How to get daily future deliverable basket analysis result via refinitive data python API?

yoshiyuki.hamajima

Dear support team

I would like to get historical time series of the following delivery basket information in daily basis.

response = bond.Definition(
instrument_code='TYc1',
extended_params={'instrumentType': "BondFuture"},
fields=["DeliveryBasket"]
).get_data()

response.data.raw

How can I achieve? Particularly I would like to get isCheapestToDeliver and futureDV01Bp field daily basis.

Thank you

Hama

[Deleted User]

Hi @yoshiyuki.hamajima, I'm not familiar with bonds' DeliveryBasket; are you not able to find the data item you are after in the Data Item Browser?

[Deleted User]

Hi @yoshiyuki.hamajima, would you mind letting us know where you imported the `bond` module from? There are several Python Libraries live at the moment, the latest one of which is the LDL (for which you can find information here); is this the one you are using?