How to get the 3M USD LIBOR interest rate historical data with Python Eikon API?

Tulkkas · October 2019

I would like o get 3M USD LIBOR interest rate (i think the RIC is USDLIBOR) but I do not know what field and parameter I should enter in the get_data() function. Could anyon point that out to me?

m.bunkowski · October 2019

Hi @Tulkkas

If you want to use get_data method, you can try this:

ek.get_data('USD3MFSR=X',['TR.FIXINGVALUE.date','TR.FIXINGVALUE'],{"Sdate":'2005-01-03', "Edate":'2019-01-03'})

SupDev1 · October 2019

use the get_data() function
https://community.developers.refinitiv.com/questions/23574/hi-we-are-learning-eikon-python-api-there-is-get-t.html

Libor Three-Month Dollar Rates ric - USD3MFSR=

RIC search
https://community.developers.refinitiv.com/questions/11480/i-am-trying-to-retrieve-yearly-libor-rates-via-api.html

Tulkkas · October 2019

Thank you but could you be a little more specific?

Like i managed to get data using get_timeseries() as follow:

data = ek.get_timeseries(['USD3MFSR=X'], ['Close'],start_date="2005-01-03", end_date= "2019-01-03");

But i can't find a workaround to make get_data() to work. Any ideas why this does not work:

data = ek.get_data(['USD3MFSR=X'], ['Close'],{start_date: "2005-01-03", end_date:  "2019-01-03"});

nick.zincone · October 2019

Hi @Tulkkas,

I don't believe the backend reference DB keep track of historical values for this instrument. You will have to use the get_timeseries() to retrieve these values. I noticed within the Data Item Browser, there are no historical parameters offered:

You can verify this with the Refinitiv Helpdesk, which you can reach by either using Contact Us capability in your Eikon application or by calling the Helpdesk number in your country. The moderators on this forum do not have deep expertise in every type of content available through Eikon. The Helpdesk will research your question and will get back to you.

Tulkkas · October 2019

https://community.developers.refinitiv.com/discussion/comment/50042#Comment_50042

That works well indeed. Just the correct field name for the date is 'TR.FIXINGVALUE.Date' with capital letter.

How to get the 3M USD LIBOR interest rate historical data with Python Eikon API?

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How to get the 3M USD LIBOR interest rate historical data with Python Eikon API?

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