Retrieve historical benchmark curve data

riccardop
riccardop Newcomer
in Eikon Data APIs

Hi

I am trying to get data for a benchmark curve (say 0#GBBMK=) so I'm using:

df, e = ek.get_data(['0#GBBMK='], ['MATUR_DATE', 'COUPN_RATE', 'RT_YIELD_1'] )

which gives me the most recent data for the curve.

How do I get the same curve for a different date? I have tried using Sdate and Edate, but I couldn't get it to work. Thanks.

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @riccardop

    MATUR_DATE, COUPN_RATE and RT_YIELD_1 fields do not support time series.

    You can use Data Item Browser to confirm this.

    image

    I think you can use TR.MIDPRICE and TR.MIDFIELD fields.

    image


    If these fields are not what you are looking for, please contact Refinitiv Content Helpdesk at https://my.refinitiv.com/ to get help on what field you should look for.

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