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Missing data and DAYS_MAT is empty... Using RDP API formula
Good afternoon. Missing Data. There is a significant amount of missing data for COP1MNDF= for the field called DAYS_MAT. Could you help me rectify this? for 2004 Client trying to pull the data for 2004, Data is empty Client using the RDP API to get the data by using below formula df = rdp.get_historical_price_summaries(…
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Retrieve fund derived holdings data via Python API
Hi, I would like to retrieve particular data upon Mutual funds/ETFs using Python (Refinitiv data platform and/or Eikon libraries): * Maturity allocation, * Debt structure and * Asset universe (whether the fund is ETF or Mutual). Here are some examples from Refinitiv Desktop: Thanks!
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Timeseries data for Maturity Date
Hello, I would like to get time series data for the field 'DAYS_MAT' as I need to calculate the number of pips per day based on fx forward pips. I am currently using ek.get_timeseries(['CNH3M='], fields = 'DAYS_MAT') but this is not generating the DAYS_MAT field. May i know if there's a way around this? Thank you.
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fx swap maturity
Hi, I'm trying to get historical data for fx swaps in jupyter notebook (date, close , days_maturity). ek.get_timeseries only seems to show OHLC and volume. I'm not quite sure on how to use the ek.get_date. sd = "2020-06-01" ed = "2020-06-05" df,err= ek.get_data(["JPY1M=","JPY2M="], ['CF_DATE','CF_Last',"DAYS_MAT"],…
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Maturity rates and tenor missing for 29th and 30th November 2019 at 5:45AM.
maturity rates not received for the below mentioned currency and tenor for 29th and 30th November 2019 at 5:45AM New Case: 08225945 has been registered.Kindly check and provide us the RCA CURRENCYPAIR DEALTYPE TENOR 1 AUDUSD O/N O/N 2 EURCHF O/N O/N 3 EURDKK O/N O/N 4 EURGBP O/N O/N 5 EURISK O/N O/N 6 EURJPY O/N O/N 7…
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Maturity Date Timing
When does Elektron API start responding with "unknown security ID requested" for expired products? is it beginning of maturity date, day or day after maturity date? i.e. 9128203X3=RRPS - when did it start returning unknown security requested?
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Historical reference data for mature/inactive instruments
I am trying to obtain reference data (in particular currency info) for mature bonds. Example is GB190819=RRPS. When I check this within the historical search of the GUI on TRTH, I can see the currency listed as GBP. However, when I attempt to run a historical search via API, I don't receive any data for currency. Do I need…
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How do I get the up coming debt schedule (maturity date) for a company?
How do I get the up coming debt schedule (maturity date) for a company?
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how to extract price data for matured bond?
it seems that we can not get data for bonds which have expired. Why? How can we get price data for such matured bonds? For example, XS1808871211 has expired, we can not get the price data (TR.BIDYIELD). Anyone knows?
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Reuters Maturities
We are working on implementing Reuters FX spot and future and we are uncertain regarding one point. Let’s say we are looking at the 1 month maturity price and we are March 16. What is the actual date for this product? April 16? April 30? Typical delivery period codes are: ON Overnight 3M Three month TN Tomorrow next 6M Six…
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Details of Matured Bond
Hi, How can I get the details for a matured bond using DSS? Thanks in advance, Divya
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How do i get Maturity Dates for ric codes?
Getting Maturity Dates.