At the organization I work at, we have been using python to integrate with Eikon to retrieve FX rates, Libor, Euribors and so on sucessfully.
Now we face a new challenge, which is: how to call the “=FxCalcPeriod()” function from a Python code and get the results from Eikon. This is the sample code we got in the Eikon Adfin Forex Calculation Guide: “=FxCalcPeriod("24FEB03";"EUR";"3M";"FROM:FXTRADE")”. We would like to know how to invoke it from Python x Eikon integration.
FxCalcPeriod function is currently only available through a COM library known as AdfinX Analytics. It's possible to use this library in Python, although the use is not very straightforward and it's only possible in 32-bit Python. Here's an article that talks about using AdfinX Analytics COM library in Python.
Going forward we will be replacing Adfin Analytics client side libraries with Instrument Pricing Analytics (IPA) service on Refinitiv Data Platform that will provide equivalent calculations. The documentation for FX Cross contracts pricing is already published and there's a tutorial on using IPA service in Python. However currently this service is only available with credentials for Refinitiv Data Platform. We expect to make it available to Eikon users later this year.
Hi, Could you send more information about instrument Pricing Analytics (IPA) for Eikon user?
What technology will you be able to connect to use and download data? when do you plan to implement? will it be possible to download data via websocket?
IPA is now available to Eikon and Refinitiv Workspace users. You need to use Refinitiv Data Platform Library to access it. There are some examples available in recently launched Codebook service. Specifically, after launching Codebook, have a look at the following Jupyter notebooks under Examples/02 - Refinitiv Data Platform Library/
1.7.0 - Function - IPA - Bond Pricing
1.7.1 - Function - IPA - Option Pricing
2.7.0 - Content - FinancialContracts - Synchronous
2.7.1 - Content - FinancialContracts - Asynchronous
2.7.2 - Content - FinancialContracts - EventDriven
All of the above mentioned examples use IPA service with Eikon or Refinitiv Workspace account.