How to pull whole list of active bonds for an issuer in python

In python, I need to download the full list of bonds that are currently active on the italian BTP curve. For each bond, I would like this information:
-Cusip
-ISIN
-Dirty Price
-Coupon
-Last coupon date
-Next coupon date
-Issue date
-Maturity
-Description
-yield to maturity
For something else, I'm currently using the following code setup, from one of the examples online, which works:
import requests
import json
import rdpToken
RDP_version = "/v1"
base_URL = "https://api.refinitiv.com"
category_URL = "/data/historical-pricing"
endpoint_URL = "/views/interday-summaries"
universe_parameter_URL = "/"
def rt_downloader(RIC, RESOURCE_ENDPOINT, accessToken, start_date, end_date, fields):
requestData = {
"interval": "P1D",
"start": "2023-10-01",
"end": "2024-03-01",
"adjustments": "exchangeCorrection,manualCorrection,CCH,CRE,RPO,RTS",
"maxpoints": 20,
"fields": "B_YLD_1"
}
dResp = requests.get(RESOURCE_ENDPOINT, headers={"Authorization": "Bearer " + accessToken}, params=requestData)
How can the above be done please for the whole list of bonds for that issuer?
Thank you
Best Answer
-
Thank you for reaching out to us.
You can use the Search API to get a list of bonds. Then, you need to call the /views/interday-summaries for each bond.
You can also use LSEG Data Library for Python. The examples are on GitHub.
For the Search API, please refer to this Building Search into your Application Workflow article.
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