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Published 20 hours ago • verified publisher icon alpha-xone

Risk data not showing

Open mleirner opened this issue 2 years ago • 1 comments

Hi team,

Thanks a lot for the project! it has been immensely helpful.

I've been trying to get some risk data for interest rate swap contracts with BDP. Mainly using fields SW566 and SW031 (pv01 and dv01) and KEY_RATE_RISK in multiple risk points (ex. KEY_RATE_RISK_3M). The problem is that the bdp function sometimes gets the data accurately and sometimes returns an empty data frame instead using the same tickers and fields. Any idea why this is happening?

mleirner avatar May 11 '22 18:05 mleirner

No idea. Maybe due to connectivity. One suggestion is to cache the result somewhere and use the latest available value when bdp returns none.

alpha-xone avatar May 12 '22 00:05 alpha-xone