If I want to retrieve weekly closing yield data for a series of government bonds using the functi...

angelo.cataldo
angelo.cataldo Newcomer
in Eikon Data APIs
If I want to retrieve weekly closing yield data for a series of government bonds using the function ek.get_timeseries in the Python API, on which value should I set the parameter Fields?
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  • haykaz.aramyan
    haykaz.aramyan admin
    Answer ✓

    Hi @angelo.cataldo ,

    In addition to the information that @chavalit-jintamalit provided:

    Although I am not a content expert, the field CLOSE in ek.get_timeseries() for government bonds seems to be the yield to maturity. See below the output:

    1638270834953.png


    For comparison, below is the output for Yield to Maturity (0.333428) and Close Date (2021-11-29) from Data Item Browser(DIB) which are the same as above.

    1638270913261.png


    1638270946419.png


    In general, to look for values which could be potentially used in ek.get_data() or ek.get_timeseries() function you can refer to DIB section in Workspace.

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