We are migrating from Eikon Data API (ek) to LSEG Data Library (ld)
Some parts of our codebase contain something like the following snippet
data = ek.get_timeseries(series, start_date=start_date, end_date=end_date, fields=["TIMESTAMP", "CLOSE"])
So we got all of our time series of interest in one go. Now, the field "CLOSE
" seems to be not available anymore. Each "ric" seems to have one field that it is equivalent to the old "CLOSE
", so I have two questions:
- Is there a way (besides looking one by one) to get the field equivalent to the old "
CLOSE
"? I have seen other questions where looking into the Data Item Browser (DIB) is suggested, but it seems unhelpful for me. For example, for the instrument ES10YT=RR
the following fields are returned in get_history
: 'B_YLD_1', 'HIGH_1', 'OPEN_PRC', 'LOW_1', 'HIGH_YLD', 'LOW_YLD',
'A_YLD_1', 'BID', 'MID_PRICE', 'MID_YLD_1', 'CONVEXITY', 'MOD_DURTN',
'ASK_HIGH_1', 'ASK_LOW_1', 'OPEN_ASK', 'OPEN_YLD', 'AST_SWPSPD', 'BPV',
'BMK_SPD', 'ISMA_A_YLD', 'ISMA_B_YLD', 'SWAP_SPRDB', 'ASK', 'OAS_BID',
'ZSPREAD', 'INT_BASIS', 'INT_CDS', 'TRTN_PRICE', 'OIS_SPREAD',
'TED_SPREAD', 'ASP6M', 'ASP3M', 'ASP1M'
, however, none of them seems to be in the DIB (see snapshot). - Is there a way to get the hsitory of several instruments at once, looking only for one specific field for each one of them, so the behaviour of the old
ek.get_timeseries
is mimicked?
Thank you in advance.