Hi, I want to download time series data for government and corporate bond yields. I found the scr...

Hi, I want to download time series data for government and corporate bond yields. I found the screens with current data but I could not retrieve any historical (time series) data. Thank you!

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Accepted answers

chavalit-jintamalit

Hi @evan.salachas

The get_historical_price_summaries does not support multiple instruments.

You can make a loop in your code:

All comments

Alex Putkov.1

Here's a quick example

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('USE_YOUR_APP_KEY_HERE')
rdp.get_historical_price_summaries(
        universe = '345370BR0=',
        start = '2020-12-10',
        end = '2020-12-26',
        fields=['MID_YLD_1'])

For more examples see Jupyter notebooks demonstrating Historical Pricing under RDP Library examples in Refinitiv API Samples repository on Github.

evan.salachas

Hi Alex, thank you for the answer

Just want to comment that I run the code and it seems that it is executed however I do not see any output.

I also run the code in Jupiter and the output was presented

Should I run any other command?

Thank you in advance

evan.salachas

Thank you for your answer. The code works well. How can I obtain data for multiple series in universe e.g.

universe = '345370BR0= 'GR176298006= and so on. Thank you

evan.salachas

Thank you for your answer. The code works well. How can I obtain data for multiple series in universe e.g.

universe = '345370BR0= 'GR176298006= and so on. Thank you

chavalit-jintamalit

Hi @evan.salachas

The get_historical_price_summaries does not support multiple instruments.

You can make a loop in your code:

evan.salachas

Thank you for the response! It works!

evan.salachas

Hi,

In relation to a previous comment, how can I download the output data into an excel? For example the first column dates, the second column the MID_YLD_1 for the first RIC, the third column the MID_YLD_1 for the second RIC, and so on.

Thank you in advance,

Alex Putkov.1

get_historical_price_summaries method of RDP library can only retrieve one instrument at a time. To retrieve timeseries for multiple instruments you need to do it sequentially, one instrument at a time.

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