Bond Ratings

Alan Tam123
Alan Tam123 LSEG
in Eikon Data APIs

What's the best way to retrieve all Bond Ratings in the below screen (see bottom right corner)?

The RIC is US71568QAG29

image


Tagged:

Best Answer

  • m.bunkowski
    m.bunkowski LSEG
    Answer ✓

    Hi @Alan Tam123

    Try this:

    df, err = ek.get_data('ID189900872=', ['TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY).RatingSourceDescription','TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY)','TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY).date'])
    df

    image


Answers

  • Alan Tam123
    Alan Tam123 LSEG

    There are meant to be 3 Ratings on the screen.

    image

  • dianne.palmario
    dianne.palmario LSEG

    Hello, I am trying to retrieve the Ratings for some bonds using the python API. Would you please tell me what is the command for it? I cannot make the below script work.


    from refinitiv.data.content import search

    import refinitiv.data as rd

    import pandas as pd

    from datetime import date, timedelta, datetime

    import numpy as np


    rd.open_session()


    response = search.Definition(view=search.Views.FIXED_INCOME_INSTRUMENTS, \

    filter = f"MaturityRedemDate ge {datetime.today().strftime('%Y-%m-%d')} and IsActive eq true and (InstrumentTypeDescription eq 'Bond' or InstrumentTypeDescription eq 'Note') "\

    "and PrincipalCurrency eq 'GBP' "\

    "and InflationProtected eq 'N' "\

    "and IndustrySectorDescription ne 'Other Financial' and IndustrySectorDescription ne 'Sovereign' and IndustrySectorDescription ne 'Official and Muni' and IndustrySectorDescription ne 'Supranational' "\

    "and IndustrySectorDescription ne 'Banks' and IndustrySectorDescription ne 'Agency' and IndustrySectorDescription ne 'Official and Muni'", \

    navigators = "SectorDescription", \

    select="IssuerLegalName, RIC, ISIN, IsActive, IssueDate, MaturityRedemDate, MaturityYearsToRedem, IssuerCountry, "\

    "PrincipalCurrency, InflationProtected, SearchAllCategoryv3, InstrumentTypeDescription, DebtTypeDescription, AssetType, AssetCategory, AssetTypeDescription, AssetSubTypeDescription, AssetStateName," \

    "MoodysRating, MoodysRatingDate, SPBondRatingLatest, SPRating, SPRatingDate, "\

    "MaturityDate, RCSOrganisationTypeName, IndustrySectorDescription, DbSubTypeDescription, Sector, SectorDescription,"\

    "DocumentTitle, Description", \

    top = 10000).get_data()


    df = response.data.df


    df1 = rd.get_data(

    universe=[df["RIC"][1-10000]],

    #fields=['TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY).RatingSourceDescription','TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY)','TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY).date']

    fields=['TR.GR.Rating.RatingSourceDescription','TR.GR.Rating','TR.GR.Rating.date']

    )


    display(df1)


    the goal is to have, per each entry retrieved by the search, the Zspread and the last ratings information (from Moodys and Fitch, with timestamp) also, do you have any guide that I can use regarding retrieving Fixed Income instruments using the Python API? I often struggle to know which info are available and what's the code (for "filter" or "select") to be used

Categories