Not getting info from TR.IssuerRating

Hi, I am using the following code:

CORP_COLOMB_US = ['ES122321657=','CO080166524=','CO089109256=','CO141154222=','CO165899431=','CO081101035=' ]

ts2,e2 = ek.get_data(CORP_COLOMB_US,

["TR.BENCHMARKSPREAD.date","TR.BENCHMARKSPREAD","TR.ASSETSWAPSPREAD","TR.MODIFIEDDURATION"],

{'SDate':start_date,'EDate':end_date,'Frq':'D'})

This works fine. However, when I add the field TR.IssuerRating it doesn't work anymore. I looked in the Data Item Browser and the field is supposed to work with historic information as is shown in the picture below.

How should I correct the code in order to get that information?

Thanks!

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Accepted answers

chavalit-jintamalit

Hi @Andresgo

I think you can try this code:

start_date = "2015-12-31"
end_date = "2021-03-15"

RICs= ['195325BN4=','USP3772NHK11=','195325BQ7=','CO018437384=','195325CX1=','CO007401060=',
'195325DL6=','CO010878659=','195325DP7=','195325DR3=','195325DS1=','CO016187933=',
'CO026779405=','195325BM6=','195325BR5=','195325CU7=','195325DQ5=','195325DT9=','195325DX0='] #YANKEES COLOMBIA
fields3 = ["TR.IssuerRating","TR.IR.RatingDate"]
ts1,e1 = ek.get_data(RICs,fields3,{'SDate':start_date,'EDate':end_date,'Frq':'D'})
ts2 = ts1.loc[ts1['Date'] != '']
ts2

All comments

chavalit-jintamalit

Hi @Andresgo

I believe that the start_date and end_date that you input to the API call, does not include the date the issuer rating is calculated.

For example, if the date include 8th April 2020, you would get the result.

Andresgo

Hi,

Thanks for your answer. I tried to do what you explained but it didn't work.

Look the code that I wrote.

start_date = "2019-12-31"

end_date = "2021-03-15"

RICs= ['195325BN4=','USP3772NHK11=','195325BQ7=','CO018437384=','195325CX1=','CO007401060=',

'195325DL6=','CO010878659=','195325DP7=','195325DR3=','195325DS1=','CO016187933=',

'CO026779405','195325BM6=','195325BR5=','195325CU7=','195325DQ5=','195325DT9=','195325DX0='] #YANKEES COLOMBIA

fields3 = ["TR.IssuerRating","TR.IR.RatingDate"]

ts1,e1 = ek.get_data(RICs,fields3,{'SDate':start_date,'EDate':end_date,'Frq':'D'})

ts1

I got an empty dataframe. What should I do?

Thanks!

Andresgo

Hi,

Thanks for your answer. Indeed, when I used the formula without start and end date it works. However I woul like to have it for a time series because I would like to see when an issuer is downgraded or upgraded and the different rating levels.

Thanks anyway for taking a look.

chavalit-jintamalit

Hi @Andresgo

I think you can try this code:

start_date = "2015-12-31"
end_date = "2021-03-15"

RICs= ['195325BN4=','USP3772NHK11=','195325BQ7=','CO018437384=','195325CX1=','CO007401060=',
'195325DL6=','CO010878659=','195325DP7=','195325DR3=','195325DS1=','CO016187933=',
'CO026779405=','195325BM6=','195325BR5=','195325CU7=','195325DQ5=','195325DT9=','195325DX0='] #YANKEES COLOMBIA
fields3 = ["TR.IssuerRating","TR.IR.RatingDate"]
ts1,e1 = ek.get_data(RICs,fields3,{'SDate':start_date,'EDate':end_date,'Frq':'D'})
ts2 = ts1.loc[ts1['Date'] != '']
ts2

Andresgo

Thanks! this helps!

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