Python Eikon Integration - Function "FxCalcPeriod()"

danielbarroso

Good afternoon,

At the organization I work at, we have been using python to integrate with Eikon to retrieve FX rates, Libor, Euribors and so on sucessfully.

Now we face a new challenge, which is: how to call the “=FxCalcPeriod()” function from a Python code and get the results from Eikon. This is the sample code we got in the Eikon Adfin Forex Calculation Guide: “=FxCalcPeriod("24FEB03";"EUR";"3M";"FROM:FXTRADE")”. We would like to know how to invoke it from Python x Eikon integration.

Thank you.

Regards,

Daniel Barroso

Alex Putkov.1

FxCalcPeriod function is currently only available through a COM library known as AdfinX Analytics. It's possible to use this library in Python, although the use is not very straightforward and it's only possible in 32-bit Python. Here's an article that talks about using AdfinX Analytics COM library in Python.

https://developers.refinitiv.com/article/using-adfinx-analytics-python

Going forward we will be replacing Adfin Analytics client side libraries with Instrument Pricing Analytics (IPA) service on Refinitiv Data Platform that will provide equivalent calculations. The documentation for FX Cross contracts pricing is already published and there's a tutorial on using IPA service in Python. However currently this service is only available with credentials for Refinitiv Data Platform. We expect to make it available to Eikon users later this year.

przemyslaw.kowalec

Hi, Could you send more information about instrument Pricing Analytics (IPA) for Eikon user?

What technology will you be able to connect to use and download data? when do you plan to implement? will it be possible to download data via websocket?

Alex Putkov.1

@przemyslaw.kowalec

IPA is now available to Eikon and Refinitiv Workspace users. You need to use Refinitiv Data Platform Library to access it. There are some examples available in recently launched Codebook service. Specifically, after launching Codebook, have a look at the following Jupyter notebooks under Examples/02 - Refinitiv Data Platform Library/

1.7.0 - Function - IPA - Bond Pricing
1.7.1 - Function - IPA - Option Pricing
2.7.0 - Content - FinancialContracts - Synchronous
2.7.1 - Content - FinancialContracts - Asynchronous
2.7.2 - Content - FinancialContracts - EventDriven

All of the above mentioned examples use IPA service with Eikon or Refinitiv Workspace account.

maria.vieira

@danielbarroso

This is how to do it (I used the argument of FxCalcPeriod for my needs, but one can change that). Note that you have to be running this on Python 32 and follow the steps in

https://developers.refinitiv.com/en/article-catalog/article/using-adfinx-analytics-in-python

to install what you need.

####

import pythoncom

import win32com.client

import datetime

import time

from enum import Enum

import sys

class ConnectionToEikonEnum(Enum):

Error_InitializeFail =2 # from enum EEikonDataAPIInitializeResult

Error_Reinitialize =1 # from enum EEikonDataAPIInitializeResult

Succeed =0 # from enum EEikonDataAPIInitializeResult

Connected =1 # from enum EEikonStatus

Disconnected =0 # from enum EEikonStatus

Disconnected_No_license_agreement_sign_off=8 # from enum EEikonStatus

LocalMode =2 # from enum EEikonStatus

Offline =4 # from enum EEikonStatus

#Calls to methods in AdfinX Analytics library can only be made while our application is connected to Eikon

#This variable is used to tell whether our Python application is connected to Eikon and therefore can make calls to AdfinX Analytics

connectedToEikon = False

class EikonDesktopDataAPI_EventHandler:

def OnStatusChanged(self, EStatus):

if EStatus == ConnectionToEikonEnum.Connected.value or EStatus == ConnectionToEikonEnum.LocalMode.value:

print("EikonDesktopDataAPI is connected in regular or local mode")

global connectedToEikon

connectedToEikon = True

elif EStatus == ConnectionToEikonEnum.Disconnected.value:

print("EikonDesktopDataAPI is disconnected or not initialized")

elif EStatus == ConnectionToEikonEnum.Disconnected_No_license_agreement_sign_off.value:

print("EikonDesktopDataAPI is disconnected because the user did not accept license agreement")

elif EStatus == ConnectionToEikonEnum.Offline.value:

print("EikonDesktopDataAPI has lost connection to the platform due to network or platform issue")

#This creates an instance of EikonDesktopDataAPI object used to manage the connection between our Python application and Eikon

connectionToEikon = win32com.client.DispatchWithEvents("EikonDesktopDataAPILib.EikonDesktopDataAPI", EikonDesktopDataAPI_EventHandler)

print("Connecting to Eikon...")

if not connectedToEikon:

retval = connectionToEikon.Initialize()

if retval != ConnectionToEikonEnum.Succeed.value:

print("Failed to initialize Eikon Desktop Data API")

sys.exit()

else:

print("Already connected to Eikon")

while True:

try:

time.sleep(1)

except KeyboardInterrupt:

print("KeyboardInterrupt")

break

#Windows message pump is required for COM objects to be able to raise events

pythoncom.PumpWaitingMessages()

if connectedToEikon:

#This creates an instance of CreateAdxForexModule object from AdfinX Analytics library

FXModule = connectionToEikon.CreateAdxForexModule()

fx_calc_date = pythoncom.MakeTime(datetime.date(2022,4,26))

try:

solve_fx = FXModule.FxCalcPeriod(fx_calc_date,"EUR","1Y","FROM:MMTRADE")

print ("Solve fx:")

print (solve_fx)

except pythoncom.com_error as e:

print (str(e))

break

maria.vieira

Note the output is in the form of numbers such as 44679. These are the number of days counted from 1899-12-30 (not 31).