FX cross in Turn Dates in API

HannaCP

Hi team,

Specialist here from Customer Support.

Related to this q&a

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

there is a specific parameter if you want to calculate CCy1 or CCy2 which is then discussed in this guide:

developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation/manuals-and-guides/ipa-financial-contracts/ipa-financialc-contracts-fx-cross-contracts#output_TurnsArray

So if the pair is EURUSD, we use TurnsCcy1Array. If the pair is USDCZK, we use TurnsCcy2Array

IF the pair we want to use is EURGBP, the FWDS app in Workspace calculates the turn dates by EURUSD and GBPUSD (Separate tables). The question is, can we combine both TurnsCcy1Array and TurnsCcy2Array in a single code?

Jirapongse

@HannaCP

Thank you for reaching out to us.

Can you share the request message used in the https://api.refinitiv.com/data/quantitative-analytics/v1/financial-contracts endpoint?

Then, I can convert it to the Python code.

HannaCP

Hi Jirapongse!

Sorry I only have this from Codebook

import refinitiv.data as rdp
from refinitiv.data.content.ipa.financial_contracts import cross
rdp.open_session()

response = cross.Definition(
instrument_tag="Fx-Forward",
fx_cross_type=cross.FxCrossType.FX_FORWARD,
fx_cross_code="USDCZK",
legs=[
cross.LegDefinition(end_date="2026-10-01")
],
pricing_parameters=cross.PricingParameters(
valuation_date="2025-08-18"),
extended_params={
"marketData":{
"fxSwapPoints":[
{
"curveDefinition":{
"fxCrossCode":"USDCZK"
},
"curveParameters":
{
"turnsCalibration":"Month-ends",
"UserTurnDates":["2025-08-01"]
}
}
]
}
},
fields=[
"TurnsCcy2Array",

]).get_data()
response.data.raw

Jirapongse

You need to contact the Instrument Pricing Analytics - Delivery Platform support team directly via LSEG Support to obtain the request message used with the financial-contracts endpoint to retrieve the required data.