Importing specialized Eikon data into Jupyter Notebook

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junichi.ishikawa
junichi.ishikawa Explorer
in Eikon Data APIs

Hi there,

There are many charts I have personally set on my Eikon. For example, a spread between the US 10YT and Japanese 10YT, a correlation between USDJPY and the US 10YT and so on. Can I import these specialized Eikon data into Jupyter Notebook by API?

Thanks,

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi Jnichi-san

    I believe that the analysis is being done on the Eikon Desktop application.

    You have to use API to retrieve raw data point and calculate analysis by yourselves on the Python code.

    There are a few ADC(Analytic Data Cloud) function which you can apply to the data fields.

    Such as this example: REL function, The REL function returns the value of a data item of an identifier relative to the symbol selected.

    image

Answers

  • junichi.ishikawa
    junichi.ishikawa Explorer

    Hi Chavalit,

    Thank you for your reply.

    Can I set up new RIC code on my Eikon before importing market data into Jupyter notebook. For example, the specialized RIC code for a spread between US10YT and US2YT is "Spread1". I want to simplify programming code when I use Python as much as possible.

    Thanks,

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @junichi.ishikawa

    This is not possible.

    However, I will forward your feedback to product manager.

  • James.Perkins
    James.Perkins LSEG

    If your main need is spreads data Eikon provides a full universe of Tradeweb spread RICs ... For example the Japanese/US 10s/10s comparison you mentioned would be US10JP10=TWEB

    I recommend checking out the TWEBSPREADS guide to view the full universe. Also on the RatesViews App (RV) there are many other exmaples of curve and country spreads for use/correlation.

    I hope this is helpful.

    image

    image

  • junichi.ishikawa
    junichi.ishikawa Explorer

    Thanks all.

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Thanks @James.Perkins for the RIC info.


    In this example, that would be the following code:

    image


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