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
