Issues with Bolivian Boliviano / Rwandan Franc and FX Cross Contracts RDP API

benjamin.lian
benjamin.lian Newcomer
in Refinitiv Data Platform

Hi,

I am using the Refinitiv dataplatform API to get forward outrights on currencies. But, I am having issues getting data on Bolivian Boliviano (BOB) and Rwandan Franc (RWF). This is my code:


# Function for API call
def get_data(cr, type_, date):
    # Set Eikon desktop key
    import refinitiv.dataplatform as rdp
    rdp.open_desktop_session(...)

    # Import additional refinitv packages
    from refinitiv.dataplatform import eikon as ek
    from refinitiv.dataplatform.content.ipa.contracts import cross
    from refinitiv.dataplatform.content.ipa import FinancialContracts as 

    fwd_contract = cross.Definition(fx_cross_code = 'USD' + cr, 
                                    fx_cross_type = type_,
                                    legs = [cross.LegDefinition(tenor ='3M')])

    response = fc.get_cross_analytics(fwd_contract, 
                                      fields = ['StartDate',
                                                'EndDate',
                                                'FxSpot', 
                                                'FxOutrightCcy1Ccy2'],
                                               calculation_params = cross.CalculationParams(valuation_date = date)
                                     )
    return response.data.df

I have written it as a function so I can more easily extract several currencies and have more dynamic inputs. The variable cr corresponds to the currency against the dollar, in this case RWF or BOB. I try two types when I do the API call, the first being "FxForward" and the other being "FxNonDeliverableForward". Basically, first it checks if it can extract regular forward rates and then NDFs. Nevertheless, with this code I get Nones whenever I try to extract BOB/RWF.

I have also noticed that when I look up BOB and RWF in the Swap Points and Outrights calculator, I get these views:

1641918816703.png
1641918843780.png

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @benjamin.lian

    This forum is aimed at answering "how to" types of questions about using Refinitiv APIs and the moderators are not Content/Data specialists.

    As this is more of a content question, I recommend you raise a Content ticket on My.Refinitiv

    Looking at the code above, I expect the content falls under IPA, therefore select the 'Instrument Pricing Analytics - Refinitiv Data Platform' for the product choice.

    I would also mention in the ticket that you have already asked on the Forum - in case you are mistakenly referred back to the forum.


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