How can I pull historic data for USD Zero Coupon Curve to python?

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steffen.fuchs
steffen.fuchs Explorer
in Eikon Data APIs

Hi,

Is there a way to pull historic data for points on USD Zero Coupon Swap Curve? E.g., 1 Month Maturity 'USD1MZ=R' on 2019-01-03?

Thanks,

Steffen


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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @steffen.fuchs

    You can use the get_timeseries method to retrieve daily historical data of USD1MZ=R. However, the returned data contains only daily close prices.

    image

    To get other fields, you need to contact the Eikon support team via my.refinitiv.com and ask for how to get the required data from the =TR function in Eikon Excel.

    If the data can be retrieved by the =TR function, we can apply parameters in the =TR function to the get_data method in Eikon Data API.

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