EIKON API - SDRV (SDR View in Refinitiv EIKON)

javier.j.w.wang
javier.j.w.wang Newcomer
in Eikon Data APIs

Hi Team -

I am wondering if there is a way to use EIKON API to extract information available in EIKON SDRV (SDR View ) to track for OTC trades reported by financial institutions within the USA DTCC. Thanks,

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  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    hi @javier.j.w.wang ,

    Please find an answer from support team below

    it doesn't look like all SDRV data is available on Eikon Data API as they're mostly directly sourced from the source (DTCC/CME, etc)

    The available data are

    • There's a RIC 0#DTCC but this only have commodities
    • For IRS from DTCC, I found this DTCCSDRIRIRS
      • For the actual pages, it goes from DTCCSDRIRIRS1 to as far as you go, I went as far as DTCCSDRIRIRS84...
      • Those RICS DTCCSDRIRIRS1 are pages, so they are not access in the same way, for example, here's a formula to get the first line.
        df, err = ek.get_data('DTCCSDRIRIRS1','ROW80_8') #actual pages
        display(df)
        1647876886222.png
      • For Rates options: DTCCSDRIROPT1 to the highest number as well same as w/ IRS
      • Same with Cross Currency (CCS) DTCCSDRIRCCS1
        1647876985444.png

    So it looks like the Rates swaps and Rate options are the ones w/ robust data. The rest of the sub types are just not there.

    Those RICs are a separate feed, not coming through the same way the app does

    Hope this could help, please let me know in case you have any further question

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