BNDC Alternatives

sylvio.campos
sylvio.campos Newcomer
in Eikon COM

Hi,

Every month in early days I need to get this “Dirty Price” from the BNDC for the last business day from past month and for several bonds.

Today I’m doing one by one in the BNDC, is there a way to access this price through the EIKON API or some way to automatize this job?

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Thanks in advance,

Sylvio Campos Neto

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Best Answer

  • m.bunkowski
    m.bunkowski LSEG
    Answer ✓

    Hi @sylvio.campos

    You can use the latest refinitiv-data library to get that. You can use a loop to go through your list and retrieve the results you want.

    import refinitiv.data as rd
    from refinitiv.data.content.ipa.financial_contracts import bond
    rd.open_session() 
    response = bond.Definition( 
        instrument_code='XS2525253436', 
        fields=['DirtyPrice'], 
        pricing_parameters=bond.PricingParameters( 
            trade_date="2023-05-31")).get_data() 
    response.data.raw


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