How can I fetch volume data for local corporate bonds?

jsalvatierra
jsalvatierra Newcomer
in Eikon Data APIs

I created an Eikon API app key through the desktop app in order to access it via Python. The connection and access worked good so far. I'm having trouble retrieving financial data on some specific local market corporate bonds (RICs and example provided attached). Asked the author of some Eikon API tutorial and told me the instrument is classified as "high level" which meant not all fields are available. I'm specifically interested in retrieving historical VOLUME data via the .get_data() function. But...

I've been retrieving this data from the Eikon Excel Add-on without trouble for some time now... and the data is availale and works great.

I need some guidance on how to proceed and get the function to fetch the volume data I'm working with.


RIC: ARYMCIO3=BA

image of what im getting

image0-1.jpg

Thank you in advance.

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Best Answer

  • wasin.w
    wasin.w admin
    Answer ✓

    Hello @jsalvatierra

    The ek.get_timeseries method returns the time series data such as Open, High, Low, Close, etc. You need to request those issuing dates/companies' data from the ek.get_data method.

    I cannot guide you on which fields to use that match your requirement because I am not a content expert. However, there are 2 tools on Eikon/Workspace that can help you check the available fields of the RIC.

    The first tool is the "Code Creator" (CODECR). You can input the RIC, search the interested fields, then the tool generates an example code for you.

    code-creator.png

    The second tool is the "Data Item Browser" (DIB). You can input the RIC, and search the interested fields, then the tool shows if that field data is available for you.

    dib.png


    Alternatively, you can contact the content team directly to help you with the RIC and field names. You can contact them via the my.refinitiv.com website.

    Hope this helps.


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