Trying to retrieve historical levels of curve GBPOIS= in Eikon API (Python)

Hi, I am trying to retrieve historical levels of the curve <GBPOIS=>, but I am struggling. The answer to my previous question allowed me to do it for 0#GBBMK= by doing the following:

df, e = ek.get_data(['0#GBBMK='], ['MATUR_DATE'])
ric_list = df['Instrument'].tolist()
df2, e2 = ek.get_data(ric_list,
                      ['TR.MIDPRICE', 'TR.MIDPRICE.Date', 'TR.MIDYIELD', 'TR.MIDYIELD.Date'],
                      {'SDate': strdate, 'EDate': strdate})

If I apply the same approach to GBPOIS= it doesn't work. Note that I have tried using the correct fields listed in Data Item Browser. Could you please advise? Thanks

Find more posts tagged with

python

eikon

historical

ois

workspace

eikon-data-api

refinitiv-dataplatform-eikon

workspace-data-api

Accepted answers

chavalit-jintamalit

Hi @riccardop

You can use get_timeseries, please refer to this document.

All comments

chavalit-jintamalit

Hi @riccardop

I am not sure why the chain RIC does not get expanded.

Anyway, this is the workaround, you can list all the underlying RIC code manually.

And I could not find yield fields for these RIC codes.

You have to contact the Refinitiv Content Helpdesk at https://my.refinitiv.com to get help to identify what fields are carrying the (history) yield information.