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166 10 17 21

Eikon Data API - retrieve basis of SM-ARGUPR-P1

A client is looking to retrieve the basis of the RIC "SM-ARGUPR-P1"

The Excel formula works:

=RHistory("SM-ARGUPR-P1","BASIS.Timestamp;BASIS.Value","INTERVAL:1D",,"TSREPEAT:YES CH:Fd",B2)

But the Python code only returns NA's:

Secs=['SM-ARGUPR-P1']
Fields=['BASIS.Value']
StartDate='01-01-2010'
data=ek.get_timeseries(Secs,fields=Fields,start_date=StartDate,interval='daily')

Any suggestions please?

PS: I noticed we have field "GEN_VAL4" for BPV (basis point value). The latest value is 8 so maybe this field is related? Unfortunately I haven't been able to retrieve it's history.

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1 Answer

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@Joris.Hoendervangers, get_timeseries() only supports the default view (or the data that you see in excel when you do not set the view, such as .Value, instead of BASIS.Value), so there is no way to get this data using the python API.

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Got it. Could we please raise it as an enhancement request?

Isn't there a workaround with the 'get_data()' function? (I've tried setting a start date & end date)

I checked all the fields showing for this RIC under Time Series Data category in Formula Builder in Eikon Excel, and none of them is populated. So, the short answer is at the moment get_data does not provide a workaround for retrieving timeseries for this RIC.

Got it. Thank you very much for checking Alex. Can this please be submitted to development as an enhancement request?