iBoxx infos with Python API

I would like to retrieve the historical asset swap spread from Markit iBoxx, using Python API with the ek.get_data() function.
Example: considering the ISIN DE0006601099 (EUR Corp AA for duration 5-7 years), I would like to now what to put as 'fields', so that
iboxx_idx, err = ek.get_data('DE0006601099', fields, parameters={'SDATE':'2023-05-01'})
would output the asset swap margin for the iBoxx index on the relevant date.
Any idea how to proceed ?
Thanks a lot in advance.
Best Answer
-
Hi @j.dessain ,
Is this what you're looking for
df, err = ek.get_data(['DE0006601099'], ['TR.ASSETSWAPSPREAD', 'TR.ASSETSWAPSPREAD.date'], parameters={'SDATE':'2023-05-01'})
dfYou can search for the fields you're interested in using the Data Item Browser application in Eikon Desktop/Refinitiv Workspace. Data Item Browser and Eikon Data API in Python video shows how to use the Data Item Browser in Refinitiv's Workspace to improve Python-based workflows with the Eikon Data API.
For more information regarding the content, you can raise the content ticket via MyRefinitiv and the content specialist is going to contact you directly to assist with this.
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 685 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 252 ETA
- 556 WebSocket API
- 38 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 652 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 228 TRKD
- 917 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛