How do I add date index to eikon get_data call with multiple historical values?

fdent

I am trying to retrieve historical amount outstanding for a list of debt securities. This can vary over time due to re-openings, conversions etc.

However, although the get_data function will return multiple values if the amount outstanding has changed within the specified time frame, it doesn't seem to tell you the date when this change happened - it just returns a integer index.

For example:

eikon.get_data('CA766910AY98', {'TR.CA.AmtOutstanding': { 'params':{ 'SDate': '2013-01-01', 'Edate': '2017-12-31'}}}, parameters=None, raw_output=False, debug=False)

returns:

(     Instrument  Amount Outstanding
 0  CA766910AY98           150000000
 1  CA766910AY98           250000000, None)

Initial issuance for this bond was CAD 150m on 2014-05-22

There was a re-opening on 2014-08-11 that saw an increase in total debt issued to CAD 250m.

How do I retrieve these dates along with the values themselves?

Zhenya Kovalyov

You can treat the field 'TR.CA.AmtOutstanding' as an object with several default properties, like description, value and associated dates. So, your request should look like that:

result, error = eikon.get_data(['CA766910AY98'],['TR.CA.AmtOutstanding.date', 'TR.CA.AmtOutstanding.value'], {SDate': '2013-01-01', 'EDate': '2017-12-31'})