What is the data item for yield to maturity in discovery.search function from the refinitiv.data.com
client verbatim "I'm using the discovery.search function from the refinitiv.data.content package in Python to find bond data and carry out some calculations. I'm trying to find the code for yield or yield to maturity but can't seem to find the correct name for it."
I provided a TR data item (TR.FiMaturityStandardYield) but it does not work for the client's code below:
df = rd.discovery.search(view = rd.discovery.Views.FIXED_INCOME_INSTRUMENTS,filter = "IsActive eq true",top = 10000,select = "RIC, ISIN, IssuerCommonName, DocumentTitle, ParentOAPermID, DTSubjectName, EOMAmountOutstanding," \"IssueDate, Currency, RCSCurrencyLeaf, FaceIssuedTotal, NextCallDate, CouponRate, IsPerpetualSecurity, MaturityDate," \"TR.FiMaturityStandardYield, InstrumentType, CdsSeniorityEquivalentDescription",query = "Swedbank")
It appears TR.FiMaturityStandardYield only works for get.data?
import refinitiv.data as rdrd.open_session()df = rd.get_data( universe = ['SE122769399='], fields = ['TR.FiMaturityStandardYield'] ) display(df)
If that is the case, how can we incorporate this in discovery.search? Is there an alternative data item in discovery. search if TR.FiMaturityStandardYield cannot be incorporated?
Client is also asking for a list of data items in discovery.search.
Please assist
Thank you!
Answers
-
Thank you for reaching out to us.
You are correct. The TR.FiMaturityStandardYield field only works with the get_data method.
The client can try this field "MaturityStandardYield".
df = ld.discovery.search( view = ld.discovery.Views.FIXED_INCOME_INSTRUMENTS, filter = "IsActive eq true", top = 10000, select = "RIC, MaturityStandardYield, ISIN, IssuerCommonName, DocumentTitle, ParentOAPermID, DTSubjectName, EOMAmountOutstanding, IssueDate, Currency, RCSCurrencyLeaf, FaceIssuedTotal, NextCallDate, CouponRate, IsPerpetualSecurity, MaturityDate, InstrumentType, CdsSeniorityEquivalentDescription", query = "Swedbank") df
The output is:
Otherwise, the client can get RICs from the search API and then use RICs with the get_data method to retrieve the TR.FiMaturityStandardYield field.
The client can use the following code to get all available fields in the search.Views.FIXED_INCOME_INSTRUMENTS.
response = search.metadata.Definition( view = search.Views.FIXED_INCOME_INSTRUMENTS ).get_data() response.data.df
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 685 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 252 ETA
- 556 WebSocket API
- 38 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 650 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 228 TRKD
- 917 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛