How can I get expiry dates for FX Forwards using rdp.get_historical_price_summaries()

I am trying to get the expiry or maturity date 'MATUR_DATE' to display when I call:

1679820866911.png


rdp version is: Eikon RDP Version: 1.0.0a7.post7

or is there a way to get the expiry date using ek?


Thanks

Best Answer

  • raksina.samasiri
    Answer ✓

    Hi @JPO ,

    I would recommend you look at the
    newer RD Library for Python. For a position statement on the deprecated RDP Library please see the overview page.

    import refinitiv.data as rd
    rd.open_session()

    df = rd.get_data(universe = 'COP2YNDF=')
    df

    1679894643380.png

    or ek.get_data can also be used

    import refinitiv.data.eikon as ek
    ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')

    df, err = ek.get_data(['COP2YNDF='], [ 'MATUR_DATE'])
    df

    1679894819799.png

    Hope this helps and please let me know in case you have any further questions.

Answers