Hi Team,
I am assisting a client to use the list of chains below and its data.
I sent him a sample code for 1 chain (USD)
import refinitiv.data as rd
session = rd.session.desktop.Definition(app_key=('DEFAULT_CODE_BOOK_APP_KEY')).get_session()
session.open()
rd.session.set_default(session)
IRPR_chain = rd.content.pricing.chain.Definition(name='0#USDIRPR').get_stream()
IRPR_chain.open(False)
print('0#USDIRPR constituents :', IRPR_chain.constituents)
irpr = rd.get_data(universe=IRPR_chain.constituents, fields=['IMPLD_RATE','IMPLD_BPS','MIR_IMP_RT','MAJ_IMP_RT','PRB_MIR_RT','PRB_MAJ_RT','IMP_RT_RT','EFF_DATE'])
print(irpr)
But he also needs it for the rest of the chains:
0#USDIRPR
0#AUDIRPR
0#BRLIRPR
0#CADIRPR
0#CLPIRPR
0#COPIRPR
0#CZKIRPR
0#EURIRPR
0#GBPIRPR
0#JPYIRPR
0#NZDIRPR
0#PLNIRPR
0#HUFIRPR
0#MXNIRPR
0#MXNIRPR2
0#SEKIRPR
0#CHFIRPR
0#RUBIRPR
0#INRIRPR
0#DKKIRPR
0#NOKIRPR
0#KRWIRPR
Is it possible to get all the data in one go with all these chains?
AS per client, he wants "to adjust the loop so that i create one dataframe with currencies as columns, impld_rate as vlaues, eff_date as index. eventually i'll resample to month so that I can get for every month the implied value. if two values for the same month, pick the last one."