How can I get the USD/INR forward price for broken dates in CodeBook? For example, I need the bid and ask prices for a forward contract with a maturity of 75 days from today, or for a specific maturity date such as September 10, 2026.
@Sheer6076642
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, we can help you converting that formula to Python code. You can also refer to the How to Convert the =@RDP.Data Excel Function into Code Using the LSEG Data Library for Python article.
If it is about the Instrument Pricing Analytics (IPA), please check this product page and example. Otherwise, please contact the IPA product support team directly for the request message.
