Is there a way to get data from multiple chains in Python API?

fuadnasir

Trying to get data for two chains as follows:

data = ek.get_data(["0#USFN30=TWEB", "0#USFN15=TWEB"], ['CF_DATE','CF_NAME','COUPN_RATE','CF_BID', 'CF_ASK', 'SETTLEDATE'])

Getting the following error:

( Instrument CF_DATE CF_NAME COUPN_RATE CF_BID CF_ASK SETTLEDATE
0 0#USFN15=TWEB NaN UMBS 15YR NaN NaN NaN NaN
1 0#USFN30=TWEB NaN UMBS 30YR NaN NaN NaN NaN, [{'code': 251658244, 'col': 3, 'message': "Error: Field 'COUPN_RATE' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 4, 'message': "Error: Field 'CF_BID' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 5, 'message': "Error: Field 'CF_ASK' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 6, 'message': "Error: Field 'SETTLEDATE' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 3, 'message': "Error: Field 'COUPN_RATE' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}, {'code': 251658244, 'col': 4, 'message': "Error: Field 'CF_BID' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}, {'code': 251658244, 'col': 5, 'message': "Error: Field 'CF_ASK' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}, {'code': 251658244, 'col': 6, 'message': "Error: Field 'SETTLEDATE' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}])

When I run for one chain as follows:

data = ek.get_data("0#USFN15=TWEB", ['CF_DATE', 'CF_NAME','COUPN_RATE','CF_BID', 'CF_ASK', 'SETTLEDATE'])

I am able to retrieve pricing.

wasin.w

This question has been escalated to the case 07876995 .

The support team has investigated the question and gave this answer.

"As for the question about SIFMA settlement calendar, this is purely a content search question. You can advise the user that SIFMA MBS settlement calendar is available from chain 0#MBSSETTLE1. "

chavalit-jintamalit

Hi @fuadnasir

I believe that these 2 RICs are not chain RIC.

75 = small non-Monitor page

120 =

link record (Chain RIC)

So when you combined them in a list, the API does not understand that this is a chain RIC.

I have few examples below:

So you have loop your code to request for a single "small non-monitor page" ric and append the result into a result list.

Alex Putkov.1

I don't quite agree with the conclusion @chavalit-jintamalit drew here, as I reproduce the same issue using other chains such as 0#EUR= where FID 259 has the correct value corresponding to a link record.
@fuadnasirI suggest you raise this to Refinitiv Helpdesk. I would have done it on your behalf, but you chose to register on this portal with a personal email address, which effectively makes you anonymous.
In the meantime the obvious workaround is to retrieve two chains separately and combine the dataframes.

fuadnasir

Not resolved. Help desk is asking me to post on the dev community here, and the dev community is asking me to post on Help desk. So I'm going round in circles.

wasin.w

https://community.developers.refinitiv.com/discussion/comment/46180#Comment_46180

@fuadnasir
Could you provide the case number the Helpdesk gave you?

wasin.w

https://community.developers.refinitiv.com/discussion/comment/46180#Comment_46180

@fuadnasir
Could you provide the case number the Helpdesk gave you?

fuadnasir

https://community.developers.refinitiv.com/discussion/comment/46180#Comment_46180

Case:: 07876995