What would be the best way to call Free Flowing text using Python Api?

rj.llagas
rj.llagas
in TR Internal

We are trying to figure out the best way to call all contents of a page (sample: TPEURFWPRM) using Python Api and display it. Is there a link or reading materials that can help?

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Answers

  • Gurpreet
    Gurpreet

    Hi @rj.llagas, The page based data is also composed of individual rows of text. The Field name for the rows is ROW80_nn. You can simply invoke a get_data call with those field names to get this data. E.g:

    >>> df, err = ek.get_data('TPEURFWPRM', ['ROW80_{}'.format(x) for x in range(1, 26)])
    >>> df.transpose()
                                                                0
    Instrument                                         TPEURFWPRM
    ROW80_1     13:57 24FEB20    (c)2019 Tullett Prebon Inform...
    ROW80_2                         EUR ATM Swaption Straddle ...
    ROW80_3            1y    2y   3y   4y   5y   6y   7y   8y ...
    ROW80_4       1m  3.1   8.1 16.4 28.0 41.9 55.4 69.6 84.4 ...
    ROW80_5       2m  4.5  11.7 23.2 38.9 57.4 75.8 95.0  115 ...
    ROW80_6       3m  5.6  14.5 28.7 47.8 70.4 92.8  116  141 ...
    .
    ROW80_24           1y    2y   3y   4y   5y   6y   7y   8y ...
    ROW80_25                             EU BMR disclaimer <TP...

  • marcin.bunkowski
    marcin.bunkowski

    Hi @rj.llagas

    You can also do it using logicised RIC codes. Under <EURATMSW=SMKR> you will find all the tenors. The default view displays FID# 393/PRIMACT_1 so it does not match with the page you have provided as it shows lognormal vols but if you use #1029/GEN_VAL5 you should get it.

    Example RIC for expiry 18M x swap period 1Y is <EU18MX1YA=SMKR>

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