Extracting historical market data for the following RIC using Python (ZARONZ=R & ZARONIA=RBMN)

Nk_1
Nk_1 Newcomer

I am trying to extract historical market data on the following RIC: ZARONZ=R & ZARONIA=RBMN. For ZARONZ=R what field can I use as I have tried using the following formula but it's not working:

df_close = rd.get_history(universe=['ZARONZ=R'], fields=['TR.CF_CLOSE(Frq=D,SDate=2025-07-24,EDate=2025-09-25)'])

For ZARONIA=RBMN, I am using the following formula which sometimes work and sometime does not work:

df_fixing = rd.get_history(universe=['ZARONIA=RBMN', 'JIBAR1M=', 'JIBAR3M=', 'JIBAR6M='], fields=['TR.FIXINGVALUE(Frq=D,SDate=2025-07-24,EDate=2025-09-25)'])

Below are my questions:

  1. What is the correct field to use for RIC "ZARONZ=R"?
  2. Why is the formula for RIC "ZARONIA=RBMN" failing sometimes?
  3. How do I determine the right field name to use for an given instrument e.g., "ZARONZ=R"

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @Nk_1

    Thank you for reaching out to us.

    The get_history method can retrieve historical data of both real-time fields and fundamental fields (TR.xxx).

    For real-time fields, you can ignore the fields parameter and it will return all available historical real-time fields of the subscribed items. For example:

    df = ld.get_history(
        universe=['ZARONZ=R'], 
        start='2025-07-24',
        end='2025-09-25',
        interval = '1D')
    df
    

    image.png

    For fundamental fields, you need to use the Data Item Browser tool to search for available fields.

    ld.get_history(
        universe=['ZARONIA=RBMN', 'JIBAR1M=', 'JIBAR3M=', 'JIBAR6M='], 
        fields=['TR.FIXINGVALUE'],
        interval = '1D',
        start = '2025-07-24',
        end = '2025-09-25')
    
    image.png
  • Nk_1
    Nk_1 Newcomer

    Thank you