Is it possible to retrieve via Eikon Data API using Python in one go? Similar to the Eikon Excel...

silke.haupt1
silke.haupt1 LSEG
in Eikon Data APIs

... =@TR("EUROIS=ICAP";"";"CH=Fd RH=IN";N4)

client is interested in accessing EUROIS=ICAP using Eikon Data API. In the Quote in Eikon it is a Chain display however via Eikon Data API

df, err = ek.get_data(

instruments = ['EUROIS=ICAP'],

fields = ['PRIMACT_1']

)


display(df) doesn't return the list of RICs.


Thanks for your help

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01 admin
    Answer ✓

    @silke.haupt1 I can't find that as a chain - the quote display is simply a list of instruments rather than a chain but if you hover over each tenor then you can get the instruments eg:

    SW EUREONSW=ICAP

    2W EUREON2W=ICAP

    ...

    30Y EUREON30Y=ICAP

    These are fixed then you can put those into get_data call. Note: you can also select different broker quotes (in this case you wanted ICAP but there are others of course)

    I hope this can help

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