How do I get the components of CHFFWD=?

Question

Question by mi.v. · Apr 06, 2020 at 06:32 PM · eikon eikon-data-api python workspace workspace-data-api refinitiv-dataplatform-eikon forwards

How do I get the components of CHFFWD=?

Hi, I need to get all the components of CHFFWD= (including but not limited to CHFON, CHFTN, CHFSW, CHF1M...) and their BID and ASK values.

The following code

data, err = ek.get_data(instruments=["CHFFWD="], fields=['BID', 'ASK'])

Throws an error. What am I missing?

Thank you

0

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2020-04-07T03:02:23Z

REFINITIV

Best Answer

Answer by chavalit-jintamalit · Apr 07, 2020 at 03:02 AM

Hi @mi.v.

Please read the chain data structure section in this article.

Here is the sample code:

LONGNEXTLR = 'CHFFWD='
fields = ['LONGLINK{}'.format(x) for x in range(1, 15)]
fields.append('LONGNEXTLR')

all_components = []

while LONGNEXTLR!='':
    df,e = ek.get_data(LONGNEXTLR,fields)
    LONGNEXTLR = df.iloc[0]['LONGNEXTLR'] if pd.notnull(df.iloc[0]['LONGNEXTLR']) else ''
    for x in range(1, 15):
        currentField = 'LONGLINK{}'.format(x)
        all_components.append(df.iloc[0][currentField]) if pd.notnull(df.iloc[0][currentField]) else None
        
df,e = ek.get_data(all_components,['BID','ASK'])
df

Output:

ahs.png (37.1 KiB)

1 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

How do I get the components of CHFFWD=?

1 Reply

Watch this question

Related Questions