question

Upvotes
Accepted
5 0 0 1

How to get latest FX Polls?

hello I am trying to get the latest FX polls. for example AUD1YP=. I can see in my Workspace the data is available

1715352260628.png

but i cannot download it. the one i get ends in April. I have used both rd.get_history and ek.get_timeseries functions. How can I get it?

rdp-api#content
1715352260628.png (7.7 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
24.7k 64 15 21

Hi @theo.athanasiadis01,

For content questions, its best to reach out to content experts by raising a ticket at my.refinitiv.com.

From the Data Item Browser, I can see some fields like CTBTR_1, GEN_VAL1, GEN_VAL2 and GEN_VAL3 which reflect some of the FOREXPOLL data, but am not sure if these are the right fields to use.

These fields are for getting the latest FX Polls data. The timeseries API call can only provide bar data like OHLC, and these fields don't have historical data.

Again, a content expect can provide a qualified answer.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
5 0 0 1

thank you Gurpeet. I have raised the question to myrefinitiv. What api function should I use to get those fields? Can you share an example?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
5 0 0 1

I was told from myrefinitiv I should I have access to the latest polls and they directed me to this forum. Can you help me getting this data?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
24.7k 64 15 21

Hi @theo.athanasiadis01,

What API/Library are you using currently to get data from Workspace. If you are completely new to it, you can look at Codebook samples in workspace - type CODEBK in WS search bar, and navigate over to Data Retrieval - Refinitiv Data Library to learn how to use RD library.

The API call will be get_data. Here is an example of how this API can be used to get latest polls data:

1715695825409.png



1715695825409.png (9.0 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
5 0 0 1

Thank you. I used to use eikon api and the function get_series and the "Close" field to get the last N observations but I have not been able to get the latest this time - I am able to get the history before the current month.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
24.7k 64 15 21

Are you interested in getting historical close price or the FX polls numbers. The FX Polls fields which I showed don't support history and so you would only be able to retrieve current values as shown in previous answer.

AUD1YP= is a FX forecast and does not have a close field. Can you show an example of how you were able to get a close price for this instrument previously.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
5 0 0 1

I was simply using

df = ek.get_timeseries('AUD1YP=',interval='monthly',count=1)



icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
5 0 0 1
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
24.7k 64 15 21

From what I can see, the FX poll data is only available in monthly intervals. Specifying any interval shorter than 1M is ignored and monthly data is returned. You can use a query like -

rd.get_history("AUD1YP=", interval="1M")

The data for current month of May will be available on 31st.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
5 0 0 1

Thank you. Yes, I always used monthly. This is my isse/question: the May survey was released on May 2nd and it is there - you can see it in Eikon/Workspace. Why I cannot access it? I was able to access this data in the past when it was released using the eikon api (with the Close field).

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Unfortunately we on the developers forum do not have indepth knowledge of the content - which is why I referred you to open a content service ticket. Do you have the ticket number with my.refinitiv?

yes. here you go 13561282

Gurpreet avatar image Gurpreet theo.athanasiadis01

The content specialist had provided an answer - which seems like is the right answer.


As per checking on your concern with our specialist, We would like to set your expectations that when retrieving historical data for sample RIC <AUD1YP=>, we can only get upto APR.

As a workaround, You may use the following code to retrieve the latest value for MAY: 

import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
    universe = ['AUD1YP='],
    fields = ['PRIMACT_1']
)


Show more comments

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.