Unable to get Data for RIC GBIRPO1=R (Parameter calculated by refinitiv)

svicente

I am hereby requesting help on retrieving historical data from the Refinitiv data library (dataplatform) api.

I am interested in obtaining historical data for the RIC "GBIRPO1=R" for the parameter "RT_YIELD_1" which is the Implied Yield Close calculated by Refinitiv. The code I am using in the codebook app is: rd.get_history(universe="RT_YIELD_1", fields=["RT_YIELD_1"], interval="1Y") But I get the following error: RDError: Error code 1 | No data to return, please check errors: No data to return, please check errors: ERROR: No successful response. (TS.Interday.UserRequestError.70005, The universe is not found..

I am although able to get the historical data (for the same RIC and Parameter) through excel with the following formula: =RHistory(GBIRPO1=R;$B$8;"START:"&"01/01/2020"&" END:"&"01/01/2022"&" INTERVAL:1D";;"CH:FD NULL:ZERO DAY:W SORT:DESC TSREPEAT:NO";Implied Yield Close)

I would greatly appreciate your help on getting this to work through the dataplatform API

Jirapongse

@svicente

I got the "The universe does not support the following fields: [RT_YIELD_1]." error when running this code:

rd.get_history(universe="GBIRPO1=R", fields=["RT_YIELD_1"], interval="1Y")

It looks like the value of RT_YIELD_1 of GBIRPO1=R is not available on the RDP historical endpoint.

Moreover, from my testing, the rd.get_history method can't retrieve any historical data of GBIRPO1=R.

The /data/historical-pricing/v1/views/interday-summaries/ endpoint in RDP doesn't return any data for GBIRPO1=R.

You may need to contact the RDP support team directly via MyRefintiv to verify it.

However, Eikon Data API can retrieve historical data of GBIRPO1=R. You can refer to the 01.04 Eikon Data API/Eikon_Data_API_TimeSeries.ipynb example in CodeBook.

ek.get_timeseries(['GBIRPO1=R'],interval="yearly",start_date="2010-01-01", end_date="2022-12-01")