...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?
