Eurodollar spread and flies data not available

quan.zheng
quan.zheng
in Eikon Data APIs

I am using Python Eikon API.

The API returns the error message: Unable to collect data for the field 'TR.ACCUMULATEDVOLUME' and some specific identifier(s)

for Eurodollar Spread futures, e.g. RIC = EDM1-H2. This should return 2741 for date 31/03/2021. Problem is not limited to this ric only, all spread and fly rics are affected.

It seems to work fine for double fly Eurodollar Rics, e.g. EDDFH3-U24.

Code I am using:

import eikon

eikon.get_data(['EDM1-H2'],['TR.ACCUMULATEDVOLUME', 'TR.ACCUMULATEDVOLUME.DATE'],{'SDate': '2021-03-25', 'EDate': '2021-03-30', 'Frq': 'D'})

and

eikon.get_data(['EDDFH3-U24'],['TR.ACCUMULATEDVOLUME', 'TR.ACCUMULATEDVOLUME.DATE'],{'SDate': '2021-03-25', 'EDate': '2021-03-30', 'Frq': 'D'})

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    @quan.zheng it would appear so - please ask your Refinitiv account team to confirm if you should have access to that content - if not then they will be able to upgrade your content to add the coverage you require. I hope this can help.

Answers

  • jason.ramchandani01
    jason.ramchandani01

    @quan.zheng I can retrieve both calls with good data:

    df, err = ek.get_data(['EDM1-H2'],['TR.ACCUMULATEDVOLUME', 'TR.ACCUMULATEDVOLUME.DATE'],{'SDate': '2021-03-25', 'EDate': '2021-03-30', 'Frq': 'D'})

    df

    image

    df1, err = ek.get_data(['EDDFH3-U24'],['TR.ACCUMULATEDVOLUME', 'TR.ACCUMULATEDVOLUME.DATE'],{'SDate': '2021-03-25', 'EDate': '2021-03-30', 'Frq': 'D'})

    df1

    image

    Can you see any of these instruments that are not working in a quote window? If not it might be a permissioning issue. Please let us know.

  • quan.zheng
    quan.zheng

    Yes, for QEDM1-H2 I get 'Access denied: User req to PE(4270)' in a quote window.

    It works fine for EDDFH3-U24. Is it correct that you need different permissions for spread/fly and double flies?

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