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Where can i find the date of Forward price?
Hi, I am struggling with finding dates of Forward Price in Eikon. i want a list of the name of Forward price month. eg) Nov, Dec, Jan ... please kindly let me know ;)
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How to get historical FX forward intraday fixings using the Eikon python API?
Hi, I'd like to pull historical intraday fixings for nearly all FX forwards using the Eikon python API. Though this is not efficient, I've been able to pull some intraday data using the 0#WMFWDI and its subchains. This has two problems: - Firstly, 0#WMFWDI returns a list of chains. These chains return a list of FX forward…
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Function FxCalcPeriod() in Eikon API (Codebook)
Please may you advise how I can use the same code from another question "https://community.developers.refinitiv.com/questions/83964/function-fxcalcperiod-in-eikon-api-codebook.html?" or similar to also clone the FX Calc period for a future valuation date? =FxCalcPeriod("21MAR2022","USDKRW","1M") formula that works…
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Cannot find symbol from refinitiv workspace in Python API
I haven't been able to query non-equity (foreign exchange forward) series using Python API (beta version, as of 3/23/2022) that I was able to on refinitiv workspace desktop app and the request table on a excel sheet with the refinitiv add-on. An example series is "BBGBP1F" which is USD to UK Pound 1M forward, and it can be…
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FX Forward Swap
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…
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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…
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ND Forward Curves triangulation
Hi, I have been with the API downloading forward curves. When there is a forward curve with two currencies, one with just NDF contracts and the other with both NDF and outrights, I have realized that the triangulation checks out both NDF curves are used. I would like to know, why do you think this is the best approach? For…
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How to receive volatility surfaces for the SPX corresponding to the shortest tenor available?
How can I receive volatility surfaces for the SPX corresponding to the shortest tenor available? Using Eikon SURF for example, I can get the volatility surfaces for March 17, 2021. But the curve/smile that is the nearest in the future has an expiry on March 26, 2021. Are there curves/smiles available with a shorter tenor?…
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FX Carry Trade
I noticed that there is an "FX Carry Trade" app on Eikon. I have several of questions about the topic - Is there a way for me to call this app through the API? - Is there a way for me to call the time series behind the app? - What are exactly the time series behind the app? Is this a time series of forward contracts that…
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Retrieve data from Forward Zero Curve app (FWDC) through Eikon's Python API
I would like to get the following data through Eikon's Python API. The data (MXN forward curve 1 month starting) is available in FWDC app for the MXN currency. regards
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How do I get the components of CHFFWD=?
Hi, I need to get all the components of CHFFWD= (including but not limited to CHFON, CHFTN, CHFSW, CHF1M...) and their BID and ASK values. The following code data, err = ek.get_data(instruments=["CHFFWD="], fields=['BID', 'ASK']) Throws an error. What am I missing? Thank you
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How can I get the EURIBOR 6M forward curve through the python API? Interest rate swap valuation.
My objective is to price an existing interest rate swap on the fly using python. In order evaluate the IRS floating leg I need from the python API the: 1 - Euribor 6M Forward curve (Derived from the Euribor 6M zero curve one can find in the reuters eikon swap pricer) to forecast the swap future cash flows. 2 - The OIS…
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Can Eikon Python API call historical forward values? i.e. what M+5 Brent was on the 01/01/2019 li...
...ke Eikon Forward Curve Chart app does. Can Eikon Python API call historical forward values? i.e. what M+5 Brent (0#LCO:) was on the 01/01/2019 like Eikon Forward Curve Chart app does.
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How can I figure out Forward PTS Data?
Based on answers from customer service, I confirmed that PTS is either added or subtracted from Spot rate. But, when I used "USD to GBP Exchange Rate" (Blue Column)/ "USD to GBP 3Month Forward Exhange Rate" (Green Column) to calculate PTS (Pink Column), as you can see the result is different from the real PTS (Red Column).…
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How to retrieve historical FX spot rates and forward rates using DataScope Select Rest API in Pyt...
...hon? I am using the following to get FX rates but I believe it gives spot rates, How can I get historical forward rates for currency exchanges ? "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest", "ContentFieldNames": [ "RIC", "Ask Price",…
