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Issues with Bolivian Boliviano / Rwandan Franc and FX Cross Contracts RDP API

Hi,

I am using the Refinitiv dataplatform API to get forward outrights on currencies. But, I am having issues getting data on Bolivian Boliviano (BOB) and Rwandan Franc (RWF). This is my code:


# Function for API call
def get_data(cr, type_, date):
    # Set Eikon desktop key
    import refinitiv.dataplatform as rdp
    rdp.open_desktop_session(...)

    # Import additional refinitv packages
    from refinitiv.dataplatform import eikon as ek
    from refinitiv.dataplatform.content.ipa.contracts import cross
    from refinitiv.dataplatform.content.ipa import FinancialContracts as 

    fwd_contract = cross.Definition(fx_cross_code = 'USD' + cr, 
                                    fx_cross_type = type_,
                                    legs = [cross.LegDefinition(tenor ='3M')])

    response = fc.get_cross_analytics(fwd_contract, 
                                      fields = ['StartDate',
                                                'EndDate',
                                                'FxSpot', 
                                                'FxOutrightCcy1Ccy2'],
                                               calculation_params = cross.CalculationParams(valuation_date = date)
                                     )
    return response.data.df

I have written it as a function so I can more easily extract several currencies and have more dynamic inputs. The variable cr corresponds to the currency against the dollar, in this case RWF or BOB. I try two types when I do the API call, the first being "FxForward" and the other being "FxNonDeliverableForward". Basically, first it checks if it can extract regular forward rates and then NDFs. Nevertheless, with this code I get Nones whenever I try to extract BOB/RWF.

I have also noticed that when I look up BOB and RWF in the Swap Points and Outrights calculator, I get these views:

1641918816703.png
1641918843780.png

pythonrdp-apirdpforwards
1641918816703.png (123.2 KiB)
1641918843780.png (114.5 KiB)
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Hello @benjamin.lian

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

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Thanks,


AHS

1 Answer

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Hi @benjamin.lian

This forum is aimed at answering "how to" types of questions about using Refinitiv APIs and the moderators are not Content/Data specialists.

As this is more of a content question, I recommend you raise a Content ticket on My.Refinitiv

Looking at the code above, I expect the content falls under IPA, therefore select the 'Instrument Pricing Analytics - Refinitiv Data Platform' for the product choice.

I would also mention in the ticket that you have already asked on the Forum - in case you are mistakenly referred back to the forum.


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