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fuadnasir avatar image
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Is there a way to get data from multiple chains in Python API?

Trying to get data for two chains as follows:

data = ek.get_data(["0#USFN30=TWEB", "0#USFN15=TWEB"], ['CF_DATE','CF_NAME','COUPN_RATE','CF_BID', 'CF_ASK', 'SETTLEDATE'])

Getting the following error:

( Instrument CF_DATE CF_NAME COUPN_RATE CF_BID CF_ASK SETTLEDATE 0 0#USFN15=TWEB NaN UMBS 15YR NaN NaN NaN NaN 1 0#USFN30=TWEB NaN UMBS 30YR NaN NaN NaN NaN, [{'code': 251658244, 'col': 3, 'message': "Error: Field 'COUPN_RATE' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 4, 'message': "Error: Field 'CF_BID' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 5, 'message': "Error: Field 'CF_ASK' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 6, 'message': "Error: Field 'SETTLEDATE' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 3, 'message': "Error: Field 'COUPN_RATE' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}, {'code': 251658244, 'col': 4, 'message': "Error: Field 'CF_BID' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}, {'code': 251658244, 'col': 5, 'message': "Error: Field 'CF_ASK' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}, {'code': 251658244, 'col': 6, 'message': "Error: Field 'SETTLEDATE' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}])

When I run for one chain as follows:

data = ek.get_data("0#USFN15=TWEB", ['CF_DATE', 'CF_NAME','COUPN_RATE','CF_BID', 'CF_ASK', 'SETTLEDATE'])

I am able to retrieve pricing.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-api
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veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

@fuadnasir

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the most appropriate reply.

If you have already known an answer, please share your answer, and then accept it. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

fuadnasir avatar image   fuadnasir veerapath.rungruengrayubkul

Not resolved. Help desk is asking me to post on the dev community here, and the dev community is asking me to post on Help desk. So I'm going round in circles.

Alex Putkov.1 avatar image   Alex Putkov.1 fuadnasir

@fuadnasir
Could you provide the case number the Helpdesk gave you, so I could follow up with them? Unfortunately you chose to use a personal email address to register on this forum, which effectively makes you anonymous to the moderators. We cannot access any records of your communication with the Helpdesk if we cannot identify you.
I also wouldn't expect a quick resolution from the product. The issue you reported is fairly inconsequential. It's quite possible the product management will deem it not worth addressing. But even if it is prioritized for a fix, it will be at least some weeks before the fix is developed and deployed in production. My suggestion is that you retrieve the chains separately.

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wasin.w avatar image   wasin.w

<AHS>

The case 07876995 is just opened today. The case is currently investing by

Sheer John-A Moncatar(sheerjohn-a.moncatar@refinitiv.com).

Extend triage.

wasin.w avatar image   wasin.w

<AHS>

The case 07876995 is now in "Service Restored " state. The resolution is "For concerns and queries related to Python API you can raise it to the Thomson Reuters Developer Community (TRDC).

The support of the API product is available through the TRDC subscription program link below and membership is required: https://developers.thomsonreuters.com/ "

Extend triage.

wasin.w avatar image   wasin.w

<AHS>

The case 07876995 is closed with the following answer/resolution

"As for the question about SIFMA settlement calendar, this is purely a content search question. You can advise the user that SIFMA MBS settlement calendar is available from chain 0#MBSSETTLE1. "



Jirapongse avatar image   Jirapongse

@fuadnasir

Hi,


Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise, if you know an answer, please share it and then accept your answer.

Thanks,

AHS

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3 Answers

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wasin.w avatar image
24.7k ●54 ●17 ●14

This question has been escalated to the case 07876995 .

The support team has investigated the question and gave this answer.

"As for the question about SIFMA settlement calendar, this is purely a content search question. You can advise the user that SIFMA MBS settlement calendar is available from chain 0#MBSSETTLE1. "

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chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Hi @fuadnasir

I believe that these 2 RICs are not chain RIC.

75 = small non-Monitor page

120 = link record (Chain RIC)

So when you combined them in a list, the API does not understand that this is a chain RIC.

I have few examples below:

So you have loop your code to request for a single "small non-monitor page" ric and append the result into a result list.


chain2.png (98.3 KiB)
chain1.png (78.8 KiB)
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Alex Putkov.1 avatar image
39.4k ●77 ●11 ●27

I don't quite agree with the conclusion @chavalit.jintamalit drew here, as I reproduce the same issue using other chains such as 0#EUR= where FID 259 has the correct value corresponding to a link record.
@fuadnasir
I suggest you raise this to Refinitiv Helpdesk. I would have done it on your behalf, but you chose to register on this portal with a personal email address, which effectively makes you anonymous.
In the meantime the obvious workaround is to retrieve two chains separately and combine the dataframes.

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