EURDEPO= returning empty rows in Python

shahid.mehboob
shahid.mehboob Newcomer
in Eikon Data APIs

I need to access a full list of RICs contained in EURDEPO= which is displayed in Excel as well as Eikon but in Python there is no rows returned. No matter how many fields are requested. Can someone try and get back ASAP? Need to run for many other currencies so need to be generic, also if there is an alternate suffix available which works for all currencies and say XAU as well. Thanks

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Best Answer

  • James.Perkins
    James.Perkins LSEG
    Answer ✓

    The additional RICs for the remainder of the tenors in EURDEPO= are under a seperate RIC; 1#EURDEPO= , which is referenced on field LONGPREVLR of EURDEPO= . In Eikon Excel the =TR() function takes care of all this referencing behind the scenes to create a seemless chain of tenors . We will raise with the dev team to see what could be done in Eikon DAPI to more streamline this data retrieval. For most chains this is not an issue since they are fully logicized, but with some of these legacy RICs, they don't all have the current logic in place.

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Answers

  • James.Perkins
    James.Perkins LSEG

    Thank you for your inquiry Shahid. EURDEPO= is not a true chain RIC (i.e. doesn't list all the RICs contained in EURDEPO= on a single RIC field. Behind the scenes it is assigning each sub-RIC to its own field .... "LONGLINK1", "LONGLINK2" .... See below screenshots and solution,,,, You basically need to bring in the fields and assign them to a list variable that you can then call via get_data(). Hope this helps.


    EURDEPO, e = ek.get_data(['EURDEPO='],

    ['LONGLINK1',

    'LONGLINK2',

    'LONGLINK3',

    'LONGLINK4',

    'LONGLINK5',

    'LONGLINK6',

    'LONGLINK7',

    'LONGLINK8',

    'LONGLINK9',

    'LONGLINK10',

    'LONGLINK11',

    'LONGLINK12',

    'LONGLINK13',

    'LONGLINK14'])


    RICs = EURDEPO.iloc[0].tolist()

    RICs


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  • shahid.mehboob
    shahid.mehboob Newcomer

    Thanks @James, but I see EURDepo has 24 tenors and here only see 14 i.e: upto 8m

    How do you get the remaining ones in python?

    The REF_count also says 14, how is excel managed to get beyond 14? I need to do the same in Python

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  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @shahid.mehboob,

    Would like to add to the answers by @James.Perkins that chains (and this RIC is a chain RIC) can be very large, and their nature is iterative.

    When un-parsing a chain, one needs to "walk the chain" until LONGNEXTLR becomes empty.

    This previous discussion of how to do it in Python may be of interest, and this article discusses how a chain is structured and processed.

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