Issue retrieving bond data with RDP

marek.nowik

Hello,

Is there any known issue retrieving data for newly added securities using RDP? I have been using RDP for my program for months now and since yesterday I cannot retrieve data I need on the bonds recently added to the database. I am using platform session and get_bond_analytics method. It does work on bonds added over a week ago but returning "Market data error : Missing metadata for the InstrumentCode [x]" for newer securities. Eikon API pulls data properly.

Sample code to highlight this follows with outputs below:

import refinitiv.dataplatform as rdp
from refinitiv.dataplatform.content import ipa
from refinitiv.dataplatform.content.ipa import bond
%run ./credentials.ipynb
session = rdp.open_platform_session(    
    APP_KEY,
    rdp.GrantPassword(
        username = RDP_LOGIN,
        password = RDP_PASSWORD
    )
)

isin_list = ["XS2356031109","XS2356047790","GB00BHLMH792","DE000BLB6R44",
            "XS2355595799","GB00BHLMH131","GB00BHLMGV68","XS2351304246",
             "GB00BHLMFS64","GB00BHLMBX38","XS2353003622"]

rdp.get_bond_analytics(
    universe = isin_list,
    fields = [
        "Isin","AssetIdCode","Ticker","MarketDataDate","Price","YieldPercent",
        "SettlementConvention","CouponRatePercent","CouponTypeDescription",
        "CouponType","NotionalAmount","NotionalCcy","IssueDate","EndDate",
        "Structure","RateStructure","ErrorMessage"
    ]
)

Eikon API:

import pandas as pd
import eikon as ek
ek.set_app_key('APP_KEY')

bond_data, err = ek.get_data(isin_list, fields = 
['TR.AssetIDCode','TR.FiTicker','TR.FiIssuerName','TR.FiInstrumentTypeDescription','TR.CA.AmtOutstanding','TR.FiCurrency','TR.CouponRate','TR.FiCouponClass','TR.InterestFormula','TR.FiIssueDate','TR.FiMaturityDate','TR.ADF_BONDSTRUCTURE','TR.ADF_RATESTRUCTURE']
)

bond_data

Thank you for your help,

Marek

Gurpreet

Hi @marek.nowik,

This is not an issue with RDP library, but rather a content issue with Refinitiv Data Platform. I don't get any data for these new bonds on the API playground either. I would recommend that you raise a service ticket at my.refinitiv.com to get a solution.

marek.nowik

thank you @Gurpreet