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

teombe.macaso

...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

jason.ramchandani01

@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'
    }
)
df

All looks good to me. I hope this can help.