duplicates the value for 23/07/2024.
As shown below.
Instrument Date Fixing Value
0 USDSOFR= 2024-07-15 5.34
1 USDSOFR= 2024-07-16 5.35
2 USDSOFR= 2024-07-17 5.35
3 USDSOFR= 2024-07-18 5.34
4 USDSOFR= 2024-07-19 5.34
5 USDSOFR= 2024-07-22 5.33
6 USDSOFR= 2024-07-23 5.34
7 USDSOFR= 2024-07-23 5.34
Best Answer
-
@teombe.macaso Sorry to hear about your issue - can you try the following:
df = rd.get_data(
universe = ['USDSOFR='],
fields = ['TR.FIXINGVALUE.date','TR.FIXINGVALUE'],
parameters = {
'SDate': '2024-07-01',
'EDate': '2024-07-23',
'Frq': 'D'
}
)
dfAll looks good to me. I hope this can help.
0
Answers
-
Thank you for this Jason, how do I get the value for today as well 07/24/2024? Or is that not possible?
0 -
Hello @teombe.macaso
To get the current data (real-time data), you can use the rd.get_data() method without the date parameters:
df = rd.get_data(
universe = ['USDSOFR='],
fields = ['TR.FIXINGVALUE.date','TR.FIXINGVALUE']
)
dfNote: You need the real-time data permission.
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 251 ETA
- 555 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 643 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 228 TRKD
- 916 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛