Trying to fetch Close Bid Price for CMO tranche from Python

I am trying to fetch the close bid price of CMO tranche with CUSIP 151314GD7 using below python formula

This python formula returns NaN values, however when I check the value from TR Desktop I can see 85.13 value

I would be really kind if anyone can provide me with correct Pythpon formula to obtain the close bid values. I understand that CMO tranche are fixed income product so they may have different labels to fetch the value, but I am not sure how to find those (I have experimented with some of the fields that I found on FLDS but no result)

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Accepted answers

nick.zincone

Not all data is directly available using the current Python Eikon API @aman.kesarwani.

The other option available within the API is to use the get_timeseries() call but that has a limited set of fields it provides and doesn't provide BID values. The get_timeseries() presently only supports a limited set of fields, i.e. OPEN, CLOSE, HIGH, LOW, VOLUME. For example:

As mentioned in my first answer, the best resource to confirm if the data is available is to reach out to the Refinitiv Helpdesk. We have content specialists there that can confirm.

All comments

nick.zincone

Hi @aman.kesarwani,

Looking at the Data Item Browser (DIB) within the Eikon Desktop, I don't see the specific fields you are after. This is what appears to be available:

And when you query using the API, this is what comes back:

The best resource to ask questions about data availability is the Refinitv Helpdesk.

aman.kesarwani

Let me simplify this for you @nick.zincone . I have below excel formula which gives output for a list of CUSIPs

=RHistory($A$2:$A$3,"BID.Timestamp;BID.Close","START:01-Sep-2000 END:01-Oct-2019 CODE:CUSIP INTERVAL:1D",,"TSREPEAT:NO CH:Fd",B2)

I want to replicate the same in Python. Kindly help me with the same.

I have also attached the excel file screenshot where we have generate the output using the above formula (cell C2). Since we are planning to fetch the data for many more CUSIPs so we are trying to get the results through Python.

nick.zincone

Not all data is directly available using the current Python Eikon API @aman.kesarwani.

As mentioned in my first answer, the best resource to confirm if the data is available is to reach out to the Refinitiv Helpdesk. We have content specialists there that can confirm.

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