How can i download curve points historical data with eikon API in python?

Hi,

I'm trying to use eikon.get_data() in python for downloading historical data of curve points. RICs examples: "AAAUSDD10Y=", "BBBUSDD5Y=","MEXICOUSDG4Y".

I have tried different field names but can't get historical data. Which ones should I use?

Or even if there is a way to download the hole curve using python with the curve's RIC like "0#AAAUSDDBM=K" or "BBBUSDDBMK=" it would be a great help.

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Accepted answers

jonathan.legrand

Hi @carruiz ,

Is the following getting you the data you are after?

rd.get_history(
    universe=["AAAUSDD10Y=", "BBBUSDD5Y=","MEXICOUSDG4Y"],
    start="2023-09-01",
    end="2023-09-28",
    interval='hourly') # 'daily'

All comments

jonathan.legrand

Hi @carruiz ,

Is the following getting you the data you are after?

rd.get_history(
    universe=["AAAUSDD10Y=", "BBBUSDD5Y=","MEXICOUSDG4Y"],
    start="2023-09-01",
    end="2023-09-28",
    interval='hourly') # 'daily'

carruiz

Thank you very much, it was so helpful but i have a question:

How cain i get the historical midyield or close yield of this points? What's the correct field for this, i can't find it.

jonathan.legrand

Hi @carruiz ,

To find the fields you are after, I would advise using the DIB. Please do let me know (via a comment below) if you find the fields you are after there.

Failing that, please note that this Developer Q&A Forum is for technical questions about LSEG's tech stack. (specifically its APIs). for content questions such as yours here, plese reach out to my.refinitiv.com

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