Issue to retrieve TimeSeries for CORRA index
Best Answer
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Hi @anass.yazane.1 ,
I tried looking for historical data for CORRA= using RDP library with the help of below code:
import refinitiv.dataplatform as rdp
rdp.open_desktop_session('YOUR_APP_KEY')
data=rdp.get_historical_price_summaries('CORRA=')
data.head()And this is the data I found:
See if this is data you are looking for.
Also, to see what all parameters can be passed in `get_historical_price_summaries` function, you can make use of below code:help(rdp.get_historical_price_summaries)
This will list all the parameter options available to be passed in:
Here as per your requirement, you can add additional parameters like interval, start date, end date, count, etc.
In addition to it, if you want to explore more about RDP library, please refer tutorial and documentation.
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Answers
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i complete my question below by indicating that i don't have retrieving issue for ESTR and SOFR. Regards0
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Hi @anass.yazane.1 ,
I am also unable to access data for CORRA= Therefore, I suspect this is a content issue. I recommend you raise a Content-type ticket (e.g. I cannot find content I am looking for) for Eikon on My.Refinitiv. This should put you in touch with a content specialist who can confirm if there is a problem with the content. Please mention that you have already asked on the forum - to avoid incorrectly being referred back here.
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The get_timeseries method can only retrieve historical data from the default view. The default view of CORRA= is Common or Bid.
I assume that you use the RHistory Excel function with the Last quote view to retrieve data
I checked with the Eikon chart and found that the Eikon chart also returns "Insufficient Data" when requesting historical data from the Bid view.
You can contact the Eikon support team directly via MyRefinitiv to confirm the availability of the historical data of the Bid view for CORRA=.
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Hi @anass.yazane.1 ,
I tried looking for historical data for CORRA= using RDP library with the help of below code:
import refinitiv.dataplatform as rdp
rdp.open_desktop_session('YOUR_APP_KEY')
data=rdp.get_historical_price_summaries('CORRA=')
data.head()And this is the data I found:
See if this is what you are looking for, and please note as suggested by Jirapongse data might not be always available in default view we are looking for. So in that case to check data availability, you can make use of Data Item Browser and see for which all fields data is available.
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