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

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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Accepted answers

Jirapongse

@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.

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.

All comments

Jirapongse

@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.

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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