Pulling FX NonDeliverable Forward Curve

abhinit.kumar
abhinit.kumar Newcomer
edited April 25 in Eikon Data APIs

Hi,

I am currently using the Workspace Excel function to pull in data for a list of BRL FX Forwards with the formula =@RHistory(H7,".Close","TIMEZONE:LON INTERVAL:1D NBROWS:1 END:"&24-Apr-25 21:00)

I want to do the same through Eikon Data API and have all the forwards pulled for a specific date and time (in London) into a simple dataframe. Specifically looking for these ones

'BRL=','BRLSWNDFOR=','BRL2WNDFOR=','BRL3WNDFOR=','BRL1MNDFOR=','BRL2MNDFOR=','BRL3MNDFOR=','BRL4MNDFOR=','BRL6MNDFOR=','BRL7MNDFOR=','BRL8MNDFOR=','BRL9MNDFOR=','BRL10MNDFOR=','BRL11MNDFOR=','BRL1YNDFOR=','BRL15MNDFOR=','BRL18MNDFOR=','BRL21MNDFOR=','BRL2YNDFOR=','BRL30MNDFOR=','BRL3YNDFOR=','BRL4YNDFOR=','BRL5YNDFOR=','BRL6YNDFOR=','BRL7YNDFOR=','BRL8YNDFOR=','BRL9YNDFOR=','BRL10YNDFOR=','BRL15YNDFOR=','BRL20YNDFOR='

Can you please help as I am having trouble with the get_data and get_timeseries functions

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @abhinit.kumar

    Thank you for reaching out to us.

    Please use the get_history method in the new LSEG Data Library for Python instead.

    For example:

    df = ld.get_history(
    universe=['BRL=','BRLSWNDFOR=','BRL2WNDFOR=','BRL3WNDFOR=','BRL1MNDFOR=','BRL2MNDFOR=','BRL3MNDFOR=','BRL4MNDFOR=','BRL6MNDFOR=','BRL7MNDFOR=','BRL8MNDFOR=','BRL9MNDFOR=','BRL10MNDFOR=','BRL11MNDFOR=','BRL1YNDFOR=','BRL15MNDFOR=','BRL18MNDFOR=','BRL21MNDFOR=','BRL2YNDFOR=','BRL30MNDFOR=','BRL3YNDFOR=','BRL4YNDFOR=','BRL5YNDFOR=','BRL6YNDFOR=','BRL7YNDFOR=','BRL8YNDFOR=','BRL9YNDFOR=','BRL10YNDFOR=','BRL15YNDFOR=','BRL20YNDFOR='],
    fields = ['BID','ASK'],
    interval='daily',
    count=5)
df

    You can also refer to the example on GitHub.

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