I am trying to extract FX data on different currencies with different maturities. I have a list that contains all the currency pairs and their respective maturities. This means that I have to retrieve a vast amount RICs, over 2000 to be specific. Is there a way to retrieve a large amount of RICs?
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Retrieving a large amount of RICs
Hello @benjamin.lian
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Thanks,
AHS
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@benjamin.lian So it depends on the amount of data fields you wish to download per RIC and whether you are using get_timeseries or get_data API calls. Either way information on our API limits can be found here. Usually one would break a large RIC list into chunks using something like:
def chunks(l, n): for i in range(0,len(l),n): yield l[i:i+n]
rics = list(chunks(list(large_ric_list), 50))
Which could break a large list of RICs into chucks of 50 RICs - which could then be iterated over to stay within API datapoint per call limits. I hope this can help.
@jason.ramchandani Thank you for the answer. Correct, I have implemented that solution.
What I am looking for is a way to retrieve the RICs. For instance, suppose I want the price of AUD/CAD tomorrow next. The RIC for this price is AUDCADTN=R. If I have over 2000 of these types of prices that I want, how can I get a list of the correct RICs, e.g. AUDCADTN=R?
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@benjamin.lian So if you need a list of forward/depos rics you can try some chain RICs such as :
df,err = ek.get_data(['0#GBPF='],['CF_NAME']) df
Which can give you a list of instruments across delivery periods. Or once you know the pair and the delivery period you can mechanically build these - using :
and the formula:
I hope this can help.
This works for some currency pairs, mostly hard currencies. But what if I for instance want the 3 week swap points of THB HUF?
This does not work:
df = ek.get_timeseries(['THBHUF3W=R', start_date = [:], end_date = [:])
I know that the RIC does not show up if I search for it in the desktop app either, but the swap points are calculated in the SPO, so the data should be there?
It looks like to be a content question.
You can contact the Eikon support team directly via MyRefinitiv, and ask for a formula or RICs in the Eikon Excel which can be used to get the required data.
If the formula is available, we may be able to apply it to the Eikon Data API.
