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Yusheng Wong avatar image
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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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1 Answer

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jason.ramchandani01 avatar image
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@Yusheng Wong The get_timeseries call has a limited data model. Please try the following:

df, err = ek.get_data(['CNH3M='], fields = 'DAYS_MAT')
df

I hope this can help.


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