How to get daily future deliverable basket analysis result via refinitive data python API?
yoshiyuki.hamajima
Newcomer
Dear support team
I would like to get historical time series of the following delivery basket information in daily basis.
response = bond.Definition(
instrument_code='TYc1',
extended_params={'instrumentType': "BondFuture"},
fields=["DeliveryBasket"]
).get_data()
response.data.raw
How can I achieve? Particularly I would like to get isCheapestToDeliver and futureDV01Bp field daily basis.
Thank you
Hama
Tagged:
0
Best Answer
-
Thank you for reaching out to us.
Please check the IPA Financial Contracts: Bond Future Contracts regarding how to use the API.
Otherwise, you can contact the Instrument Pricing Analytics - Delivery Platform support team direclty via MyAccount to get a request message used to retrieve the required data.
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