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gino.cenedese avatar image
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Get FX Polls dates with Eikon API

Hi all,

I am trying to download the "polls dates" and "effective dates" for FX Polls via the Eikon data API (R or Python). E.g. for GBPUSD polls at 1-month horizon, the formula in Excel add-in would be

=@RHistory("GBP1MP=","NDA_RAW.Nda_margin;NDA_RAW.Nda_pm_fix","START:01-Feb-2015 INTERVAL:1MO",,"CH:Fd")

I found the relevant fields by manually downloading the data via the Eikon FX Polls app, and checking the relevant formula.

With the R API, I thought this would be

DF <- get_timeseries(list("GBP1MP="), list("NDA_RAW.Nda_margin","NDA_RAW.Nda_pm_fix"), start_date="2015-02-01T00:00:00", end_date = "2021-02-01T00:00:00", interval="monthly")

But I only get NAs.

I also tried the Python API as follows

DF = ek.get_timeseries(["GBP1MP="],["NDA_RAW.Nda_margin","NDA_RAW.Nda_pm_fix"], start_date="2015-02-01",end_date="2021-02-01", interval="monthly")

But I have the same issue.

Do you have any idea what the issue is?

Thanks

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1 Answer

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Alex Putkov.1 avatar image
39.2k ●75 ●11 ●27

get_timeseries method of Eikon Data APIs can only retrieve timeseries from the default view. It cannot retrieve any fields from the view NDA_RAW.

You can use Refinitiv Data Platform Libraries to retrieve this data, e.g.

rdp.get_historical_price_summaries(
    universe = 'GBP1MP=',
    interval = rdp.Intervals.MONTHLY,
    fields = ['FCAST_DATE','EFF_DATE'],
    start = '2015-02-01', 
    end = '2021-02-01')

I'm afraid at this time there's no R edition of Refinitiv Data Platform Libraries.

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gino.cenedese avatar image gino.cenedese

This works, thanks!

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