Hello everyone,
I try to retrieve bond data with rd.discovery.search function using Python:
start_year = 2021
end_year = start_year + 0
start_date = datetime.date(start_year, 1, 1)
end_date = datetime.date(end_year, 11, 30)
df = rd.discovery.search(
view=rd.discovery.Views.GOV_CORP_INSTRUMENTS,
top=10000,
filter=f"(IssueDate ge {start_date} and IssueDate le {end_date} and (DbType eq 'GOVT' or DbType eq 'CORP' or DbType eq 'AGNC' or DbType eq 'OMUN' or DbType eq 'OTHR') and IssuerCountryName eq 'Germany' )",
select="RIC,EJVAssetID,DTSubjectName,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DBSTicker,CouponRate,MaturityDate,IssueDate,ISIN,RCSCurrencyLeaf,RCSCountryLeaf,DbTypeDescription,InstrumentTypeDescription,RCSCouponTypeGenealogy,FaceIssuedUSD,RCSBondGradeLeaf,RCSCountryOfIncorporationLeaf,RCSFIClassificationCodes,SecondPartyOpinionProvider,UNSDGGoalDescription,IsGreenBond,IsESGBond,KPITypeDescription,KPIThemeDescription,SPTDate,KPIActionTypeDescription,ScheduledPayPercent,ESGScore,ESGEnvironmentPillarScore,ESGSocialPillarScore,ESGGovernancePillarScore,ESGCombinedScore,ESGControversiesScore,ESGFinancialPeriodEndDate,ESGEmissionsScore,ESGInnovationScore,ESGResourceUseScore,ESGCommunityScore,ESGHumanRightsScore,ESGProductResponsibilityScore,ESGWorkforceScore,ESGCSRStrategyScore,ESGManagementScore,ESGShareholdersScore,RCSCountryOfIncorporationGenealogy"
)
filename = f"EikonDataAPI_Germany_Bonds_{start_date}_{end_date}.csv"
df.to_csv(filename, index=False)
Everything works fine until the year 2021. Whenever I try to retrieve data from 2021-01-01 or later, I get an error:
---------------------------------------------------------------------------TypeError Traceback (most recent call last)Cell In[7], line 7 4 start_date = datetime.date(start_year, 1, 1) 5 end_date = datetime.date(end_year, 11, 30)----> 7 df = rd.discovery.search( 8 view=rd.discovery.Views.GOV_CORP_INSTRUMENTS, 9 top=10000, 10 filter=f"(IssueDate ge {start_date} and IssueDate le {end_date} and (DbType eq 'GOVT' or DbType eq 'CORP' or DbType eq 'AGNC' or DbType eq 'OMUN' or DbType eq 'OTHR') and IssuerCountryName eq 'Germany' )", 11 select="RIC,EJVAssetID,DTSubjectName,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DBSTicker,CouponRate,MaturityDate,IssueDate,ISIN,RCSCurrencyLeaf
...
427 return uniquesFile pandas\_libs\hashtable_class_helper.pxi:5910, in pandas._libs.hashtable.PyObjectHashTable.unique()File pandas\_libs\hashtable_class_helper.pxi:5857, in pandas._libs.hashtable.PyObjectHashTable._unique()TypeError: unhashable type: 'list'
I would very much appreciate any hints or tips how to solve the issue.
Thank you in advance.
Christian