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REFINITIV
Question by Joris.Hoendervangers · Feb 12, 2018 at 10:41 AM · eikon apitimeseriesbasis

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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Answer by Zhenya Kovalyov · Feb 12, 2018 at 10:57 AM

@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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Joris.Hoendervangers · Feb 13, 2018 at 03:02 AM 0
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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)

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Alex Putkov. ♦♦ Joris.Hoendervangers · Feb 13, 2018 at 10:40 AM 0
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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.

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Joris.Hoendervangers Alex Putkov. ♦♦ · Feb 14, 2018 at 03:08 AM 0
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Got it. Thank you very much for checking Alex. Can this please be submitted to development as an enhancement request?

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