RIC under Future chain with Expiry Date using python refinitiv dataplatform

Hi
Need help to get underlying RICs under Futures chain with expiry date of each underlying RICs via python refinitiv dataplatform
I tried below script facing issue, plz help me
input_excel = "chain_list.xlsx"
sheet_name="Sheet1"
column_name = "Chain RIC"
df_chains = pd.read_excel(input_excel, sheet_name="Sheet1")
chain_rics = df_chains['Chain RIC'].dropna().tolist()
def get_chain_expiry(chain_ric):
try:
chain_df = rdp.get_data(universe=chain_ric, fields=['LINK_CHAIN'])
if chain_df.empty or 'LINK_CHAIN' not in chain_df:
return pd.DataFrame()
child_rics=chain_df['LINK_CHAIN'].dropna().tolist()
expiry_data = rdp.get_data(universe=child_rics, fields=['EXPIR_DATE'])
expiry_df['ParentChain']= chain_ric
return expiry_df
except Exception as e:
print(f"Error for {chain_ric}: {e}")
return pd.DataFrame()
all_expiry_data = pd.DataFrame()
for chain in chain_rics:
expiry_data = get_chain_expiry(chain)
all_expiry_data = pd.concat([all_expiry_data, expiry_data], ignore_index=True)
output_csv = "out_chain_list_1.csv"
all_expiry_data.to_csv(output_csv,index=False)
print(f"Saved expiry data to:{output_csv}")
Answers
-
Thank you for reaching out to us.
Typically, the data retrieved by the library is similar to the data retrieved by the Workspace Excel via the =RDP.Data method.
Please contact the helpdesk team via MyAccount to verify the =RDP.Data formula which can be used to retrieve the required data. Then, we can use the same RICs, fields, and parameters with the rdp.get_data method.
Moreover, the RDP library is quite old so please use the new LSEG Data Library for Python instead. The LD Lib examples are available on GitHub.
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 249 ETA
- 554 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 643 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 192 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛