The most recent content from our members.
Hi, I am struggling with finding dates of Forward Price in Eikon. i want a list of the name of Forward price month. eg) Nov, Dec, Jan ... please kindly let me know ;)
Hi, I'd like to pull historical intraday fixings for nearly all FX forwards using the Eikon python API. Though this is not efficient, I've been able to pull some intraday data using the 0#WMFWDI and its subchains. This has two problems: - Firstly, 0#WMFWDI returns a list of chains. These chains return a list of FX forward…
Please may you advise how I can use the same code from another question "https://community.developers.refinitiv.com/questions/83964/function-fxcalcperiod-in-eikon-api-codebook.html?" or similar to also clone the FX Calc period for a future valuation date? =FxCalcPeriod("21MAR2022","USDKRW","1M") formula that works…
I haven't been able to query non-equity (foreign exchange forward) series using Python API (beta version, as of 3/23/2022) that I was able to on refinitiv workspace desktop app and the request table on a excel sheet with the refinitiv add-on. An example series is "BBGBP1F" which is USD to UK Pound 1M forward, and it can be…
I would like to be able to download with Python for a specific RIC for example 'EURFWD=' the RICs curve for the different tenors, i.e. get in Python what is obtained when it executes the following function in excel TR(EURFWD=;;"CH=Fd RH=IN";cell), Output --> [EUR=, EURON=, EURTN=.....EUR10Y]. I have tried the next funcion…
Hi, I am using the Refinitiv dataplatform API to get forward outrights on currencies. But, I am having issues getting data on Bolivian Boliviano (BOB) and Rwandan Franc (RWF). This is my code: # Function for API call def get_data(cr, type_, date): # Set Eikon desktop key import refinitiv.dataplatform as rdp…
Hi, I have been with the API downloading forward curves. When there is a forward curve with two currencies, one with just NDF contracts and the other with both NDF and outrights, I have realized that the triangulation checks out both NDF curves are used. I would like to know, why do you think this is the best approach? For…
How can I receive volatility surfaces for the SPX corresponding to the shortest tenor available? Using Eikon SURF for example, I can get the volatility surfaces for March 17, 2021. But the curve/smile that is the nearest in the future has an expiry on March 26, 2021. Are there curves/smiles available with a shorter tenor?…
I noticed that there is an "FX Carry Trade" app on Eikon. I have several of questions about the topic - Is there a way for me to call this app through the API? - Is there a way for me to call the time series behind the app? - What are exactly the time series behind the app? Is this a time series of forward contracts that…
I would like to get the following data through Eikon's Python API. The data (MXN forward curve 1 month starting) is available in FWDC app for the MXN currency. regards
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