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Hi everyone, How can I get the list of options (using the python api query) on bond futures such as FGBLZ4? What is the field to extract the invoice spread on the same instrument? Thank you
Hi, So I was fetching the data of the different commodities for making a historical database using the code snipet now i have successfully fetched the contract chain of the products using that c1, c2..... nomenclature now i want to fetch the spread of those products kindly help the problem is for every product there are…
I've been doing some quant bond work and have found numerous inconsistencies with OAS data provided by Eikon. This is true both within the platform and in comparison to Bloomberg data as well. Would it be possible to get an explanation regarding the methodology used as well as some direction regarding which of the numerous…
Hey People, I am currently on my bachelors thesis and getting myself into Refinitiv. i am trying to retrieve "daily historic spreads" from a selection of bonds. All of them are in the "Latin American" markets e.g. Brazil, Argentina etc... i have major problems with getting any numbers using the excel add in: "Refinitiv…
I can get futures expiries for RIC chain "0#CL:" using https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch with payload like payload = "{ "SearchRequest": { "FileCodes": null, "CurrencyCodes": null, "ExchangeCodes": ["NYM"], "AssetStatus": "Active", "StrikePrice": null, "ExpirationDate":…
Hi everyone, Does anyone know how Option Adjusted Spread is computed on Eikon python function? Below is the function I used to download the spread. OAS, err = ek.get_data('US075887BX67',[{'TR.OptionAdjustedSpreadBid':{'params':{'SDate':"07/19/2019"}}}], debug = False) From this code, I get 174 bps but on other sources like…
Any sample code for request spread table?
Hi all, Sorry in advance if this question not must be included in this forum. We have done a little java program based on the rest api tutorial for data scope that obtain the time series of some rics. In November 2017 we requested "Universal Close Price" and "Latest Trade Yield" for the rics: AAAGBPAGE10Y= and…
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