How to pull historic maturities for a RIC

TR_16
TR_16 Newcomer

Hi,

I would like to use the python refinitiv data library to pull historic maturities for a relative ticker, such as:

USDSROIS1Y=

Please advise how to do this? As ticker is relative, the maturity changes every day, and the field "MATUR_DATE" does not return anything on an historic basis.

Thanks,

Answers

  • Gurpreet
    Gurpreet admin

    Hello @TR_16

    I don't see maturity as one of the fields available for historical timeseries. The historical data has data for number of days to maturity, which might be usable -

    df = ld.get_history(
    	universe="USDSROIS1Y=",
    	interval="1D",
    	start="2025-01-01",
    	end="2025-04-01",
    )
    
    USDSROIS1Y=  OPEN_BID  BID_HIGH_1  BID_LOW_1     BID     ASK  MID_PRICE  DAYS_MAT
    Date
    2025-01-01     4.1729      4.1905     4.1711  4.1719  4.1821      4.177       367
    2025-01-02      4.188       4.188     4.1407  4.1736  4.1836     4.1786       365
    2025-01-03     4.1717        4.19     4.1559   4.184   4.204      4.194       365
    

    If not, then I would urge you to raise a ticket at LSEG MyAccount to speak with a data content expert.