Is there a way to retrieve correct start and end date when retrieving swaps point for EURGBP ?

NicolasC

It seems that calendar is based on USD calendar. How do you manage the calendar on FWDS app ?

I need to retrieve via python the swap points (EURGBPFWD=) with the correct calendar as shown on the screenshot.

Thanks a lot,

Nicolas

Jirapongse

@NicolasC

Thank you for reaching out to us.

This forum is intended for software developers working with LSEG APIs. For questions related to applications within the LSEG Workspace, please contact the helpdesk support team directly through LSEG Support.

NicolasC

https://community.developers.refinitiv.com/discussion/comment/126734#Comment_126734

Its a question regarding LSEG API. In fact, when I use the get_data function to retrieve EURGBPFWD, I can select the start and end date of each tenor. But it seems to be based on US calendar. Is there any parameters to add in the function to excluse the US calendar ?

Jirapongse

@NicolasC

You can use the Data Item Browser tool to view all available parameters for each field.

I assume this may be related to the Instrument Pricing Analytics (IPA) endpoint.

NicolasC

https://emea1.apps.cp.thomsonreuters.com/web/Apps/DataItemBrowser/ this link seems to not working

Jirapongse

I am sorry for that.

Please try https://workspace.refinitiv.com/web/Apps/DataItemBrowser/

wasin.w

Hello @NicolasC

Please be informed that you can open the Data Item Browser on the Workspace desktop application by typing "DIB" on the search bar.