Importing specialized Eikon data into Jupyter Notebook

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Question by junichi.ishikawa · Sep 12, 2019 at 05:06 AM · eikon python eikon-data-api workspace refinitiv-dataplatform-eikon workspace-data-api data jupyter-notebook

Importing specialized Eikon data into Jupyter Notebook

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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Answer 1 · 2019-09-12T07:23:26Z

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Answer by chavalit.jintamalit · Sep 12, 2019 at 07:23 AM

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.

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Answer 2 · 2019-09-14T02:07:33Z

Answer by junichi.ishikawa · Sep 14, 2019 at 02:07 AM

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,

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Answer 3 · 2019-09-14T02:41:43Z

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Answer by chavalit.jintamalit · Sep 14, 2019 at 02:41 AM

Hi @junichi.ishikawa

This is not possible.

However, I will forward your feedback to product manager.

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Answer 4 · 2019-09-14T12:30:39Z

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Answer by James.Perkins · Sep 14, 2019 at 12:30 PM

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.

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Answer 5 · 2019-09-17T01:00:15Z

Answer by junichi.ishikawa · Sep 17, 2019 at 01:00 AM

Thanks all.

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Answer 6 · 2019-09-17T12:34:11Z

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Answer by chavalit.jintamalit · Sep 17, 2019 at 12:34 PM

Thanks @James.Perkins for the RIC info.

In this example, that would be the following code:

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Importing specialized Eikon data into Jupyter Notebook

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