Multiple Rics in universe parameter

Andresgo

Hi,

I am using the following code to get historical rates for USD OIS Swaps.

OIS = rdp.get_historical_price_summaries(universe = 'USD1YOIS=',

start = "2005-12-31",

end = "2021-03-17",

interval = rdp.Intervals.DAILY,

fields = ['MID_PRICE'])

THis works fine. However I am having troubles if I add some other RICs to the universe parameter.

If I write:

universe = ['USD1YOIS=','USD2YOIS=']

it doesn't work anymore. Can you guys help me out?

Thanks!

nick.zincone

Hi @Andresgo,

The rdp.get_historical_price_summaries() API call is built on top of the RDP Historical Pricing service which today only supports a single item defined within the Universe.