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Hi, can I talk to someone who knows about the Eikon API? When I query bond structure using the formula TR.ADF_STRUCTURE, the result in Excel is different from when I use ek.get_data(....,"TR.ADF_STRUCTURE") to query from API. Can you investigate?
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Hi @khoa.thach
I can see the different of the data now:
Excel:
ACC:A5C CALL:16OCT2007:15OCT2037:MW:0.0029 CCM:A5C CFADJ:NO CLDR:CAN_FI DATED:16OCT2007 DMC:F EMC:S FRCD:16APR2008 FRQ:2 ISSUE:16OCT2007 NOTC:30 NOTIONAL:1 PX:C PXRND:1E-5:DOWN REFDATE:MATURITY RP:1 SETTLE:2WD XD:NO YLDRND:1E-5:NEAR
Eikon Data APIs(Python):
ACC:AA CCM:A5C CFADJ:NO CLDR:CAN_FI DATED:16OCT2007 DMC:F EMC:S FRCD:16APR2008 FRQ:2 ISSUE:16OCT2007 NOTIONAL:1 PX:C PXRND:1E-5:DOWN REFDATE:MATURITY RP:1 SETTLE:2WD XD:NO YLDRND:1E-5:NEAR
I am assuming that @Rizalie Jean.Manayon0 posted this question on your behalf.
I have contacted this colleague to get the case route to an appropriate channel.
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Hi guys, please see the attached screenshot. As you can see, I used the same formula TR.ADF_STRUCTURE, but it Excel results are slightly different from what I get with Eikon API in python. The Excel results are actually better, but I am looking to implement in Python using API.
Thank you guys.
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Hi @khoa.thach
The data you got it correct.
It was shortened when it print out to the console.
You just need a way to access the value inside dataframe.
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Hi Chavalit,
Thank you for the response. However, I do see differences between Excel and Eikon API output. For example, the accrued calculation convention ACC is actual days (ACC:AA) from API, while it is 5 business days from Excel (ACC:A5C). Further, you can see that Excel results contain call information, i.e. "CALL:16OCCT2007:15OCT2037..."). This makes considerable differences when I use bond structure to calculate accrued interest for instance. The Excel results is precise and complete, I believe. Please let me know how I can retrieve the same data in Eikon API.
Thank you very much.
Khoa
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Hi Chavalit,
Yes, Rizalie opened it on my behalf since my query could be related to development. Please keep me updated as soon as possible how this query is routed.
Khoa
Hi @khoa.thach
I have no visibility on the support case.
Anyway, I already advised Rizalie to route the case to the technical support group.
I expect that you should get an update on the same case you have it opened.
Please escalate the case using the contact point I provided.
Please also update the case status to Khoa.
Thanks.
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Hi guys,
Do you have any update on this thread? I'm not sure where the query has been routed.
Khoa
Hello Khoa,
I was advised by @chavalit.jintamalit that we need to contact our Eikon Technical Team for assistance. We'll check with the Team on Monday
Regards,
Rizalie.
