How do I fix the duplicate dates when I try to retrieve the TR.FIXINGVALUE for USDSOFR= using Worksp
import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
universe = ['USDSOFR='],
fields = ['TR.FIXINGVALUE'],
parameters = {
'SDate': '2024-07-01',
'EDate': '1D',
'Frq': 'D',
'CH': 'IN;Fd',
'RH': 'date'
}
)
display(df)
When using the above code instead of returning the values for 24/07/2023 it duplicates the value for 23/07/2024.
As shown below.
Instrument Date Fixing Value
0 USDSOFR= 2024-07-15 5.34
1 USDSOFR= 2024-07-16 5.35
2 USDSOFR= 2024-07-17 5.35
3 USDSOFR= 2024-07-18 5.34
4 USDSOFR= 2024-07-19 5.34
5 USDSOFR= 2024-07-22 5.33
6 USDSOFR= 2024-07-23 5.34
7 USDSOFR= 2024-07-23 5.34
Best Answer
-
@teombe.macaso Sorry to hear about your issue - can you try the following:
df = rd.get_data(
universe = ['USDSOFR='],
fields = ['TR.FIXINGVALUE.date','TR.FIXINGVALUE'],
parameters = {
'SDate': '2024-07-01',
'EDate': '2024-07-23',
'Frq': 'D'
}
)
dfAll looks good to me. I hope this can help.
1
Answers
-
Thank you for this Jason, how do I get the value for today as well 07/24/2024? Or is that not possible?
0 -
Hello @teombe.macaso
To get the current data (real-time data), you can use the rd.get_data() method without the date parameters:
df = rd.get_data(
universe = ['USDSOFR='],
fields = ['TR.FIXINGVALUE.date','TR.FIXINGVALUE']
)
dfNote: You need the real-time data permission.
0
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