Streaming Z spread

s.vincent

Hello everyone,
I'm new to refinitiv and I would like to start streaming data. I managed to get BID_YIELD data however I could not manage to do the same for ZSPREAD.

Thanks in advance for your help

Here is the code

import refinitiv.data as rd
from refinitiv.data.content import pricing
rd.open_session ()

streaming = rd.content.pricing.Definition (
     ['DE2YT=RR', 'DE10YT=RR'],
     fields = ['BID_YIELD', 'ZSPREAD', 'ZSpreadBp', 'TR.ZSpreadAnalytics']
).get_stream ()

streaming.open (with_updates = True)
streaming.get_snapshot()

nick.zincone

Hi @s.vincent

I don’t believe zero-spread volatility fields are present within the streaming services. Here is a general layout of fields: ">https://raw.githubusercontent.com/Refinitiv/Real-Time-SDK/master/Cpp-C/etc/RDMFieldDictionary_large. While that file lists a complete list of fields, it’s important to note that depending on the type of asset, not all will be delivered.

You may be able to derive the ZSPREAD fields from the raw data but you should consult with a content specialist to see if this is possible. You can open a request within the helpdesk: ">https://myaccount.lseg.com/en/productsupport and they will involve a content specialist.