Previously, I could use ld.get_history to fetch 'OPEN_PRC', 'HIGH_1', 'LOW_1', and 'BID', but now I can only get 'BID' data. Why is that?
ld.get_history
@rice
Thank you for reaching out to us.
You can remove the fields parameter. The output will contain all available fields for that RIC and interval.
Hello @rice
The error message indicates that the RIC GB10YT=RR does not contain all requested fields.
I suggest you follow @Jirapongse solution above.
But I was able to access these fields of it before, and searching in the DIB shows that these fields have values.
I ran the code and found it returns the following fields for the daily historical data of GB10YT=RR.
Index(['BID', 'ASK', 'B_YLD_1', 'A_YLD_1', 'YLDTOMAT', 'ASP6M', 'BID_HIGH_1', 'OPEN_BID', 'BID_LOW_1', 'HIGH_YLD', 'LOW_YLD', 'MID_PRICE', 'MID_YLD_1', 'CONVEXITY', 'MOD_DURTN', 'ASK_HIGH_1', 'ASK_LOW_1', 'OPEN_ASK', 'OPEN_YLD', 'AST_SWPSPD', 'BPV', 'BMK_SPD', 'ISMA_A_YLD', 'ISMA_B_YLD', 'SWAP_SPRDB', 'ASP3M', 'OAS_BID', 'ZSPREAD', 'INT_BASIS', 'INT_CDS', 'TRTN_PRICE', 'OIS_SPREAD', 'TED_SPREAD', 'ASP1M', 'DIRTY_PRC', 'CLEAN_PRC'], dtype='object', name='GB10YT=RR')
The fields could be OPEN_BID, BID_HIGH_1, BID_LOW_1, and BID.
I don’t understand why the data was accessible before but now it’s saying this field doesn’t exist. Was there an internal adjustment to the data fields? Will this happen again in the future?
The data is from the Historical Pricing API. You can contact the Historical Pricing API support team directly via LSEG Support to verify this.
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