No Output for Floating Rate Note Index

Markuss
Markuss Newcomer
in Eikon Data APIs

Hello,

I am trying to get the underlying index of various instruments that are floating rate notes. I'm working with the Python API.

Example CUSIPs I am using are: 3128X9Z86, 31331GW70, 31331GYN3, 31331GYN3

When using get_data(CUSIP_List, fields=["TR.FICouponTypeDescription", (other (working) stuff)]) they all correctly show up as "Floating: Fixed Margin over Index". However, I cannot get the underlying index or the margin over the index. I've tried: 

"TR.FLOATINGRATENOTEINDEXVALUE"
"TR.UNDERLYINGINDEX"
"TR.NIFloatingRateIndex"
"TR.DISCOUNTMARGIN"
"TR.DivNotes"
"TR.Notes"
"TR.WarrantNotes"

All these codes gave me no output.

I would be happy with any of the following: (Optimally) the margin over the index, the mere index, the "coupon formula" field or the "notes" field.

Coupon Formula Field:

2021-07-04-1.png

Notes Field:

2021-07-04-2.png



Kindly,

Markus

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01 admin
    Answer ✓

    @Markuss Hi I think there are a number of fields that look promising:

    1625472767828.png I think TR.FiIndexRIC might be the one you want. Also note the instruments you provided are matured instruments.

    Regarding the margin over the index i found these:

    1625473363244.png

    I think TR.ADF_MARGIN is the one you want. I hope this can help.

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