How to get latest FX Polls?

theo.athanasiadis01

hello I am trying to get the latest FX polls. for example AUD1YP=. I can see in my Workspace the data is available

but i cannot download it. the one i get ends in April. I have used both rd.get_history and ek.get_timeseries functions. How can I get it?

Gurpreet

Hi @theo.athanasiadis01,

For content questions, its best to reach out to content experts by raising a ticket at my.refinitiv.com.

From the Data Item Browser, I can see some fields like CTBTR_1, GEN_VAL1, GEN_VAL2 and GEN_VAL3 which reflect some of the FOREXPOLL data, but am not sure if these are the right fields to use.

These fields are for getting the latest FX Polls data. The timeseries API call can only provide bar data like OHLC, and these fields don't have historical data.

Again, a content expect can provide a qualified answer.

theo.athanasiadis01

thank you Gurpeet. I have raised the question to myrefinitiv. What api function should I use to get those fields? Can you share an example?

theo.athanasiadis01

I was told from myrefinitiv I should I have access to the latest polls and they directed me to this forum. Can you help me getting this data?

Gurpreet

Hi @theo.athanasiadis01,

What API/Library are you using currently to get data from Workspace. If you are completely new to it, you can look at Codebook samples in workspace - type CODEBK in WS search bar, and navigate over to Data Retrieval - Refinitiv Data Library to learn how to use RD library.

The API call will be get_data. Here is an example of how this API can be used to get latest polls data:

theo.athanasiadis01

Thank you. I used to use eikon api and the function get_series and the "Close" field to get the last N observations but I have not been able to get the latest this time - I am able to get the history before the current month.

Gurpreet

Are you interested in getting historical close price or the FX polls numbers. The FX Polls fields which I showed don't support history and so you would only be able to retrieve current values as shown in previous answer.

AUD1YP= is a FX forecast and does not have a close field. Can you show an example of how you were able to get a close price for this instrument previously.

theo.athanasiadis01

I was simply using

df = ek.get_timeseries('AUD1YP=',interval='monthly',count=1)

theo.athanasiadis01

see also here https://community.developers.refinitiv.com/questions/57127/retrieve-fx-polls-from-eikon.html

Gurpreet

From what I can see, the FX poll data is only available in monthly intervals. Specifying any interval shorter than 1M is ignored and monthly data is returned. You can use a query like -

rd.get_history("AUD1YP=", interval="1M")

The data for current month of May will be available on 31st.

theo.athanasiadis01

Thank you. Yes, I always used monthly. This is my isse/question: the May survey was released on May 2nd and it is there - you can see it in Eikon/Workspace. Why I cannot access it? I was able to access this data in the past when it was released using the eikon api (with the Close field).

Gurpreet

Unfortunately we on the developers forum do not have indepth knowledge of the content - which is why I referred you to open a content service ticket. Do you have the ticket number with my.refinitiv?

theo.athanasiadis01

yes. here you go 13561282

Gurpreet

The content specialist had provided an answer - which seems like is the right answer.

As per checking on your concern with our specialist, We would like to set your expectations that when retrieving historical data for sample RIC <AUD1YP=>, we can only get upto APR.

As a workaround, You may use the following code to retrieve the latest value for MAY: 

import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
    universe = ['AUD1YP='],
    fields = ['PRIMACT_1']
)

theo.athanasiadis01

Thank you Gurpreet. Is there also a field to give me the date of the survey?

theo.athanasiadis01

nevermind i found it. thanks