Get US 13 weeks close prices

lorenzo.cerreta
lorenzo.cerreta Newcomer
in Eikon Data APIs

I need the daily returns of the 13 weeks treasury bill (the equivalent of ^IRX on Yahoo finance), but this snippet gives me only the last day:

stock_prices, err = ek.get_data(    'US3MT=RR',    ['CF_CLOSE.Date', 'CF_CLOSE'],   
 {'SDate': '2020-12-12',     'EDate': '2019-12-12'})
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  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    @lorenzo.cerreta

    The official name for what you're after (based on the Yahoo! Finance link you provided) is "CBOE Short-Term Interest Rate Index", which represents the discount yield on the most recently auctioned 13 week US T-bill, and which is used as an underlying for CBOE interest rate options. The RIC for this index is ".IRX".

    http://www.cboe.com/index/dashboard/IRX

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