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.