For example, it seemed like RDP is the easier option as it works if we use rd.get_history('0#.FTSE'), but if it is rd.get_history('0#TFMBM:') then I get error "No data to return"...
Asking on behalf of client, thanks.
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How do we use Eikon API or RDP to pull the ICE TTF forward curve for any given settlement date please?
hi @candice.ting ,
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Thanks,
AHS
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It looks like the rd.get_history method is unable to expand this chain RIC (0#TFMBM:). We need to find a way to expand this RIC. If the client uses a desktop session, the client can use ek.get_data method to expand this chain RIC.
import refinitive.data.icon as ek
ek.set_app_key('<app key>')
df, err = ek.get_data(['0#TFMBM:'], ['DSPLY_NAME']);
The output is:
Then, I removed '/' from RICs and sent the list to the rd.get_history method.
instrument_list = df["Instrument"] instrument_list = map( lambda x: x if x[0]!='/' else x[1:], instrument_list) instrument_list = list(instrument_list) rd.get_history(universe=instrument_list)
The output is:
Hi Jirapongse,
Thank you for your answer. Can you also help incorporate the function to include start/end date parameters so user can specify the date range himself?
Thank you again,
Candice
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The client can run help(rd.get_history) to see the available parameters of this method.
Parameters
----------
universe: str | list
instruments to request.
fields: str | list, optional
fields to request.
interval: str, optional
The consolidation interval. Supported intervals are:
tick, tas, taq, minute, 1min, 5min, 10min, 30min, 60min, hourly, 1h, daily,
1d, 1D, 7D, 7d, weekly, 1W, monthly, 1M, quarterly, 3M, 6M, yearly, 1Y
start: str or date or datetime or timedelta, optional
The start date and timestamp of the query in ISO8601 with UTC only
end: str or date or datetime or timedelta, optional
The end date and timestamp of the query in ISO8601 with UTC only
adjustments : str, optional
The adjustment
count : int, optional
The maximum number of data returned. Values range: 1 - 10000
use_field_names_in_headers : bool, optional
Return field name in headers instead of title
Returns
-------
pandas.DataFrame
Examples
--------
>>> get_history(universe="GOOG.O")
>>> get_history(universe="GOOG.O", fields="tr.Revenue", interval="1Y")
>>> get_history(
... universe="GOOG.O",
... fields=["BID", "ASK", "tr.Revenue"],
... interval="1Y",
... start="2015-01-01",
... end="2020-10-01",
... )
To specify the date range, the client can use the start and end parameters. For example:
rd.get_history(universe=instrument_list, start="2022-06-01", end="2022-06-30")
The output is:
