How to collect interest rate swap day count conventions in Eikon Python api?

refinitivdocreader
refinitivdocreader Newcomer
in Eikon Data APIs

The Eikon desktop application has a "Description" page for swaps (USD1YOIS=) that presents contract specification data such as day-count convention, holiday calendar, and reference rate RIC. Is there a way to locate Python api field names for these items?

I could not locate them in the Data Item Browser, or using the TR Eikon MS Office formulas, as suggested in the Eikon Python docs.

More broadly, is there a method that will list all fields that can be queried using:

eikon.get_data(ric, fields)

Such a field list could be a time-saver, even if most returned values are null.

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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @Michel B

    I also could not find the specific details you are after. In situations like this, I would recommend you raise a content query within the desktop, via "Help & Support" using Help or the function key: F1. They can bring in a content special who can help with these data fields.

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