how to use eikonapi fetching Bond data in R?

Bob Dylan
Bob Dylan Newcomer
in Eikon Data APIs

hi ,

I'm using eikonapir package and function get_timeseries

it works perfect with equity (RIC) until I want to fetch bond data such as OAS or close.

for example

get_timeseries("BE0002234038",list("*"),"2019-07-04T00:00:00","2019-10-24T00:00:00","daily")

or

get_timeseries("BE0002234038",list("OAS.Timestamp;OAS.Value"),"2019-07-04T00:00:00","2019-10-24T00:00:00","daily")

gives no result.

Is this an identifier issue?

=RHistory("BE0002234038"&"=","OAS.Timestamp;OAS.Value","INTERVAL:1D",,"TSREPEAT:NO CH:Fd","time") works

Thanks for help and don't hesitate if you need more information



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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    You can use the get_data function instead in order to get the OptionADJUSTEDSPREADBID value.

    The function's parameters are:


    data_frame2 <- get_data("BE0002234038", 
                            list("TR.OptionADJUSTEDSPREADBID.Date, TR.OptionADJUSTEDSPREADBID"),
                            list("Frq"="D","SDate"="0D","EDate"="-1Y"))

    The output is:

    imageTo find other fields, you can use Data Item Browser or Eikon Excel Formula Builder. Please find fields that can be used with the =TR function.

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