Python API pull chain data for interest rates

Hello,


Is it possible to pull the RICs for the EURAB6EIRS= instrument?

I have tried the method in this similar question but to no avail.

https://community.developers.refinitiv.com/questions/70674/python-command-to-get-rics-associated-with-a-chain.html

This does not work as intended.

df, err = ek.get_data(

instruments = ['EURAB6EIRS='],

fields = ['BID','ASK']

)

display(df)


I have tried also with 0# infront of the ticker, again no luck.

Thank you for your help!




Best Answer

  • @ds9

    Yes, EURAB6EIRS= is a chain but it may not be recognized by the Eikon Data API.

    You can use the code mentioned in this thread to get RICs in that chain.

    Then, use the below code to get data.

    ricList = getUnderlying('EURAB6EIRS=')
    df, err = ek.get_data(instruments = ricList,fields = ['BID','ASK'])
    display(df)

    1634790836099.png