Government bond index - Yield to redemption(RY) from Eikon Python API.

jimmy.chan

I'm looking at the following 10Y government bond index for AUS : .TRXVAUGOV10D

Using the Eikon Python API, I want to retrieve the yield to redemption(RY) time series for this bond index.

What would my request look like to retrieve this time series?

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Accepted answers

chavalit-jintamalit

Hi @jimmy.chan

You can use "Data Item Browser" to explore what fields are available.

So your API call should look like this:

df,e = ek.get_data('.TRXVAUGOV10D',
                   ['TR.YIELDTOMATURITY(SDate=0,EDate=-49,Frq=D).Date',
                    'TR.YIELDTOMATURITY(SDate=0,EDate=-49,Frq=D)'])
df

But it seems that this data field is not available for .TRXVAUGOV10D RIC code.

So please contact Refinitiv Content Helpdesk at https://my.refinitiv.com to get help on data fields that carry the information you are looking for.

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