FINRA bonds data

Robinrob

Hi all,

I am attempting to retrieve bond data from the TRACE provider, but I’ve encountered issues with the current code. Some fields return empty cells, even though the data exists when checked manually. For instance, volume data is one such example. Additionally, the code is not outputting dates.

Best

Jirapongse

@Robinrob

Thank you for reaching out to us.

It should be the 'TR.ACCUMULATEDVOLUME' field and you can use the get_history method instead.

If it is not the 'TR.ACCUMULATEDVOLUME' field, you can contact the helpdesk team directly via MyAccount and ask for the fields. Otherwise, you can use the Data Item Browser tool to search for other fields.

raksina.samasiri

Hi @Robinrob ,

Please let me add that, to retrieve date of the data with get_data function, you can add '.date' suffix into the field name to retrieve the field's date.

The available output of each field can be found in Data Item Browser in the parameters tab > Output dropdown.
Default field output is Value (.value)

Robinrob

Hi,

Thank you all for you prompt responses.

How can i get the interest/coupon payments using the get_history method, since it does not seem to work. Additionally when i use the get_data method can i use introduce in universe others that are not RIC codes?

Alternatively, i tried to use the discovery search method instead of get_data to retrieve the variables i need and export the query however these fields in the image that are under "Additional fields" do not show up in the query only the others.

best,

Roberto

Robinrob

Hi all,

Thank you for your prompt responses.

How can i get historical coupons paid, is it possible with get_history? I tried but i could not retrieve it.

Additionally, i am trying to retrieve bonds characteristics such as if a bond is convertible, if it is floater and etc… I tried to use the advanced search and then export the query however these additional fields do not show up in the query. How can include these additional fields in my query is it even possible?

Furthermore i tried to use the get_data to retrieve those additional fields in the image, but i had a problem the cover of bonds rics i way smaller than the cover of permif codes for bonds. But it seems that the get_data method does not support other codes other than rics, how can i retrieve those characteristics either using the advanced search or get_data. And how can i use the permid to retrieve those characteristics since the universe its bigger?

best

raksina.samasiri

Hi @Robinrob ,

The Export Query functionality was initially created to assist users with using the Search API and it currently only displays the query used to retrieve data from Search. The ‘additional fields’ are not Search properties (you will notice they are read-only), so they are not included in the export query. I've talked with relavent team to raise enhancement request on this and will keep you updated.

As a workaround, You can add additional fields manually in the Python code, which Data Item Browser. can help you with this.

Robinrob

Hi raksina.samasiri

Does the get_data allow for identifiers other than bond RIC's? It seems that RIC codes have the lowest coverage.

Additionally how can i retrieve coupon payments for a time series?

Thanks

Jirapongse

You can use other identifier types, such as ISIN with the get_data method.

df = rd.get_data(
    universe = ['JP376280AG96'],
    fields = ['TR.BIDPrice'])

df

You can use the Data Item Browser tool to search for available fields and parameters. Otherwise, you can contact the helpdesk team via MyAccount and ask for the fields that can provide the required data.

I searched "Historical Coupon Payment" on the forum and found the several discussions.

• Is it possible to get historical coupon payments (amount + date) of a Fixed-rate Corporate Bond
• Is there any way that Client can get the fixing for a bond with floating rate note for a historic...

For further questions regarding IPA, please directly contact the Instrument Pricing Analytics - Delivery Platform support team via MyAccount.