Is there a way to retrieve Turn Dates for a specific currency pair directly on Python ?

NicolasC

Jirapongse

@Nicholas_D

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

I noticed that you've submitted a case to the support team regarding this question. Their response suggests that the issue might be related to the TurnsCcy1Array field in the cross.Definition method. I also found a sample request that successfully retrieves the TurnsCcy1Array field. The code is as follows:

response = cross.Definition(
    instrument_tag="Fx-Forward",
    fx_cross_type=cross.FxCrossType.FX_FORWARD,
    fx_cross_code="EURUSD",
    legs=[
        cross.LegDefinition(end_date="2026-08-03")
        ],
    pricing_parameters=cross.PricingParameters(
        valuation_date="2025-07-25"),
    extended_params={
        "marketData":{
            "fxSwapPoints":[
                {
                    "curveDefinition":{
                        "fxCrossCode":"EURUSD"
                    },
                    "curveParameters":
                    {
                        "turnsCalibration":"Month-ends",
                        "UserTurnDates":["2025-07-01"]
                }
                }
            ]
        }
    },
    fields=[
        "TurnsCcy1Array",
        
  ]).get_data()
response.data.raw

You can share this URL with the support team to help verify the request.