Hi,
I am using the following code to get historical rates for USD OIS Swaps.
OIS = rdp.get_historical_price_summaries(universe = 'USD1YOIS=',
start = "2005-12-31",
end = "2021-03-17",
interval = rdp.Intervals.DAILY,
fields = ['MID_PRICE'])
THis works fine. However I am having troubles if I add some other RICs to the universe parameter.
If I write:
universe = ['USD1YOIS=','USD2YOIS=']
it doesn't work anymore. Can you guys help me out?
Thanks!