Bond fields in a time series

Robinrob

Hi all,

I am trying to retrieve an historical time series for certain fields of corporate bonds, however it only returns me the latest value

fields = [
'TR.PriceClose.date',
'TR.FiIssueDate(SEG=G)',
'TR.FiMaturityYearsToRedem',
'TR.NICouponRate',
'COUPN_RATE',
'TR.CouponRate',
'EFF_DURTN',
'DURATION',
'TR.MODIFIEDDURATION',
'TR.IssueSizeUSD',
'TR.CA.AmtOutstanding(SDate=0M)',
'TR.OPTIONADJUSTEDSPREAD(SDate=0M)',
'TR.OASAnalytics',
]

for i in range(0, len(ric_bonds), chunk_size):
chunk = ric_bonds[i:i + chunk_size]

try:

    df = ld.get_data(
        universe=chunk,  # Fetch data for this chunk only
        fields=fields,
        parameters={'SDate': '2010-01-31', 'EDate': '2024-12-31', 'Frq': 'M'}
    )

except Exception as e:
    conitnue


all_data = pd.concat([all_data, df], ignore_index=True)

all_data.to_csv('xxx.csv', index=False)

print(f"Processed chunk {i // chunk_size + 1} of {len(ric_bonds) // chunk_size + 1}")

# Sleep between chunks
time.sleep(sleep_time)

all_data.to_csv('final_bond_chars.csv', index=False)

print("Data processing complete. File saved as 'xxxx.csv'.")

Jirapongse

@Robinrob

Thank you for reaching out to us.

I checked and found that some fields don't support historical data, such as TR.FiIssueDate, TR.FiMaturityYearsToRedem, TR.NICouponRate, COUPN_RATE, etc.

You need to use the Data Item Browser tool to check if that field support historical (Series) data.

Robinrob

Yes i but the one that support ares not returning the timeseries for example:

'TR.NICouponRate',

'COUPN_RATE',

'TR.CouponRate',

'EFF_DURTN',

'DURATION',

'TR.MODIFIEDDURATION',

'TR.CA.AmtOutstanding(SDate=0M)',

'TR.OPTIONADJUSTEDSPREAD(SDate=0M)',

'TR.OASAnalytics',

I dont get a time series for these fields

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/123815#Comment_123815

@Robinrob

Please share few RICs that you are using.

Otherwise, it looks like to be a content question. You can contact the helpdesk team directly via MyAccount for a prompt response.

Robinrob

Here are a few RICS as an example:

60505179

55262CAJ9

690742AB7

878742AW5

Best,

Jirapongse

@Robinrob

The get_data method can't retrieve historical data for real-time fields, such as 'COUPN_RATE', 'EFF_DURTN', and 'DURATION'.

For other TR.xxx fileds, please contact the content support team directly via MyAccount to verify the content and parameters.