How to retrieve USD/MXN Outright at broken dates (end of quarter for the next 6 quarters) in python?

Mark Lucio
Mark Lucio LSEG
edited February 13 in Refinitiv Data Platform Libraries

How to retrieve USD/MXN Outright at broken dates (end of quarter for the next 6 quarters) in python? e.g. using lseg-data library or any other

I was able to see this discussion: https://community.developers.refinitiv.com/discussion/66758?tab=accepted

Also, the documentation found on: https://developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation#ipa-financial-contracts-fx-cross-contracts

However, it does not work. For example refinitiv dataplatform has migrated to refinitiv data.

May you please advise the best up-to-date approach to use? Thank you.

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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Mark Lucio

    Thank you for reaching out to us.

    If it is about IPA, the LSEG Data Library for Python's examples are on GitHub.

    As this forum is more for programming type queries, rather than content queries - I would recommend you raise a 'I need help understanding content within the product' ticket with our helpdesk. That way a Content specialist can work closely with you and verify the assumption.

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