Hi is there anyway to pull asset swap spread in Eikon API? I am using R History and AST_SWPSPD.Va...

danny.mullins1
danny.mullins1 LSEG
in Eikon Data APIs
Hi is there anyway to pull asset swap spread in Eikon API? I am using R History and AST_SWPSPD.Value in Eikon for excel but using this is not does work in the API.
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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    You can retrieve this data using Refinitiv Data Platform Libraries:

    rdp.get_historical_price_summaries(universe='345397XK4=', fields=['AST_SWPSPD'])

    We're still building the documentation for these libraries here on this portal. In the meantime you can find examples of using this library in Codebook under Examples/02 - Refinitiv Data Platform Library.

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