Case 08449503 - I'm trying to pull historical bond prices via the API. I can find this informatio...

Reginald.Flores

...n under the "Price History" tab when looking at the bond's Eikon page (for example, CUSIP 64966MHL6 shows Bid/Ask prices for March 2nd as 124.273 and 124.773)

I'm trying to pull historical bond prices via the API. I can find this information under the "Price History" tab when looking at the bond's Eikon page (for example, CUSIP 64966MHL6 shows Bid/Ask prices for March 2nd as 124.273 and 124.773).

I'd like to pull this data, but *historically* via the Python API. Using:
data, e = ek.get_data(["64966MHL6=MSRB"], ["TR.CLOSEPRICE.date", "TR.CLOSEPRICE.value"], parameters={"Sdate":'2020-01-01', "Edate":'2020-03-03'})

I can see most of the closing prices, however, there is not a value for every date.

Using:
data, e = ek.get_data(["837151KZ1=MSRB"], ["TR.FIPrice.date", "TR.FIPrice.value"], parameters={"Sdate":'2020-01-01', "Edate":'2020-03-03'})

I can get just the most recent date--it doesn't seem to ever return a series for all of the values.

Ideally, I'd be able to pull the FIPrice (or, another price value that exists for every day) as a series.

What is the best way to do that?

chavalit-jintamalit

Hi @Kristan.de Guia

If helpdesk confirms that there is no field carrying the information.

Then, it is not possible to use the Eikon Data API(Python) to access the information.

You can consider using Eikon Data API .NET to retrieve timeseries "BID" view.

https://developers.refinitiv.com/eikon-apis/net-apis-use-custom-applications/learning?content=8724&type=learning_material_item

chavalit-jintamalit

Hi @Reginald.Flores

I am assuming that you are posting this question on the client's behalf.

Please note that this is a content question in which the helpdesk handles them with content team.

I can only give overview of the information:

According to Data Item Browser, TR.FIPrice does not support timeseries. So client cannot retrieve it as timeseries.

But TR.CLOSEPRICE supports timeseries

Kristan.de Guia

Hi @chavalit-jintamalit,

Client is still unable to perform what he needs on this. Please see reply below and I will check this from time-to-time regarding the progress.

I have spent a considerable amount of time trying things in the Data Item Browser and none of what I could find matches what is on the Price History page. Again, what I want is this table (specifically the Bid/Ask columns):

I can get the current values, but not the historical ones.

Any advise no how can we replicate similar table above using Python API?