Download bond prices via Python API

get_timeseries function returns yield for the bond. Is there any chance to change the field and get last or mid price of the bond? @Zhenya Kovalyov

Best Answer

  • Zhenya Kovalyov
    Answer ✓

    @i.anashkin not at the moment, that is something that will be addressed in the upcoming release, in the meantime you can try something like this:

    tr.get_data(['XS0114288789'], ['TR.BIDPRICE(SDate=0,EDate=-9,Frq=D).date','TR.BIDPRICE(SDate=0,EDate=-9,Frq=D)'])

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