Extract bond time series information from LSEG python package by ISIN

dz328
dz328 Newcomer
edited June 19 in Refinitiv Data Platform Libraries

Hi All,

I need to extract the following bond information using LSEG python package:

  1. macaulay duration,
  2. outstanding amount,
  3. market value
  4. bond rating
  5. bond maturity date
  6. bond coupon rate

I try to use the field in my attach file, but it doesn't work. Could you advise me the proper field name to extract such information?

I attached my code and output:

Many thanks!

field_tocollect = ['TR.ASKPRICE.date', 'TR.BIDPRICE','TR.ASKPRICE', 'TR.ASKYIELD', 'TR.BIDYIELD',
'TR.DURATION','TR.MODIFIEDDURATION', 'TR.CONVEXITY', 'MAC_DURTN', 'TR.AmtOutstanding'
'TR.CA.CouponRate', 'TR.FIMaturityDate', 'TR.IssuerRating']

isinlist = ['US749571AF20', 'US22822VAE11']

df = ld.get_data(
universe = isinlist,
fields=field_tocollect,
parameters={"SDate": "2008-05-01", "EDate": "2025-06-17", "Frq": "M"}
)

MyPythonCode.png
MyPythonOutput.png
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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @dz328

    Thank you for reaching out to us.

    This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

    The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through the LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

    You need to ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data. Then, we can help you converting that formula to Python code.

    Otherwise, you can use the Data Item Browser tool to search for fields and parameters.

  • dz328
    dz328 Newcomer

    The question is not resolved. I asked this question to LSEG support. LSEG support team recommended me to ask the question here since there are more experts on it.

    The Data item browser doesn't help — I tried several other field names and they don't work.

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @dz328

    Please ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data. Then, we can help you converting that formula to Python code.

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