Hello, I'm trying to retreive data from eikon through your python API. Thanks to the eikon.get_data() function, I was able to fetch the spot premium of 'EUR1YX3Y=ICAP'. Unfortunately, I cannot seem to get a hold of the forward swap rate, although I can access it through excel thanks to 'FWD_RATE.Value'. Could you please help me find the appropriate field name in python? Thank you
@vincent.drouin FWD_RATE.Value is a time series field. Under standard circumstances, one would use the 'eikon.get_timeseries()' call, however, the time series bit of the API only supports the default set of fields which is OHLC for the last quote (Lognormal vol).
Could you confirm if you are looking for the time series for this? If not, you can get the real-time value with eikon.get_data('EUR1YX3Y=ICAP', ['GEN_VAL3']).