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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
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: