Eurodollar spread and flies data not available

quan.zheng

I am using Python Eikon API.

The API returns the error message: Unable to collect data for the field 'TR.ACCUMULATEDVOLUME' and some specific identifier(s)

for Eurodollar Spread futures, e.g. RIC = EDM1-H2. This should return 2741 for date 31/03/2021. Problem is not limited to this ric only, all spread and fly rics are affected.

It seems to work fine for double fly Eurodollar Rics, e.g. EDDFH3-U24.

Code I am using:

import eikon

eikon.get_data(['EDM1-H2'],['TR.ACCUMULATEDVOLUME', 'TR.ACCUMULATEDVOLUME.DATE'],{'SDate': '2021-03-25', 'EDate': '2021-03-30', 'Frq': 'D'})

and

eikon.get_data(['EDDFH3-U24'],['TR.ACCUMULATEDVOLUME', 'TR.ACCUMULATEDVOLUME.DATE'],{'SDate': '2021-03-25', 'EDate': '2021-03-30', 'Frq': 'D'})

jason.ramchandani01

@quan.zheng it would appear so - please ask your Refinitiv account team to confirm if you should have access to that content - if not then they will be able to upgrade your content to add the coverage you require. I hope this can help.