EDP functions on EIKON DATA API at the same time.
Hi,
Is there a way to call EDP functions, such as the volatility surface with the EIKON Data API?
The issue that I have is that when I try to use EDP it closes my terminal, unabling me to get data from the Eikon Data API.
I would like to know if there is a way around it.
Thanks!
Pedro Alexandre
Best Answer
-
RDP library has content layer for some key objects, but all other endpoints are available through the delivery layer. See the example on how to use delivery layer - https://github.com/Refinitiv-API-Samples/Example.RDPLibrary.Python/blob/master/3.1.0%20-%20Delivery%20-%20EndPoint-QuantitativAnalytics-FinancialContracts.ipynb
PS: EDP is renamed to RDP now.
0
Answers
-
Yes, there should be no issues with using Eikon Data API and invoking RDP functions in the same program. You could try using the new RDP library and create a desktop and platform session.
1 -
Hi @Gurpreet.,
Thanks for your response, but I'm not finding any way to get the following.
With EDP, I'm able to get the:
{
"universe":
[
{
"surfaceTag" : "tt",
"underlyingType":"Eti",
"underlyingDefinition":
{
"instrumentCode": "TSLA.O",
},
"surfaceParameters":
{
"priceSide":"Mid",
"volatilityModel":"SVI",
"xAxis":"Date",
"yAxis":"Strike"
},
"surfaceLayout":
{
"format":"Matrix",
}
}
]
}sending it to the URL "https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/surfaces" with the proper token.
the issue is that it kills the Eikon Seccion, unbolting me to continue using the EIKON Data API.
Looking at the RDP, I didn't find anything similar to this EDP HTTP request.
Is there any RDP example like this? Is it all the EDP functions available on RDP?
Thanks!
0 -
Perfect!!
Thanks!
0
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