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I would like to be able to download with Python for a specific RIC for example 'EURFWD=' the RICs curve for the different tenors, i.e. get in Python what is obtained when it executes the following function in excel TR(EURFWD=;;"CH=Fd RH=IN";cell), Output --> [EUR=, EURON=, EURTN=.....EUR10Y].
I have tried the next funcion but it doesn't work,
ek.get_data('EURFWD=', fields = 'RIC_NAME')
Could you help me?
Thanks you for you help
You can use the solution mentioned in this thread.
def getUnderlying(baseRic):
LONGNEXTLR = baseRic
#For LONGLING1 to LONGLINK15 and LONGNEXTLR fields
fields = ['LONGLINK{}'.format(x) for x in range(1, 15)]
fields.append('LONGNEXTLR')
all_underlying_rics = []
#if LONGNEXTLR is not empty, try to retrieve the data fields
while LONGNEXTLR!='':
df,e = ek.get_data(LONGNEXTLR,fields)
LONGNEXTLR = df.iloc[0]['LONGNEXTLR'] if pd.notnull(df.iloc[0]['LONGNEXTLR']) else ''
#If LONGLINK<x> field is not null, append its value to all_underlying_rics list
for x in range(1, 15):
currentField = 'LONGLINK{}'.format(x)
all_underlying_rics.append(df.iloc[0][currentField]) if pd.notnull(df.iloc[0][currentField]) else None
#delay between each API call for 1 second
time.sleep(1)
return all_underlying_rics
The output is:
