How to extract data for Bonds ISINs using Python

catolica_user18
catolica_user18 Newcomer
in Eikon Data APIs

Im trying to retrieve historical prices for bonds on refinitiv eikon for around 500 bonds, however the code Im trying its not working:
"...

dataframes = {}

for isin in isin_numbers:
    try:
        # Fetch the issue date
        df_issue_date, err = ek.get_data(isin, ['TR.FiIssueDate'])
        issue_date = df_issue_date['Issue Date'][0].strftime('%Y%m%d')

        df, e = ek.get_data(isin, ['TR.ASKPRICE(SDate=' + issue_date + ', EDate=20230531,Frq=D).date','TR.BIDPRICE(SDate=' + issue_date + ', EDate=20230531, Frq=D)','TR.ASKPRICE(SDate=' + issue_date + ', EDate=20230531, Frq=D)'])
        dataframes[isin] = df
    except:
        print(f"No data available for ISIN: {isin}")

# Concatenate all dataframes into a single dataframe
df_all = pd.concat(dataframes.values())

I would highly appreciate your help.
Thanks a lot

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @catolica_user18

    Thank you for reaching out to us.

    You can try this one:

    dataframes = {}
    isin_numbers = ["US91282CHC82","DE000BU2Z007","JP1103701P43"]
    edate = "2023-05-31"
    df_issue_dates, err = ek.get_data(isin_numbers, ['TR.FiIssueDate'])
    for index, row in df_issue_dates.iterrows():
        try:
            isin = row["Instrument"];
            issue_date =  row["Issue Date"]
            print(isin, issue_date)
            if not pd.isnull(issue_date):
                df, err = ek.get_data(isin, 
                                 ['TR.ASKPRICE.date',
                                  'TR.BIDPRICE',
                                  'TR.ASKPRICE'],
                                 {"SDate":issue_date, "EDate":edate, "Frq":"D"})
                display(df)
                dataframes[isin] = df
            else:
                print(f"{isin} has no issue date.")
        except:
            print(f"No data available for ISIN: {isin}")
            
    df_all = pd.concat(dataframes.values())

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