Pricing basis for Physical Commodities

Asher

I want to get FX broken dates calculator to hedge basis price contracts for commodities e.g. Cotton. Sample code as below:
df = ld.get_history('JCI-CTN-ANHUI','TRDPRC_1',start='01-Jan-2025',end='26-Jun-2025') #This is spot price for China Anhui cotton.
df2 = ld.get_history('CCFc1','TRDPRC_1',start='01-Jan-2025',end='26-Jun-2025') #This is the future price for China cotton.
df3 = ld.get_history('CNY=','BID',start='01-Jan-2025',end='26-Jun-2025') #This is the currency exchange RIC for USD/CNY.
df4 = (df['TRDPRC_1']/df3['BID'])-(df2['TRDPRC_1']/df3['BID']) #This is to calculate the basis price then converted to USD.
print(df4)

However, I want to change df3 to FX Forward outright for a broken date in this case the expiry date of the contract e.g. CCFc1.

API Playground

I managed to create the code below, however I am not sure how I can incorporate the end date as the expiry date. The code I use to get expiry date is ld.get_data('CCFc1','EXPIR_DATE'). Also I am not sure how I can get the raw data values from the below code to be used in the initial code replacing df3 or the CNY= spot rate value.

request_definition = ld.delivery.endpoint_request.Definition(
url="https://api.refinitiv.com/data/quantitative-analytics/v1/financial-contracts",
method=ld.delivery.endpoint_request.RequestMethod.POST,
body_parameters={
"fields": [
"InstrumentTag",
"ValuationDate",
"InstrumentDescription",
"FxOutrightCcy1Ccy2"
],
"universe": [
{
"instrumentDefinition": {
"instrumentTag": "00102700008910C",
"fxCrossType": "FxForward",
"fxCrossCode": "USDCNY",
"legs": [
{
"endDate": "2025-07-14T00:00:00Z"
}
]
},
"pricingParameters": {
"valuationDate": "2025-06-27T00:00:00Z",
"priceSide": "Mid"
},
"instrumentType": "FxCross"
}
],
"outputs": [
"Data",
]
}
)
response = request_definition.get_data()
response.data.raw"