Not getting info from TR.IssuerRating

Andresgo
Andresgo Newcomer
in Eikon Data APIs

Hi, I am using the following code:


CORP_COLOMB_US = ['ES122321657=','CO080166524=','CO089109256=','CO141154222=','CO165899431=','CO081101035=' ]


ts2,e2 = ek.get_data(CORP_COLOMB_US,

["TR.BENCHMARKSPREAD.date","TR.BENCHMARKSPREAD","TR.ASSETSWAPSPREAD","TR.MODIFIEDDURATION"],

{'SDate':start_date,'EDate':end_date,'Frq':'D'})


This works fine. However, when I add the field TR.IssuerRating it doesn't work anymore. I looked in the Data Item Browser and the field is supposed to work with historic information as is shown in the picture below.


How should I correct the code in order to get that information?

Thanks!


image

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @Andresgo

    I think you can try this code:

    start_date = "2015-12-31"
    end_date = "2021-03-15"

    RICs= ['195325BN4=','USP3772NHK11=','195325BQ7=','CO018437384=','195325CX1=','CO007401060=',
    '195325DL6=','CO010878659=','195325DP7=','195325DR3=','195325DS1=','CO016187933=',
    'CO026779405=','195325BM6=','195325BR5=','195325CU7=','195325DQ5=','195325DT9=','195325DX0='] #YANKEES COLOMBIA
    fields3 = ["TR.IssuerRating","TR.IR.RatingDate"]
    ts1,e1 = ek.get_data(RICs,fields3,{'SDate':start_date,'EDate':end_date,'Frq':'D'})
    ts2 = ts1.loc[ts1['Date'] != '']
    ts2

    image

Answers

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @Andresgo

    I believe that the start_date and end_date that you input to the API call, does not include the date the issuer rating is calculated.

    For example, if the date include 8th April 2020, you would get the result.

    image

  • Andresgo
    Andresgo Newcomer
    https://community.developers.refinitiv.com/discussion/comment/75279#Comment_75279

    Hi,

    Thanks for your answer. I tried to do what you explained but it didn't work.

    Look the code that I wrote.


    start_date = "2019-12-31"

    end_date = "2021-03-15"


    RICs= ['195325BN4=','USP3772NHK11=','195325BQ7=','CO018437384=','195325CX1=','CO007401060=',

    '195325DL6=','CO010878659=','195325DP7=','195325DR3=','195325DS1=','CO016187933=',

    'CO026779405','195325BM6=','195325BR5=','195325CU7=','195325DQ5=','195325DT9=','195325DX0='] #YANKEES COLOMBIA

    fields3 = ["TR.IssuerRating","TR.IR.RatingDate"]

    ts1,e1 = ek.get_data(RICs,fields3,{'SDate':start_date,'EDate':end_date,'Frq':'D'})

    ts1

    image


    I got an empty dataframe. What should I do?

    Thanks!

  • chavalit-jintamalit
    chavalit-jintamalit admin
    https://community.developers.refinitiv.com/discussion/comment/75381#Comment_75381

    Hi @Andresgo

    I am not a content expert but I believe that it does not make sense to query Issuer Rating with a start date and end date.

    Please try this code: (note that CO026779405 should be CO026779405=)

    RICs= ['195325BN4=','USP3772NHK11=','195325BQ7=','CO018437384=','195325CX1=','CO007401060=',
    '195325DL6=','CO010878659=','195325DP7=','195325DR3=','195325DS1=','CO016187933=',
    'CO026779405=','195325BM6=','195325BR5=','195325CU7=','195325DQ5=','195325DT9=','195325DX0='] #YANKEES COLOMBIA
    fields3 = ["TR.IssuerRating","TR.IR.RatingDate"]

    ts1,e1 = ek.get_data(RICs,fields3)
    ts1

    image


  • Andresgo
    Andresgo Newcomer

    Hi,

    Thanks for your answer. Indeed, when I used the formula without start and end date it works. However I woul like to have it for a time series because I would like to see when an issuer is downgraded or upgraded and the different rating levels.

    Thanks anyway for taking a look.

  • Andresgo
    Andresgo Newcomer
    https://community.developers.refinitiv.com/discussion/comment/75578#Comment_75578

    Thanks! this helps!

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