Cannot reproduce in Python retrieval of historic corp bond data

Hi, I tried to reproduce in Python (3.7) a calculation I ran in Excel but in Python I get no results:

lstAttrs = ['NDA_RAW.Nda_date','NDA_RAW.Nda_z_spread','NDA_RAW.Nda_asset_swap_spread','NDA_RAW.Nda_ask_yield','NDA_RAW.Nda_ask_yield','NDA_RAW.Nda_bid_yield','NDA_RAW.Nda_mid_yield']

myRic = "GBBHLGTW0="
df = ek.get_timeseries(myRic,fields = lstAttrs,start_date= '2020-11-01',end_date = '2021-04-07', interval= 'daily')

df Out[23]:

Out[23]:

GBBHLGTW0= NDA_RAW.NDA_DATE ... NDA_RAW.NDA_MID_YIELD

Date ...

2020-11-02 <NA> ... <NA>

2020-11-03 <NA> ... <NA>

2020-11-04 <NA> ... <NA>

2020-11-05 <NA> ... <NA>

2020-11-06 <NA> ... <NA>

... ... ... ...

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Accepted answers

Jirapongse

@grigorios.mamalis

The get_timeseries method of the Eikon Data API can't provide NDA_RAW data.

To retrieve that data, you may need to use the RDP library instead.

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('<app key>')
response = rdp.HistoricalPricing.get_summaries('GBBHLGTW0=', fields=['ZSPREAD','AST_SWPSPD','A_YLD_1','B_YLD_1','MID_YLD_1'])

display(response.data.df)

For more information, please refer to Getting Started with Python.

All comments

Marek.Kotwica

Hi Grigorios!

thank you for raising it. NDA is Refinitiv internal Database used mainly to support historical data. In Eikon Desktop NDA is a source for applications like Chart or Eikon Excel Rhistory function. Fields NDA_RAW are showing exact fields, which are supported for specific ISIN/RIC in NDA database, but this data model is considered legacy and not supported in modern API's.

I have asked a specialist in my team to take over a ticket 09788593 which was raised on your behalf (communication form customersupport@refinitiv.com) and advise further regarding possibilities to obtain historical pricing of bonds in our API's.

thank you

Marek

Jirapongse

@grigorios.mamalis

The get_timeseries method of the Eikon Data API can't provide NDA_RAW data.

To retrieve that data, you may need to use the RDP library instead.

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('<app key>')
response = rdp.HistoricalPricing.get_summaries('GBBHLGTW0=', fields=['ZSPREAD','AST_SWPSPD','A_YLD_1','B_YLD_1','MID_YLD_1'])

display(response.data.df)

For more information, please refer to Getting Started with Python.

grigorios.mamalis

Hi, many thanks to both of you. I also tried the rdp version and worked as a charm.

Best regards, Grigoros

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