Do we have an option to retrieve SDC New issues data in API?

Mae

Client provided code:

import eikon as ek

import pandas as pd

import logging

import time
# Configure logging

logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s')
 
# Set your Eikon API key

API_KEY = ''

ek.set_app_key(API_KEY)
 
# Define fields to query

fields = [

    'TR.NIBPSToBenchmark',

    'TR.NIBenchmarkTreasuryDesc',

    #"TR.NICollateralAssetType(Concat='|')",

    #"TR.NICollateralAssetTypeNation(Concat='|')",

    'TR.NIConversionCurrency',

    'TR.NICouponPaymentFrequency',

    'TR.NICouponRate',

    'TR.NICouponType',

    'TR.NIEbitLtmBeforeOffering',

    'TR.NIEbitdaBeforeOffering',

    'TR.NIFinalMaturityYearPrint',

    'TR.NIIsDualCurrencyIssue',

    'TR.NIIsOverSubscribed',

    'TR.NIIsSupranational',

    'TR.NIIssueDate()',

    "TR.NIIssueType(Concat = '|')",

    'TR.NIIssuer',

    #'TR.NIIssuerEmployee',

    #'TR.NIIssuerEmployeeDate',

    "TR.NIIssuerExchTicker(Concat = '|')",

    #'TR.NIIssuerNaics',

    'TR.NIIssuerNaics2022',

    'TR.NIIssuerNation',

    'TR.NIIssuerShortName',

    'TR.NIIssuerUltParentNation',

    #'TR.NIIssuerUltParentPrimayTickerSymbol',

    'TR.NIIssuerUltParentShortName',

    'TR.NIIssuerUltParent', 

    #'TR.NIIssuerUltParentNaics', 

    'TR.NIIssuerUltParentNaics2022',

    'TR.NIMarketValueBeforeOffer',

    'TR.NIOfferCurrency',

    'TR.NIOfferPrice',

    'TR.NIPkgOfferCurrency',

    #"TR.NIPrimaryStockExch(Concat = '|')",

    'TR.NIPrimaryTickerSymbol',

    "TR.NIPrimaryUseOfProceeds(Concat = '|')",

    'TR.NIPrincipalAmtAllMkts',

    'TR.NIPrincipalAmtThisMkt',

    'TR.NIProceedsAmtAllMkts',

    #'TR.NIProceedsAmtInclOverallotSoldAllMkts',

    'TR.NIRedemptionHasPerpetualMaturity',

    'TR.NIRedemptionMaturityDate',

    #'TR.NIRedemptionMaturityDatePrint',

    #'TR.NIRedemptionMaturityType',

    'TR.NIRedemptionNumOfYrToMaturity',

    "TR.NITargetMarket(Concat ='|')",

    #'TR.NITotalAssetsBeforeOffering',

    #'TR.NITotalDebtAfter',

    #'TR.NITotalRevenuesBeforeOffering',

    'TR.NITransactionStatus', 

    'TR.NIPubMid', 

    'TR.NIPubStatus', 

    'TR.NIIssuerPublicStatus', 

    'TR.NIIssuerUltParentPublicStatus', 

    'TR.NIIssuerPublicMid', 

    'TR.NIRatingsMoodysDebt', 

    'TR.NIRatingsFitchLongTermDebt', 

    'TR.NIRatingsIsHighYieldRated', 

    'TR.NIRatingsMoodysSeniorOSDebt', 

    #'TR.NIRedemptionOfferYieldToMaturityOrPutPct', 

    #'TR.NIPfdStockYieldPct', 

    'TR.NIOfferPricePct', 

    'TR.NIOfferPriceUniform', 

    'TR.NIIssuerSEDOL',

    'TR.NIIssuerUltParentSEDOL',

    'TR.NIIssuerUltParentSDCCusip',

    'TR.NISDCCusip',

    'TR.NIIssuerCusip9',

    'TR.NIISINAtOffer',

    #"TR.NIHasCouponFrequencyMismatch",

    #"TR.NICouponFloatLimitation",

    #"TR.NICouponTypeSector",

    #"TR.NICouponDayCountConvention",

    #"TR.NIFloatingRateCouponFreq",

    #"TR.NIFirstCouponDate",

    #"TR.NIInitialCouponPayment",

    #"TR.NIIsFloatingRateIssue",

    #"TR.NIFloatingRateIndex",

    #"TR.NIFloatingRateFloatSpread",

    #"TR.NIPkgDealId",

    #"TR.NIPkgOfferCurrency",

    #"TR.NISdcPackageNumber",

    #"TR.NINumTranchesInPackage",

    #"TR.NIIsMainTranche",

    #"TR.NIHasMultBookRunnersAcrossTranches",

    #"TR.NIParticipant",

    #"TR.NIDealID",

    #"TR.DealEventDealId",

    "TR.NIProceedsAmtThisMkt"

]
 
# Define years range

years = range(1996, 1998)
 
# Loop through each year

for year in years:

    # Define date ranges for each quarter

    date_ranges = [

        (f'{year}0101', f'{year}0331', 'Q1'),

        (f'{year}0401', f'{year}0630', 'Q2'),

        (f'{year}0701', f'{year}0930', 'Q3'),

        (f'{year}1001', f'{year}1231', 'Q4')

    ]


    # Loop through each quarter of the year

    for start_date, end_date, quarter in date_ranges:

        # Set universe of search to bond new issuance

        universe = (f"SCREEN(U(IN(DEALS)/*UNV:DEALSBOND*/), TR.NIisECM = False, "

                    f"BETWEEN(TR.NIIssueDate(IncludeNull = True), {start_date}, {end_date})/*dt:Date*/)")
 
        # Fetch data with retry mechanism

        retries = 3

        for attempt in range(retries):

            try:

                df_issuance, err = ek.get_data(universe, fields)


                if err:

                    logging.error(f"Error fetching data for {start_date} to {end_date}: {err}")

                    if attempt < retries - 1:

                        logging.info(f"Retrying... ({attempt + 1}/{retries})")

                        time.sleep(10)  # Wait before retrying

                    continue


                # Log the shape of the DataFrame instead of displaying it

                logging.info(f"Fetched data for {start_date} to {end_date}: {df_issuance.shape[0]} rows")
 
                # Export dataset to Excel

                output_file = f"SDC New Issues/New Issues_{start_date}_to_{end_date}.xlsx"

                df_issuance.to_excel(output_file, header=True, index=True)

                logging.info(f"Data for {start_date} to {end_date} saved to {output_file}")

                break  # Exit the retry loop if successful
 
            except Exception as e:

                logging.error(f"Exception occurred for {start_date} to {end_date} on attempt {attempt + 1}: {e}")

                if attempt < retries - 1:

                    logging.info(f"Retrying... ({attempt + 1}/{retries})")

                    time.sleep(10)  # Wait before retrying

Jirapongse

@Mae

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the helpdesk support team, which can be reached by submitting queries through MyAccount. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You can ask for the TR.XXX fields that can provide the required data or the Workspace application that can retrieve the required data. Then, I can check if the data can be retrieved via the Python code.