Refinitiv call get_data() returning Price instead of yield

sumit
sumit Explorer
in Eikon Data APIs

Hi,

I have this piece of code:

data = ek.get_timeseries(
                ['GB10YT=RR','GBIL0E31='],
                start_date="2021-09-01",
                end_date="2021-09-08",
                interval="daily"
            )


As you can see below, I get the Cash bnd yields (OHLC) - but for the inflation bond, I get the prices (and not the yields).

How can I fix this?

Thanks,

Sumit

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Best Answer

  • [Deleted User]
    [Deleted User] Newcomer
    Answer ✓

    Hi @sumit


    Please use 'get_data' and the Data Item Browser as per this video to select the fields of interest. E.g.:

    data, err = ek.get_data(
        instruments=['GB10YT=RR','GBIL0E31='],
        fields=['TR.ASKPRICE.date',
                'TR.CLEANPRICE', 'TR.BIDYIELD',
                'TR.ASKPRICE', 'TR.ASKYIELD',
                'TR.MIDPRICE', 'TR.MIDYIELD',
                'TR.HIGHPRICE', 'TR.HIGHYIELD',
                'TR.LOWPRICE', 'TR.LOWYIELD',
                'TR.OPENPRICE', 'TR.OPENYIELD',
                'TR.OPENASKPRICE', 'TR.HIGHASKPRICE',
                'TR.DIRTYPRICE'],
        parameters={
            'SDate': '2021-09-01',
            'EDate': '2021-09-08',
            'Frq': 'D'})

    This example comes - in part - from this article and its source code on GitHub.

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