No RIC matched for several CUSIPs and thus unable to get_timeseries

jwang3

I wanted to convert three CUSIPs to RICs so that I can use ek.get_timeseries to retrieve data. But there is no RIC matched even when I set bestMatch as False:

ek.get_symbology('94984DAB0', from_symbol_type = 'CUSIP', to_symbol_type = 'RIC', bestMatch=False)

The result:

bestMatch symbol{'error': 'No best match available'}94984DAB0

The three CUSIPs are '94984DAB0', '61749NAD9', '80556BAE5'. Is there other way to convert them to RIC or get time series data using non-RIC instruments?

Thank you in advance!

m.bunkowski

Hi @jwang3

Those CUSIPs belong to CMOs and ABSs. The timeseries is not directly accessible using CUSIP or ISIN code, however you get some data if you add suffix '=RRPS'. The below code returns bid yield.

df= ek.get_timeseries(['94984DAB0=RRPS','61749NAD9=RRPS','80556BAE5=RRPS'], start_date = "2017-03-01", end_date = "2019-02-22",interval='daily')
df