derivitec.core.client.DerivitecClient.get_etf_premiums

DerivitecClient.get_etf_premiums(identifiers, start_date, end_date, market_data_environment_name=None)[source]

Get ETF premiums for some identifiers between two dates.

Parameters:

  • identifiers (list[derivitec.misc.types.InstrumentIdentifier]) – The identifiers.

  • start_date (datetime.datetime) – The start date.

  • end_date (datetime.datetime) – The end date.

  • market_data_environment_name (str) – The market data environment name (optional with default Organisation Level Environment)

Return type:

derivitec.market_data.response.ApiGetEtfPremiumsResponse

Code

>>> from datetime import datetime
>>> identifiers = [ric("MSFT.OQ")]
>>> start_date = datetime(2017, 6, 1)
>>> end_date = datetime(2017, 6, 7)
>>> market_data_environment_name = "Example Market Data Environment"
>>> response = client.get_etf_premiums(identifiers, start_date, end_date, market_data_environment_name)