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fuadnasir avatar image
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Is there a way to get data from multiple chains in Python API?

Trying to get data for two chains as follows:

data = ek.get_data(["0#USFN30=TWEB", "0#USFN15=TWEB"], ['CF_DATE','CF_NAME','COUPN_RATE','CF_BID', 'CF_ASK', 'SETTLEDATE'])

Getting the following error:

( Instrument CF_DATE CF_NAME COUPN_RATE CF_BID CF_ASK SETTLEDATE 0 0#USFN15=TWEB NaN UMBS 15YR NaN NaN NaN NaN 1 0#USFN30=TWEB NaN UMBS 30YR NaN NaN NaN NaN, [{'code': 251658244, 'col': 3, 'message': "Error: Field 'COUPN_RATE' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 4, 'message': "Error: Field 'CF_BID' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 5, 'message': "Error: Field 'CF_ASK' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 6, 'message': "Error: Field 'SETTLEDATE' was not found in response for the instrument '0#USFN15=TWEB'", 'row': 0}, {'code': 251658244, 'col': 3, 'message': "Error: Field 'COUPN_RATE' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}, {'code': 251658244, 'col': 4, 'message': "Error: Field 'CF_BID' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}, {'code': 251658244, 'col': 5, 'message': "Error: Field 'CF_ASK' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}, {'code': 251658244, 'col': 6, 'message': "Error: Field 'SETTLEDATE' was not found in response for the instrument '0#USFN30=TWEB'", 'row': 1}])

When I run for one chain as follows:

data = ek.get_data("0#USFN15=TWEB", ['CF_DATE', 'CF_NAME','COUPN_RATE','CF_BID', 'CF_ASK', 'SETTLEDATE'])

I am able to retrieve pricing.

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3 Answers

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wasin.w avatar image
11.5k ●16 ●7 ●10

This question has been escalated to the case 07876995 .

The support team has investigated the question and gave this answer.

"As for the question about SIFMA settlement calendar, this is purely a content search question. You can advise the user that SIFMA MBS settlement calendar is available from chain 0#MBSSETTLE1. "

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chavalit-jintamalit avatar image
18k ●21 ●12 ●20

Hi @fuadnasir

I believe that these 2 RICs are not chain RIC.

75 = small non-Monitor page

120 = link record (Chain RIC)

So when you combined them in a list, the API does not understand that this is a chain RIC.

I have few examples below:

So you have loop your code to request for a single "small non-monitor page" ric and append the result into a result list.


chain2.png (98.3 KiB)
chain1.png (78.8 KiB)
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Alex Putkov.1 avatar image
39.2k ●75 ●11 ●27

I don't quite agree with the conclusion @chavalit.jintamalit drew here, as I reproduce the same issue using other chains such as 0#EUR= where FID 259 has the correct value corresponding to a link record.
@fuadnasir
I suggest you raise this to Refinitiv Helpdesk. I would have done it on your behalf, but you chose to register on this portal with a personal email address, which effectively makes you anonymous.
In the meantime the obvious workaround is to retrieve two chains separately and combine the dataframes.

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