Government Auctions Results Fetching

d.fecher
d.fecher Newcomer
in Eikon Data APIs

Hi there,


Eikon Desktop includes the app 'Governments Auctions' where you can retrieve the latest bond auction results which look like this:


1673534058023.png


And then there is a possibility to download an Excel file with the data.

1) However, I would like to fetch this data with C# using EikonDataAPI. Is there an opportunity to do it?

(P.S. similar to the function

eikon.GetTimeSeries()

where the prices for the given period could be pulled).


2) IF not, is there any way to pull the list of ISINs and/or RICs for the Government Auction Results of the given time period for the given country?


Thanks


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Best Answer

  • jason.ramchandani01
    jason.ramchandani01 admin
    Answer ✓

    @d.fecher So I have been able to get some of the data with our Refinitiv Data Library - here is the API call using Python Access Layer:

    import refinitiv.data as rd
    rd.open_session()
    rd.discovery.search(
        view=rd.discovery.Views.GOV_CORP_INSTRUMENTS,
        select="ISIN,RIC,IssuedAs,IssueDate,AuctionDate,,Currency,FaceIssuedTotal,CouponRate,MaturityDate", 
        filter="IssuerCountryName eq 'Canada' and IndustrySectorDescription eq 'Sovereign' and AuctionDate ge 2022-10-01 and IsActive eq true and AssetStatus ne 'MAT'",
        top=10000,
        
    )

    1673538287024.png

    You can try this in a codebook instance to see the result for yourself in python.

    Now the RD library also has a .NET variant that is currently in Beta. You can find out more using the search tutorial here. From the tutorial we can just replace the filter text and select text and we should get the same result set back. 

    response = Search.Definition().View(Search.View.GovCorpInstruments)
                                  .Filter("IssuerCountryName eq 'Canada' and IndustrySectorDescription eq 'Sovereign' and AuctionDate ge 2022-10-01 and IsActive eq true and AssetStatus ne 'MAT'")
                                  .Select("ISIN,RIC,IssuedAs,IssueDate,AuctionDate,,Currency,FaceIssuedTotal,CouponRate,MaturityDate")
                                  .Top(10000)
                                  .GetData();

    The Search API is very powerful - but has some complexity to it - there are a couple of great articles on this here and here. Though they are in Python - the query texts etc should all be directly transferable to their .NET counterparts. I hope this can help.

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