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Basis pricing for Physical commodities
I want to get FX broken dates calculator to hedge basis price contracts for commodities e.g. Cotton. Sample code as below: df = ld.get_history('JCI-CTN-ANHUI','TRDPRC_1',start='01-Jan-2025',end='26-Jun-2025') #This is spot price for China Anhui cotton. df2 =…
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CDS data via LSEG API, stuck after reading all Developer Community threads
Hi All I’m doing some academic research around ESG and Credit Spreads and am using LSEG data for it. The data I’m downloading from the LSEG Data platform via API. I’m able to download ESG and fundamental data, however, I’m struggling with the CDS Data. I understand that the LSEG Data API is the new version of the Refinitiv…
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Would you know where I could find out the corresponding python call for the formula:
=@RDP.Analytics("financialcontracts", "fxforward", "EURUSD", "legs:[(StartTenor:0D Tenor:#2)] Valuationdate:#1", "StartDate;EndDate",,,TradeDate,"1M")
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Cannot find the needed Workspace functions on the API Playground
Hello, We upgrade our internal .NET application which currently uses Refinitiv Eikon version 4.0 .NET API. Because of migration to LSEG Workspace from Eikon we try to modify our application and use the new functions from LSEG Workspace. Currently we have 2 functions from EikonDesktopDataAPI in use in our application:…
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Calculation of FX Forward start date and Maturity date
Hello friend, I'm using Workspace Codebook to calculate FX forward start date and maturity date. I remembered that we have adfin function is something like FxCalcPeriod() to get the Maturity Date of FX forward if I provide the currency pairs, Start Date, and Tenor as input. Do we have a similar script for Codebook? Thanks…
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Setting collateral currency for swap pricing in Refinitiv Data Library for Python
Hi, I'm using swap from lseg.data.content.ipa.financial_contracts within the Refinitiv Data Library for Python. I would like to set a collateral currency like I can do in the SWPR app (see the screenshot). Is this possible? I can't find an arg for this in the documentation. Thanks
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QPS Financial Contracts API - Service Unavailable
Hello, I ran into the following error today: {'error': {'id': '3a4945f9-f869-4b70-9108-c4022368608a', 'code': 'QpsCommon.ERROR_BACKEND_ACCESS_FAILURE', 'status': 'Service Unavailable', 'message': '[QpsDps] I/O error on POST request for "https://qps-dps-use1.int.refinitiv.com/pricing/prepare": Read timed out'}} My code was…
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Bond.Pricing Cross Currency
Hi All, Is it possible to get cross currency spreads for example to ZSpreadBp in Euro terms, either via fields or pricing parameters? And secondly, is it possible to retrieve and issuer curve as universe instead of adding bonds manually to the universe via bond.Definition. ? Best,
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How to get daily future deliverable basket analysis result via refinitive data python API?
Dear support team I would like to get historical time series of the following delivery basket information in daily basis. response = bond.Definition( instrument_code='TYc1', extended_params={'instrumentType': "BondFuture"}, fields=["DeliveryBasket"] ).get_data() response.data.raw How can I achieve? Particularly I would…
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IPA interest rate cap volatility source
Hi, is there a field which can be used in the Python Refinitiv Data IPA Financial Contracts cap/floor definition to change the volatility source? I am looking specifically at USD SOFR caps. For example, on the CAPF gui you can change source with the dropdown below.
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Commodity Options data (Option Price)
Hi, Using the API, is there a way to retrieve options data (mainly option prices) for commodities (e.g., 0#NG+, 0#CL+) from a past date? For example, I need the values of some Natural Gas and Crude options as of 12/29/2023. Is it possible to get option prices for those options on that specific day? Currently, I use the…
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Python Refinitiv Data IPA Financial Contract IR Swap intra-day pricing with datetime
I'm trying to price a SOFR swap at intra-day time periods. The documentation implies that a datetime can be provided, however, responses from the service show no valuation differences if a different time is used. See below for example code and outputs. response = rdf.Definitions( universe=[swap.Definition(…
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User data for ReferenceCurve under IPA ZC-curves
Dear Developer community I'm trying to generate ZC Curves using Custom/user data by indicating a curveConstituents. I am able to do it for Curve subject to calculation, but i'm not able to the same for ReferenceCurve. i Want to generate ZC curve using EUR as Collat and then should be used as referencecurve. many thanks for…
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How to get the cds curve code from a bond ISIN?
For example, I have a bond ISIN XS1061711575, and I want to use python code to get the cds curve code 0#AEGNEUAMRBMK=. How can I make it work? Thank you so much!
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IPA Financial Contracts for Fx Cross api - error responses
I am using the IPA Financial Contracts for Fx Cross api to resolve Fx prices. I have made the same request (see payload below) several times over a period of 2-3 hours. Sometimes I receive an error response, sometimes I get a successful response. The error response was: QPS-Pricer.8020:Market data: No Fx Spot Point…
