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quan.zheng avatar image
3 ●0 ●0 ●2

Eurodollar spread and flies data not available

I am using Python Eikon API.

The API returns the error message: Unable to collect data for the field 'TR.ACCUMULATEDVOLUME' and some specific identifier(s)

for Eurodollar Spread futures, e.g. RIC = EDM1-H2. This should return 2741 for date 31/03/2021. Problem is not limited to this ric only, all spread and fly rics are affected.

It seems to work fine for double fly Eurodollar Rics, e.g. EDDFH3-U24.

Code I am using:

import eikon

eikon.get_data(['EDM1-H2'],['TR.ACCUMULATEDVOLUME', 'TR.ACCUMULATEDVOLUME.DATE'],{'SDate': '2021-03-25', 'EDate': '2021-03-30', 'Frq': 'D'})

and

eikon.get_data(['EDDFH3-U24'],['TR.ACCUMULATEDVOLUME', 'TR.ACCUMULATEDVOLUME.DATE'],{'SDate': '2021-03-25', 'EDate': '2021-03-30', 'Frq': 'D'})

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Jirapongse avatar image   Jirapongse

@quan.zheng

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS

3 Answers

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jason.ramchandani01 avatar image
10.2k ●18 ●6 ●9

@quan.zheng it would appear so - please ask your Refinitiv account team to confirm if you should have access to that content - if not then they will be able to upgrade your content to add the coverage you require. I hope this can help.

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jason.ramchandani01 avatar image
10.2k ●18 ●6 ●9

@quan.zheng I can retrieve both calls with good data:

df, err = ek.get_data(['EDM1-H2'],['TR.ACCUMULATEDVOLUME', 'TR.ACCUMULATEDVOLUME.DATE'],{'SDate': '2021-03-25', 'EDate': '2021-03-30', 'Frq': 'D'})

df

df1, err = ek.get_data(['EDDFH3-U24'],['TR.ACCUMULATEDVOLUME', 'TR.ACCUMULATEDVOLUME.DATE'],{'SDate': '2021-03-25', 'EDate': '2021-03-30', 'Frq': 'D'})

df1

Can you see any of these instruments that are not working in a quote window? If not it might be a permissioning issue. Please let us know.


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1617199996061.png (43.3 KiB)
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quan.zheng avatar image
3 ●0 ●0 ●2

Yes, for QEDM1-H2 I get 'Access denied: User req to PE(4270)' in a quote window.

It works fine for EDDFH3-U24. Is it correct that you need different permissions for spread/fly and double flies?

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