We are trying to figure out the best way to call all contents of a page (sample: TPEURFWPRM) using Python Api and display it. Is there a link or reading materials that can help?
Hi @rj.llagas The page based data is also composed of individual rows of text. The Field name for the rows is ROW80_nn. You can simply invoke a get_data call with those field names to get this data. E.g:
>>> df, err = ek.get_data('TPEURFWPRM', ['ROW80_{}'.format(x) for x in range(1, 26)])>>> df.transpose() 0Instrument TPEURFWPRMROW80_1 13:57 24FEB20 (c)2019 Tullett Prebon Inform...ROW80_2 EUR ATM Swaption Straddle ...ROW80_3 1y 2y 3y 4y 5y 6y 7y 8y ...ROW80_4 1m 3.1 8.1 16.4 28.0 41.9 55.4 69.6 84.4 ...ROW80_5 2m 4.5 11.7 23.2 38.9 57.4 75.8 95.0 115 ...ROW80_6 3m 5.6 14.5 28.7 47.8 70.4 92.8 116 141 ....ROW80_24 1y 2y 3y 4y 5y 6y 7y 8y ...ROW80_25 EU BMR disclaimer <TP...
Hi @rj.llagas
You can also do it using logicised RIC codes. Under <EURATMSW=SMKR> you will find all the tenors. The default view displays FID# 393/PRIMACT_1 so it does not match with the page you have provided as it shows lognormal vols but if you use #1029/GEN_VAL5 you should get it.
Example RIC for expiry 18M x swap period 1Y is <EU18MX1YA=SMKR>
