import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['USDSOFR='], fields = ['TR.FIXINGVALUE'], parameters = { 'SDate': '2024-07-01', 'EDate': '1D', 'Frq': 'D', 'CH': 'IN;Fd', 'RH': 'date' } ) display(df)
When using the above code instead of returning the values for 24/07/2023 it duplicates the value for 23/07/2024.
As shown below.
Instrument Date Fixing Value
0 USDSOFR= 2024-07-15 5.34
1 USDSOFR= 2024-07-16 5.35
2 USDSOFR= 2024-07-17 5.35
3 USDSOFR= 2024-07-18 5.34
4 USDSOFR= 2024-07-19 5.34
5 USDSOFR= 2024-07-22 5.33
6 USDSOFR= 2024-07-23 5.34
7 USDSOFR= 2024-07-23 5.34