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EDP functions on EIKON DATA API at the same time.
Hi,
Is there a way to call EDP functions, such as the volatility surface with the EIKON Data API?
The issue that I have is that when I try to use EDP it closes my terminal, unabling me to get data from the Eikon Data API.
I would like to know if there is a way around it.
Thanks!
Pedro Alexandre
RDP library has content layer for some key objects, but all other endpoints are available through the delivery layer. See the example on how to use delivery layer - https://github.com/Refinitiv-API-Samples/Example.RDPLibrary.Python/blob/master/3.1.0%20-%20Delivery%20-%20EndPoint-QuantitativAnalytics-FinancialContracts.ipynb
PS: EDP is renamed to RDP now.
Yes, there should be no issues with using Eikon Data API and invoking RDP functions in the same program. You could try using the new RDP library and create a desktop and platform session.
Hi @Gurpreet.,
Thanks for your response, but I'm not finding any way to get the following.
With EDP, I'm able to get the:
{
"universe":
[
{
"surfaceTag" : "tt",
"underlyingType":"Eti",
"underlyingDefinition":
{
"instrumentCode": "TSLA.O",
},
"surfaceParameters":
{
"priceSide":"Mid",
"volatilityModel":"SVI",
"xAxis":"Date",
"yAxis":"Strike"
},
"surfaceLayout":
{
"format":"Matrix",
}
}
]
}
sending it to the URL "https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/surfaces" with the proper token.
the issue is that it kills the Eikon Seccion, unbolting me to continue using the EIKON Data API.
Looking at the RDP, I didn't find anything similar to this EDP HTTP request.
Is there any RDP example like this? Is it all the EDP functions available on RDP?
Thanks!