Does Refinitiv supports SONIA curve?

igurung
igurung
in Eikon Data APIs

Hi all,

Similar to libor, sofr we were trying to see if we can pull forward rates base of SONIA. @Meenakshi.Swarnkar, @samuel.schwalm

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Best Answer

  • ksystof.rozmyslovic
    ksystof.rozmyslovic
    Answer ✓

    Hi, we do have <0#GBPOISZ=R>, which is derived from SONIA based instruments and can be pulled via EDAPI:

    df, err = ek.get_data('0#GBPOISZ=R','DSPLY_NAME')

    df.iloc[3:]

Answers

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @igurung

    This forum is not the best place to ask about content questions.
    For an authoritative answer to any content questions, the best resource is the Refinitiv Content Helpdesk.
    This forum is dedicated to things specific to the use of Eikon APIs.
    The moderators here do not have deep expertise in every type of content available through Eikon.
    The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
    Or by calling the Helpdesk number in your country.
    Or at https://my.refinitiv.com/

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