RDP historical pricing failing for Iboxx Index

Hello all,
I am trying to retrieve historical data for .IBBEU005C in Codebook using the RDP historical pricing method,

I used the provided template and here is the error I'm getting:

image

Does it mean there is no data for that instrument?

The request is :

image

Best Answer

  • @mahjoub.faraj

    I did a quick test and found the same error, it looks like the get_summaries function throw ValueError to the app when they try to convert the data from JSON to data frame and it tries to parse the 'DATE' field from the JSON response message. It could be an issue that the server return blank data or it has an error such as the user does not have permission to get the data for the RIC. It looks like the function does not handle the case. I try to test the RIC on the apidocs page and it return no permission for my account.

    image


Answers