How to get BID/ASK daily data for sovereign yields using get_history?

MGM

Hello,

I am trying to retrieve daily data for DE3YT=RR (and other RICs with different maturities stored in the list ric_codes) using get_history from refinitiv Python package.

I am using this code:

import refinitiv.data as rd

for ric_code in ric_codes:

response = rd.get_history(universe=ric_code,
fields=['BID_YIELD', 'ASK_YIELD'],
interval='1D',
start=start_date,
end=end_date)

However, I get the following error: refinitiv.data._errors.RDError: Error code -1 | No data to return, please check errors: ERROR: No successful response.
(TSCC.QS.UserRequestError.90006, The universe does not support the following fields: [BID_YIELD, ASK_YIELD]).

What am I doing wrong?

Thank you for your support!

Jirapongse

@MGM

Thank you for reaching out to us.

This indicates that DE3YT=RR doesn't have real-time historical data for the ['BID_YIELD', 'ASK_YIELD'] fields. You can ignore the fields parameter to get all available fields.

I found that this RIC supports the following fields.

Index(['BID', 'ASK', 'B_YLD_1', 'A_YLD_1', 'YLDTOMAT', 'ASP6M', 'BID_HIGH_1',

       'OPEN_BID', 'BID_LOW_1', 'HIGH_YLD', 'LOW_YLD', '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', 'ASP3M', 'OAS_BID', 'ZSPREAD', 'INT_BASIS',

       'INT_CDS', 'TRTN_PRICE', 'OIS_SPREAD', 'TED_SPREAD', 'ASP1M',

       'DIRTY_PRC', 'CLEAN_PRC'],

      dtype='object', name='DE3YT=RR')

You can try the following code instead.

response = ld.get_history(universe='DE3YT=RR',
    fields=['TR.BIDYIELD', 'TR.ASKYIELD'],
    interval='1D',
    start='2025-08-01',
    end='2025-08-31')
response

Or,

response = ld.get_history(universe='DE3YT=RR',
    fields=['B_YLD_1','A_YLD_1'],
    interval='1D',
    start='2025-08-01',
    end='2025-08-31')
response