EIKON API - SDRV (SDR View in Refinitiv EIKON)

javier.j.w.wang

Hi Team -

I am wondering if there is a way to use EIKON API to extract information available in EIKON SDRV (SDR View ) to track for OTC trades reported by financial institutions within the USA DTCC. Thanks,

raksina.samasiri

hi @javier.j.w.wang ,

Please find an answer from support team below

it doesn't look like all SDRV data is available on Eikon Data API as they're mostly directly sourced from the source (DTCC/CME, etc)

The available data are

• There's a RIC 0#DTCC but this only have commodities
• For IRS from DTCC, I found this DTCCSDRIRIRS
  • For the actual pages, it goes from DTCCSDRIRIRS1 to as far as you go, I went as far as DTCCSDRIRIRS84...
  • Those RICS DTCCSDRIRIRS1 are pages, so they are not access in the same way, for example, here's a formula to get the first line.

    df, err = ek.get_data('DTCCSDRIRIRS1','ROW80_8') #actual pages
    display(df)

    
  • For Rates options: DTCCSDRIROPT1 to the highest number as well same as w/ IRS
  • Same with Cross Currency (CCS) DTCCSDRIRCCS1
    

So it looks like the Rates swaps and Rate options are the ones w/ robust data. The rest of the sub types are just not there.

Those RICs are a separate feed, not coming through the same way the app does

Hope this could help, please let me know in case you have any further question

javier.j.w.wang

Thanks a lot!

Just wondering - Those RICS DTCCSDRIRIRS1 are pages, so they are not access in the same way, for example, here's a formula to get the first line. what would be the best way to see all lines within one page?

also what is the best way for us to understand what other fields are available in ek.get_data like 'ROW80_8' for this RIC 'DTCCSDRIRIRS1' ? is such data structure also available in DIB (Data item browser)?

javier.j.w.wang

Thanks a lot!

Just wondering - Those RICS DTCCSDRIRIRS1 are pages, so they are not access in the same way, for example, here's a formula to get the first line. what would be the best way to see all lines within one page?

also what is the best way for us to understand what other fields are available in ek.get_data like 'ROW80_8' for this RIC 'DTCCSDRIRIRS1' ? is such data structure also available in DIB (Data item browser)?

javier.j.w.wang

raksina.samasiri

javier.j.w.wang

also i noted that based on your suggestion, the RIC/ID is not updated anymore after 20-Nov-20, meaning this is unusable as it is outdated

raksina.samasiri

hi @javier.j.w.wang

to understand what other fields are available in ek.get_data like 'ROW80_8' for this RIC 'DTCCSDRIRIRS1' ? is such data structure also available in DIB (Data item browser)?

You may check this in the Quote app the RIC (In Eikon/Workspace, press F4 button to open Quote app), the available rows as fields would be from row_80_1 to row_80_25 (for this RIC)
this follows a RIC format from DTCCSDRIRIRS1 to however long the history this RIC has

raksina.samasiri

hi @javier.j.w.wang ,

it's possible that there may be some other RICs.

However, this forum is more for programming-type queries, rather than content queries. I would recommend you to contact the Eikon support team directly via MyRefinitiv to ask about the full list of available pages

raksina.samasiri

hi @javier.j.w.wang,

Please find an answer from the support team below, I'll keep you updated in case there's any from the team

I tried to counter check and I seem to see that there is indeed a backlog in SDRV, as stated in previous bugs. I can check who maintains the RICs and how it is being updated, whether manually or through a feed at the same way SDRV does. 

javier.j.w.wang

Thanks Raksina - i accept above and thanks for your help. Just to reiterate the the reality is what you provided is confirmed to be outdated and EIKON API is approved not working outside the SDR Viewer.