Hi, can I talk to someone who knows about the Eikon API? When I query bond structure using the fo...

Hi, can I talk to someone who knows about the Eikon API? When I query bond structure using the formula TR.ADF_STRUCTURE, the result in Excel is different from when I use ek.get_data(....,"TR.ADF_STRUCTURE") to query from API. Can you investigate?

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Accepted answers

chavalit-jintamalit

Hi @khoa.thach

I can see the different of the data now:

Excel:
ACC:A5C CALL:16OCT2007:15OCT2037:MW:0.0029 CCM:A5C CFADJ:NO CLDR:CAN_FI DATED:16OCT2007 DMC:F EMC:S FRCD:16APR2008 FRQ:2 ISSUE:16OCT2007 NOTC:30 NOTIONAL:1 PX:C PXRND:1E-5:DOWN REFDATE:MATURITY RP:1 SETTLE:2WD XD:NO YLDRND:1E-5:NEAR

Eikon Data APIs(Python):
ACC:AA CCM:A5C CFADJ:NO CLDR:CAN_FI DATED:16OCT2007 DMC:F EMC:S FRCD:16APR2008 FRQ:2 ISSUE:16OCT2007 NOTIONAL:1 PX:C PXRND:1E-5:DOWN REFDATE:MATURITY RP:1 SETTLE:2WD XD:NO YLDRND:1E-5:NEAR

I am assuming that @Rizalie Jean.Manayon0 posted this question on your behalf.
I have contacted this colleague to get the case route to an appropriate channel.

All comments

chavalit-jintamalit

Hi @Rizalie Jean.Manayon0

Please provide screenshots for both excel formula and API call.

Thanks.

khoa.thach

Hi guys, please see the attached screenshot. As you can see, I used the same formula TR.ADF_STRUCTURE, but it Excel results are slightly different from what I get with Eikon API in python. The Excel results are actually better, but I am looking to implement in Python using API.

Thank you guys.

chavalit-jintamalit

Hi @khoa.thach

The data you got it correct.

It was shortened when it print out to the console.

You just need a way to access the value inside dataframe.

khoa.thach

Hi Chavalit,

Thank you for the response. However, I do see differences between Excel and Eikon API output. For example, the accrued calculation convention ACC is actual days (ACC:AA) from API, while it is 5 business days from Excel (ACC:A5C). Further, you can see that Excel results contain call information, i.e. "CALL:16OCCT2007:15OCT2037..."). This makes considerable differences when I use bond structure to calculate accrued interest for instance. The Excel results is precise and complete, I believe. Please let me know how I can retrieve the same data in Eikon API.

Thank you very much.

Khoa

chavalit-jintamalit

Hi @khoa.thach

I can see the different of the data now:

I am assuming that @Rizalie Jean.Manayon0 posted this question on your behalf.
I have contacted this colleague to get the case route to an appropriate channel.

khoa.thach

Hi Chavalit,

Yes, Rizalie opened it on my behalf since my query could be related to development. Please keep me updated as soon as possible how this query is routed.