Joint Organisation Data Initiative (JODI) app data into API

marceugene.belen

Client is using data on the JODI page and would like to incorporate this with our Excel data base using an API. Though c noticed there is no RICs for the curves, what would be the workaround, without having to download the curves manually via the export to excel icon?

danieluphromes

Hi @marceugene.belen , if you want curves in Python, I think it's best to use IPA (Instrument Pricing Analytics) in RDP

marceugene.belen

Hello Daniel thank you for the response.

Is there a sample code I can have a basis of?

This is the information in JODI app:

I can only found the following in the Examples directory they are using FX:

jonathan.legrand

Hi @marceugene.belen ,

I'm afraid that we do not have Commodities examples using IPA. We do have a Landing Page for such use cases though.
I would advise looking through:

Equity Derivatives Intraday Analytics: using Python & IPA to gather intraday insights on live and expired derivatives

Or looking though the FX example you already found. On there you will see the framework used to use IPA, which you can change yourself to fit your need with the aid of documentation:

Documentation | Devportal (lseg.com)