Europe BBB rating souvereign curve history python query

Juditknagy

Hi,

I would like to get a historical timeseries of EUROPE SOVEREIGN BBB RATING CREDIT CURVE (for all tenor points). Can you please help what is the right code? Currently I'm trying this but not working:

import refinitiv.data as rd
rd.open_session()
df = rd.get_history(
universe=['0#EUSOVBBBEURBMK='],
fields= ['TR.BENCHMARKBONDYIELD'],
parameters = {
'SDate':'2024-01-01',
'EDate':'-1D',
'frq':'M'
}

)

display(df)

Thank you for the help

Judit

Gurpreet

Hello @Juditknagy

You can try this formula using the newer LD library for python. Note that I have omitted the fields parameter thereby getting all the available historical fields which are stored for this chain. You can optionally restrict it to a specific field -

ld.get_history(Chain('0#EUSOVBBBEURBMK='), start='2024-01-01', end='2024-10-01', interval='1M') 

and the result -

The field TR.BENCHMARKBONDYIELD is not producing any data for this curve. You can reach out to the data content experts by raising a support ticket at LSEG Support. Please mention this discussion to avoid being redirected back to forums.

Juditknagy

Hi @Gurpreet

thank you, this is very useful

Judit