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danny.mullins1 avatar image
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Hi is there anyway to pull asset swap spread in Eikon API? I am using R History and AST_SWPSPD.Value in Eikon for excel but using this is not does work in the API.

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veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

@danny.mullins1

Hi,

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@danny.mullins1

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Alex Putkov.1 avatar image
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You can retrieve this data using Refinitiv Data Platform Libraries:

rdp.get_historical_price_summaries(universe='345397XK4=', fields=['AST_SWPSPD'])

We're still building the documentation for these libraries here on this portal. In the meantime you can find examples of using this library in Codebook under Examples/02 - Refinitiv Data Platform Library.

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