May I know how to extract historical credit rating for a company using Python data API?

Hi, may I know how to extract historical credit rating (issuer rating) for a company (e.g. Apple) using Python data API?

I have tried using refinitiv.data, however, only got current rating instead of historical one.

Best Answers

  • raksina.samasiri
    Answer ✓

    Hi @Hanson_Yang ,

    I cannot find the historical data of the credit rating either. As the moderators on this forum are expertise on LSEG's APIs usage. However, they do not have deep expertise in every type of content available through LSEG products. Such expertise is available through the Helpdesk, which can be reached via LSEG Support and then the support team is going to contact you soon to assist with this. If the Helpdesk can show you how to retrieve it using formula in Workspace Excel, then the moderators on this forum can help you translate it into Python code of the Data Library

    Hope this help sand please let me know in case you have any further questions

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Hanson_Yang

    You can also use the Data Item Browser tool to search for fields and parameters. I found the following fields.

    df = ld.get_data(
        universe = ['AAPL.O'],
        fields = ['TR.IssuerRating.date','TR.IssuerRating.RatingSourceDescription','TR.IssuerRating'],
        parameters = {'SDate':'0','EDate':'-10','Frq':'Y'})
    df.dropna()
    

    Alternatively, you can contact the helpdesk for assistance with fields and parameters.

Answers