URGENT - Source int rate swap / futures data via Refinitiv python package

Hi team,

Could you please help with this urgent query below.

How to source these datasets via Refinitiv python package please? 1. daily data points of this interest rate swap (USDSROIS=); 2. futures start date and end date of CME 3-month SOFR futures contract (RIC for example: SRAF26).

Many thanks,

Find more posts tagged with

python

futures

swaps

#content

Accepted answers

All comments

Jirapongse

@jc7

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You need to ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data. Then, refer to this How to Convert the =@RDP .Data Excel Function into Code Using the LSEG Data Library for Python article to help you converting that formula to Python code.

jc7

Hello, thank you for the reply. I am a quant developer and was exactly directed by the Helpdesk Support team to this forum to ask these questions, and now I am directed back to them. Also there's no excel formula involved or used at all, so not sure why this tip of conversion from Excel to Python is relevant and where this comes from.

Jirapongse

@jc7

This forum is not intended for content‑related questions; it is meant for coding and programming logic inquiries. Content‑related questions require domain‑specific content experts to verify the availability of the data.

Typically, when you use the LSEG Workspace or Data Platform, both the LSEG Workspace Excel add‑in and the LSEG Data Library for Python access the same underlying data sources and endpoints. This means that if data can be retrieved through LSEG Workspace Excel, it is very likely that the same dataset can also be retrieved through the LSEG Data Library for Python.

For example, the =@RDP .Data Excel function can be directly translated into equivalent Python code, as described in the article How to Convert the =@RDP .Data Excel Function into Code Using the LSEG Data Library for Python. This is why I asked for the corresponding Excel formula that retrieves the data you need.

Otherwise you can use the Data Item Browser to search for fields and parameters instead.

jc7

Thank you very much for your help.

ujjawal_khandelwal

Hi @jc7,
Thank you for reaching out.

As my colleague mentioned, we are not the primary content experts, but I still tried to look into your question and gather the relevant details.

Regarding the first part of your query, the requirement is a bit unclear because the specific data points you need are not mentioned. However, for the second part, I did some checks on Workspace.

When I searched for SRAF26 in Workspace, I opened the instrument page and navigated to the section that lists details such as expiry date, settlement date, etc. When you hover over each label, Workspace shows the corresponding field name you can use in your API call.

For example, the Expiry Date maps to the field EXPIR_DATE. I used this field in my API call as shown below:

import lseg.data as ld


ld.open_session()


dates = ld.get_data(

    universe=['SRAF26'], 

    fields=['EXPIR_DATE', 'DSPLY_NAME']

)

print(dates)


ld.close_session()

For the Start date, I’m not fully certain which specific field you require. You can use the Data Item Browser to search for the appropriate field name, as my colleague suggested.

Please let me know if this is helpful or if you need help further. Thanks : )

jc7

Thanks very much for looking into this and this is very helpful.

EXPLORE OUR SITES