Past prices

yeo.cy

Hi there,

Client is using desktop session for RD library desktop session to access historical pricing endpoint.

They are interested in:

Scanning and extracting the existing issuances of the Thailand government bonds
Retrieving the past EOD prices for these bonds, up to a year ago.

They would like to have an example of retrieving historical prices.

Thank you!

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Accepted answers

raksina.samasiri

Hi @yeo.cy ,

I'd recommend you to check article Find content and functionality using Refinitiv Data Library with Eikon Advanced Search of how to use Advance Search (AS) app to find the government bonds, below is an example

As the moderators in this forum are not an expert in all of the contents available in our platform, you may need to check how to form the filter for advance search with content team to confirm if this is what the customer is looking for.

Then after you follow the instruction in mentioned article to export query from AS

import refinitiv.data as rd
rd.open_session()

# search for the bond you're looking for
df = rd.discovery.search(
view = rd.discovery.Views.GOV_CORP_INSTRUMENTS,
top = 10,
filter = "((DbType eq 'GOVT' or DbType eq 'CORP' or DbType eq 'AGNC' or DbType eq 'OMUN' or DbType eq 'OTHR') and IsActive eq true and (RCSCountryGenealogy eq 'M:DQ\G:1\G:3R'))",
select = "RIC,EJVAssetID,DTSubjectName,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DBSTicker,CouponRate,MaturityDate,IssueDate,ISIN,RCSCurrencyLeaf,RCSCountryLeaf,DbTypeDescription,InstrumentTypeDescription,RCSCouponTypeGenealogy,FaceIssuedUSD,RCSBondGradeLeaf,RCSCountryGenealogy"
)

# convert RIC in the result to a list for the next step
rics_list = df['RIC'].to_list()

# retrieve historical close price
# FOR DEMONSTRATION PURPOSE, ONLY FIRST 9 RICS ARE USED IN THE FUNCTION BELOW
rd.get_history(universe=rics_list[:10], fields=["TRDPRC_1"], interval="1D",
               start = '2022-09-01', end = '2023-09-01')

and here's the result

Please be aware of the limit of usage, for RD library desktop session, the limit can be checked at Usage and Limits Guideline.

All comments

raksina.samasiri

Hi @yeo.cy ,

Then after you follow the instruction in mentioned article to export query from AS

import refinitiv.data as rd
rd.open_session()

# search for the bond you're looking for
df = rd.discovery.search(
view = rd.discovery.Views.GOV_CORP_INSTRUMENTS,
top = 10,
filter = "((DbType eq 'GOVT' or DbType eq 'CORP' or DbType eq 'AGNC' or DbType eq 'OMUN' or DbType eq 'OTHR') and IsActive eq true and (RCSCountryGenealogy eq 'M:DQ\G:1\G:3R'))",
select = "RIC,EJVAssetID,DTSubjectName,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DBSTicker,CouponRate,MaturityDate,IssueDate,ISIN,RCSCurrencyLeaf,RCSCountryLeaf,DbTypeDescription,InstrumentTypeDescription,RCSCouponTypeGenealogy,FaceIssuedUSD,RCSBondGradeLeaf,RCSCountryGenealogy"
)

# convert RIC in the result to a list for the next step
rics_list = df['RIC'].to_list()

# retrieve historical close price
# FOR DEMONSTRATION PURPOSE, ONLY FIRST 9 RICS ARE USED IN THE FUNCTION BELOW
rd.get_history(universe=rics_list[:10], fields=["TRDPRC_1"], interval="1D",
               start = '2022-09-01', end = '2023-09-01')

and here's the result

Please be aware of the limit of usage, for RD library desktop session, the limit can be checked at Usage and Limits Guideline.

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