Problem with S&P Credit Ratings

jgarden
jgarden Explorer
in Eikon Data APIs

It appears that S&P Ratings data is not flowing via the Eikon API, see code and resulting df:

CUSIPS = ['002824BF6', '00724FAC5', '001055AM4', '037833BY5']
fields = [ek.TR_Field('TR.FIIssuerDescription'), ek.TR_Field('TR.ADF_COUPON'), ek.TR_Field('TR.FIMaturityDate'), ek.TR_Field('TR.YieldToWorstDateAnalytics'), 
          ek.TR_Field('TR.FIIndustrySector'), ek.TR_Field('TR.FIPricingMidPrice'), ek.TR_Field('TR.FIWorstCorpYield'), ek.TR_Field('TR.FIAccruedInterest'), 
          ek.TR_Field('TR.FIWorstAverageLife'), ek.TR_Field('TR.FiOptionAdjustedDuration'), ek.TR_Field('TR.OASAnalytics'),ek.TR_Field('TR.FiSPRating', params = {'SEG':'G'}), ek.TR_Field('TR.FIMoodysRating'), ek.TR_Field('TR.FiSPRank'), ek.TR_Field('TR.FiMoodysRank')]
dat = ek.get_data(CUSIPS, fields = fields)[0]
dat

image

Any suggestions?

Tagged:

Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @jgarden,

    I would suggest you reach out to your account manager regarding SP Ratings. There have been recent changes around S&P permissions/licensing which may explain why you are not receiving any data.

Answers

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @jgarden

    On to of Nick's comment.

    You can modify your API call to get the error status.

    CUSIPS = ['002824BF6', '00724FAC5', '001055AM4', '037833BY5']
    fields = [ek.TR_Field('TR.FiSPRating', params = {'SEG':'G'}),ek.TR_Field('TR.FiSPRank')]
    dat,err = ek.get_data(CUSIPS, fields = fields)
    dat
    err

    image

    This is to confirm that it is related to the permission issue.

Categories