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

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

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Accepted answers

Jirapongse

@yoshiyuki.hamajima

Thank you for reaching out to us.

Please check the IPA Financial Contracts: Bond Future Contracts regarding how to use the API.

Otherwise, you can contact the Instrument Pricing Analytics - Delivery Platform support team direclty via MyAccount to get a request message used to retrieve the required data.

All comments

Jirapongse

@yoshiyuki.hamajima

Thank you for reaching out to us.

Please check the IPA Financial Contracts: Bond Future Contracts regarding how to use the API.

Otherwise, you can contact the Instrument Pricing Analytics - Delivery Platform support team direclty via MyAccount to get a request message used to retrieve the required data.

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