Historical bond yield and duration

elie · December 2021

Hi

How can i get historical bond yield and duration

Didn't find one under Data Item Browser.

Got those for excel from support

=RHistory("03785EAT1=","DURATION.Timestamp;DURATION.Value","START:01-Dec-2021 END:12-Dec-2021 CODE:ISIN INTERVAL:1D",,"TSREPEAT:NO CH:Fd")

=RHistory("03785EAT1=","BID_YIELD.Timestamp;BID_YIELD.Close","START:01-Dec-2021 END:12-Dec-2021 CODE:ISIN INTERVAL:1D",,"TSREPEAT:NO CH:Fd")

How can i get this data with python?

Thnaks

Jirapongse · December 2021

The RHistory function is similar to the get_timeseries method in Eikon Data API. However,

the get_timeseries method can only retrieve the default view of historical data. The default view of 03785EAT1= is the BID_YIELD view.

df = ek.get_timeseries('03785EAT1=',
            start_date = '2021-12-01',
            end_date   = '2021-12-12',
            interval   = 'daily')

This is the data that the get_timeseries method provides.

For more information, please refer to the Refinitiv Data Platform Libraries.

Best Answer