How to extract data for Bonds ISINs using Python

catolica_user18

Im trying to retrieve historical prices for bonds on refinitiv eikon for around 500 bonds, however the code Im trying its not working:
"...

dataframes = {}

for isin in isin_numbers:
    try:
        # Fetch the issue date
        df_issue_date, err = ek.get_data(isin, ['TR.FiIssueDate'])
        issue_date = df_issue_date['Issue Date'][0].strftime('%Y%m%d')

        df, e = ek.get_data(isin, ['TR.ASKPRICE(SDate=' + issue_date + ', EDate=20230531,Frq=D).date','TR.BIDPRICE(SDate=' + issue_date + ', EDate=20230531, Frq=D)','TR.ASKPRICE(SDate=' + issue_date + ', EDate=20230531, Frq=D)'])
        dataframes[isin] = df
    except:
        print(f"No data available for ISIN: {isin}")

# Concatenate all dataframes into a single dataframe
df_all = pd.concat(dataframes.values())

I would highly appreciate your help.
Thanks a lot

Jirapongse

@catolica_user18

Thank you for reaching out to us.

You can try this one:

dataframes = {}
isin_numbers = ["US91282CHC82","DE000BU2Z007","JP1103701P43"]
edate = "2023-05-31"
df_issue_dates, err = ek.get_data(isin_numbers, ['TR.FiIssueDate'])
for index, row in df_issue_dates.iterrows():
    try:
        isin = row["Instrument"];
        issue_date =  row["Issue Date"]
        print(isin, issue_date)
        if not pd.isnull(issue_date):
            df, err = ek.get_data(isin, 
                             ['TR.ASKPRICE.date',
                              'TR.BIDPRICE',
                              'TR.ASKPRICE'],
                             {"SDate":issue_date, "EDate":edate, "Frq":"D"})
            display(df)
            dataframes[isin] = df
        else:
            print(f"{isin} has no issue date.")
    except:
        print(f"No data available for ISIN: {isin}")
        
df_all = pd.concat(dataframes.values())