Past prices

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yeo.cy
yeo.cy LSEG
in Refinitiv Data Platform

Hi there,


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

They are interested in:

  1. Scanning and extracting the existing issuances of the Thailand government bonds
  2. 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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Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    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

    1695968103877.png

    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

    1695968787188.png

    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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