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

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.

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Accepted answers

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. "

All comments

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.

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. "

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