Hi,
I am looking to get historical data on bonds (Yield and Price) going back ten years, or even more. Ideally on a monthly basis, at the end-of-month. The results I got only date back to 2021.
I've been trying with the following code:
import refinitiv.data as rd
import refinitiv.data.content.ipa.financial_contracts as rdf
from refinitiv.data.content.ipa.financial_contracts import Definitions
from refinitiv.data.content.ipa.financial_contracts import bond
history = rd.get_history(universe=['DE1MT=RR', 'DE3MT=RR', 'DE6MT=RR', 'DE1YT=RR','DE2YT=RR', 'DE5YT=RR', 'DE10YT=RR', 'DE30YT=RR'],
fields=["DIRTY_PRC"],
interval='monthly',
start="2008-03-01",
end="2023-06-30")
history
Other than the fields, which I still have to work out, I'm not able to tell what I did wrong.
Any suggestions on how to tackle this problem? Thanks in advance!