Requesting tenor points of 0#BBUSDUTIBMK= erroneously returns a point for the BBB curve

tr105
tr105 Explorer
in Eikon Data APIs

Hi,

When requesting all tenor point RICs for `0#BBUSDUTIBMK=` using

df,e = ek.get_data('0#BBUSDUTIBMK=','DSPLY_NAME')

We get the following list of RICs

"BBBUSDUTI2Y="
"BBUSDUTI3M="
"BBUSDUTI6M="
"BBUSDUTI1Y="
"BBUSDUTI2Y="
"BBUSDUTI3Y="
"BBUSDUTI4Y="
"BBUSDUTI5Y="
"BBUSDUTI6Y="
"BBUSDUTI7Y="
"BBUSDUTI8Y="
"BBUSDUTI9Y="
"BBUSDUTI10Y="
"BBUSDUTI12Y="
"BBUSDUTI15Y="
"BBUSDUTI20Y="
"BBUSDUTI25Y="
"BBUSDUTI30Y="

Most of these are expected, but why is BBBUSDUTI2Y in there??! This is the triple-B RIC but we requested the double-B RIC.

Something similar is visible in the data item browser.


screenshot-2023-03-21-at-141454.png

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01 admin
    Answer ✓

    @tr105 Thanks for your question and sorry to hear about your issue. I get a slightly different response than you using the Eikon Data API:

    imageI think this chain contains some incorrect information - what version of the Eikon library are you using?

    I have also checked with our latest Refinitiv Data Library which uses a more robust chain decoding routine and it appears to be correct:

    import refinitiv.data as rd
    from refinitiv.data.discovery import Chain
    rd.open_session()
    rd.get_data(Chain('0#BBUSDUTIBMK='),'DSPLY_NAME')

    1679407933952.png

    I did not see any BBB entry here. I would suggest you use the Refinitiv Data Library as it is more robust and performant.

    However - I will also raise a content query on your behalf for the Eikon Data API return and report the case number here after I have done so.

    I hope this can help.



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