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yoshiyuki.hamajima avatar image
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How to get daily future deliverable basket analysis result via refinitive data python API?

Dear support team


I would like to get historical time series of the following delivery basket information in daily basis.

response = bond.Definition(
instrument_code='TYc1',
extended_params={'instrumentType': "BondFuture"},
fields=["DeliveryBasket"]
).get_data()

response.data.raw

How can I achieve? Particularly I would like to get isCheapestToDeliver and futureDV01Bp field daily basis.

Thank you

Hama

python#technologyrefinitiv-data-librariesfuturesdelivery
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