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kiosk01.mtfc.warsaw avatar image
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TR.Surfvolmoneyness - cannot calculate

Hi,

i'm trying to retrieve volatility surfaces for equity underlyings using Eikon api in python on Windows. In the majority of cases i am successful but there are some rics where i can see the data in SURF app on Eikon but the code is unable to return the values. For example:

# Input
ek.get_data(RIC,['TR.SurfVolMONEYNESS.Tenor','TR.SurfVolMONEYNESS.Range','TR.SurfVolMONEYNESS'],{'Range':'80;120','Tenor':'1M;24M','VolType':'MID'})

# Returns a dataframe with 1 row where instead of moneyness value there is a message depending on the ric used. There are no error messages in the tuple.

AAK.ST -> AAK.ST is not supported for this data
SECUB.ST -> !EV11 Cannot calculate with less than 3 options
TEL.OL -> !EC01 After filtering no options to calculate

For all of those names i am able to see the surface in SURF app.

Why is the data visible there but i'm not able to get it via the API?

Best regards,

Mateusz


eikon-data-apipython#contentvolatility-surface
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raksina.samasiri avatar image   raksina.samasiri
<AHS>

case 11816388 is still in progress, extend the triage

wasin.w avatar image   wasin.w

<AHS>

Case 11816388 is closed with the following resolution:

Please note that the SURF app is a new release and was migrated to a new interface that is more calibrated. The Excel data item TR.SurfVolMoneyness however is still using the legacy interface. Therefore, the values between excel data item: TR.SurfVolMoneyness and SURF app will not match

The values in Excel are not incorrect, they are just pulling from a different interface which does not use the same calibration and/or filters as what the SURF app has now. Excel templates that match the new SURF App using the new interface will not be available until sometime next year 2023.

For instances where the excel data item TR.SurfVolMoneyness is not able to retrieve data, we suggest that you use the SURF app and export the values to Excel as a workaround.
wasin.w avatar image   wasin.w

Hello @kiosk01.mtfc.warsaw

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


Jirapongse avatar image   Jirapongse

@kiosk01.mtfc.warsaw

Hi,

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

Thanks,

AHS

1 Answer

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raksina.samasiri avatar image
14.2k ●30 ●5 ●10

Hi @kiosk01.mtfc.warsaw ,

Sorry for the issue that you're facing. The moderators on this forum do not have deep expertise in every content available through Refinitiv products. Such expertise is available through Refinitiv Helpdesk. If the Helpdesk can show you how to retrieve it using =@TR formula in Eikon Excel, then the moderators on this forum can help you translate it into the get_data method in the Eikon Data API call. Refinitiv Helpdesk can be reached via MyRefinitiv and you may request from them what you would like to get.

In this case, case number 11816388 has been raised on behalf of you and you'll be contacted by the support team soon to assist on this

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wasin.w avatar image wasin.w
Hello @kiosk01.mtfc.warsaw

I checked case 11816388. The case is closed and the Eikon support team suggests you use Eikon's SURF app and export the values to Excel as a workaround.

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