Bond data via API in Python

Victoria_1012

Hello,

I have a download restriction of 10'000 lines and am doing data analysis in Python. So that I do not have to down all of this, I would like to use an API and loop it to download all the data. I am struggling with this. Below a screenshot of what I would like to download, and here the query:

rd.discovery.search(
view = rd.discovery.Views.GOV_CORP_INSTRUMENTS,
top = 10,
filter = "(DbType eq 'CORP' and RCSAssetCategory eq 'A:J' and DebtType ne 'SYKHYB' and DebtType ne 'SUK*' and (IsGreenBond eq false and (IssueDate ge 2011-12-31 and IssueDate le 2025-01-05)))",
select = "RIC,EJVAssetID,DTSubjectName,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DBSTicker,CouponRate,MaturityDate,IssueDate,ISIN,RCSCurrencyLeaf,RCSCountryLeaf,DbTypeDescription,InstrumentTypeDescription,RCSCouponTypeGenealogy,FaceIssuedUSD,RCSBondGradeLeaf,CUSIP,SEDOL,SICC,RCSFIClassificationCodes,IsGreenBond,IsESGBond,ESGScore,ESGEnvironmentPillarScore,ESGSocialPillarScore,ESGGovernancePillarScore,ParentIssuerName,Wert,NextPayDate,RCSCouponCurrencyLeaf,IsDualCurrency,IsStraight,FloatIndexTypeDescription,FallbackLanguageExists,IndexTransitioned,FloatOffset,FloatMultiplier,CurrentCouponClassDescription,CouponFrequencyDescription,InflationProtected,SecondPartyOpinionProvider,UNSDGGoalDescription,KPITypeDescription,KPIThemeDescription,SPTDate,KPIActionTypeDescription,ScheduledPayPercent,ESGCombinedScore,ESGControversiesScore,ESGFinancialPeriodEndDate,ESGEmissionsScore,ESGInnovationScore,ESGResourceUseScore,ESGCommunityScore,ESGHumanRightsScore,ESGProductResponsibilityScore,ESGWorkforceScore,ESGCSRStrategyScore,ESGManagementScore,ESGShareholdersScore,IssuePrice,DescriptionDetail,IssuedAs,Series,HasProspectus,UnderwriterName,RCSUseOfProceedsLeaf,AssetStatusDescription,IsExchangeListed,IsExecutableQuoted,MaturityStandardYield,WorstCorpModDuration,MaturityCorpModDuration,OptionAdjustedSpread,WorstCorpStandardSpread,OptionAdjustedZeroVolSpread,Price,PricingTradeDate,WorstCorpOTRSpread,MaturityCorpOTRSpread,WorstStandardYield,MaturityCorpMacDuration,FaceIssuedTotal,RCSCDCAssetClassGenealogy,RCSAssetLinkedSecurityLeaf,RCSConvertibleLeaf,RepoEligBankCountry,PBOCRatings,PBOCCodesRanks,BorrowerName,RCSBorrowerCountry,IsGuaranteed,GuarantorName,RCSGuarantorCountryLeaf,SeniorityTypeDescription,CapitalTierName,SukukExchangeName,RCSMarketOfIssueLeaf,RCSTRBC2012Leaf,RCSDomicileLeaf,RCSParentDomicileLeaf,IsSubsidiary,RCSCountryOfIncorporationLeaf,SIC,IndustrySubSectorDescription,RCSRiskOrganisationCountry,IsActive,RecordDate,RCSCoveredBondGenealogy,RCSGovtBondTypeLeaf,RCSSukuk,OfferingTypeDescription,IsPreferred,RCSStripType,DenominationMinimum,DenominationTypeDescription,IsPrivatePlacement,FaceOutstanding,FaceOutstandingUSD,HasAnnuity,IsCallable,IsExtendible,IsSinkable,IsMultiStepFloat,NextCallDate,NextPutDate,NextSinkDate,IsPayInPart,IsPayInKind,IsPerpetualSecurity,IsPutable,IsEUSDTaxEligible,IsWarrant,HasEmaxx,SolvabilityRatio,IsEUSDSwissExempt,IsTRACEEligible,IsEUSDTapped,IsAAOIFICompliant,IsFatwaText,IsShariaOpinion,IsSukukStructure,NoteTypeDescription,EcbCode,RiskClassificationDescription,RCSRiskCountry,ProgrammeTypeDescription,ShariahBoardNames,SukukObligorNames,GoverningLawNames,AssetStatusEffDate,FirstAnnouncementDate,CallTypeDescription,ProspectusID,RCSCDCAssetClassLeaf,RCSGovtBondTypeGenealogy",
order_by = "IssueDate desc"
)

How can I do this in Python with an Eikon API (I have an Eikon App Key). Any help is appreciated.

raksina.samasiri

Hi @Victoria_1012 ,

Please use LSEG Data Library instead as the search function is not available in Eikon Data API. If you have an access to Eikon Data API, you will have an access to LSEG Data Library - desktop session as well. More detail can be found here.

Regarding data retrieval for more than 10,000 results, this article, in section 2) using the Search function to retrieve the data, demonstrate how to do so. However, it's recommended to apply more filter to limit the search result to be more specific so the code will be more efficient with better performance

Victoria_1012

https://community.developers.refinitiv.com/discussion/comment/123478#Comment_123478

raksina.samasiri

Jan 8, 2025

Hi @Victoria_1012 ,

Please use LSEG Data Library instead as the search function is not available in Eikon Data API. If you have an access to Eikon Data API, you will have an access to LSEG Data Library - desktop session as well. More detail can be found here.

Regarding data retrieval for more than 10,000 results, this article, in section 2) using the Search function to retrieve the data, demonstrate how to do so. However, it's recommended to apply more filter to limit the search result to be more specific so the code will be more efficient with better performance

Hi Raksina,

Sorry if this is a very silly question, could you tell me where I can find out what my "deployed host:port" and "DACS ID" is? Thank you in advance and sorry for the inconvenience.

raksina.samasiri

https://community.developers.refinitiv.com/discussion/comment/123536#Comment_123536

Victoria_1012

Jan 12, 2025

Hi Raksina,

Sorry if this is a very silly question, could you tell me where I can find out what my "deployed host:port" and "DACS ID" is? Thank you in advance and sorry for the inconvenience.

Hi @Victoria_1012 ,

Please don't be sorry. I'm willing to help you on this :)

The credential type required to connect you to the data platform is depend on which session/access point you're connecting to. The credentials you mentioned is for the Real-Time Platform access point session and if you're subscribing on this access point, the LSEG representative should already provided them to you. However, have you tried connecting to the Desktop access point which require LSEG Workspace application to be up and running on the same machine and application key, to connect to the data platform

More detail can be found in https://developers.lseg.com/en/api-catalog/lseg-data-platform/lseg-data-library-for-python/quick-start Quick Start and https://developers.lseg.com/en/article-catalog/article/configuration-process

Hope this helps and please let me know in case you have any further questions.

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/123536#Comment_123536

This is connection information to connect to a Real-Time server.

For example, you need to have RTDS (LSEG Real-Time Distribution System) components (ADH, ADS, and DACS) installed on your network. You may need to contact your LSEG account or Sales team direclty to verify if RTDS is available on your network.