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Tradeweb Bond Data
Hi, anyone know how to extract live Tradeweb Bond data (e.g. ACGB) using Python? Cheers
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How to retrieve bond rating and sector credit curve data - using Python API
Hello, I have a datasheet with a list of bond ISINs for which I have a start date, end date, the sector classification, currency and rating information. For each bons in the dataset I would like to retrieve the currency-sector-rating specific credit yield curve starting at its specific start and end date. I am facing the…
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What field to use to find last traded treasury benchmarks
I want extract goverment bonds using Real Time - Optimized. Specifically, for the instruments: NO1YTR=RR, NO3YT=RR, NO5YT=RR, and NO10YT=RR. In our use case, we don't need the bid and the ask, we just care about the last traded price. What field should I use in this case?
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Extract bond issuance data on YTM and Credit Rating. Returned values are "NULL" – SOLVE issue
I am looking to analyse primary bond data and need the YTD and Credit Ratings at issuance. For some bonds I used the formula builder and "Yield to Maturity" function to extract YTM at issuance for data. For some, however, it returned "NULL" or an empty row. What does "NULL" and empty row imply in this context? Is data…
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problem with z spread extraction - code not working anymore
Hello people, I hope you are doing well. I am experimenting some issues with some zSpread extraction with the code i've always used. I am not able to extract the spreads anymore. Please find below my code: import refinitiv.dataplatform.eikon as ek str_date = "2024-12-31" ISIN = "XS0107203381" df_zSpread, err =…
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Extraction of fixed income data via Eikon API
I am writing a Python script that should take the ISINs of bonds from a CSV file located in the same directory. The task is to load X bonds and plot their YTMs as points on a graph. Bonds with YTMs below certain criteria should be highlighted with a different color. However, the program throws an error because it cannot…
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Bond.Pricing Cross Currency
Hi All, Is it possible to get cross currency spreads for example to ZSpreadBp in Euro terms, either via fields or pricing parameters? And secondly, is it possible to retrieve and issuer curve as universe instead of adding bonds manually to the universe via bond.Definition. ? Best,
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Bond fields in a time series
Hi all, I am trying to retrieve an historical time series for certain fields of corporate bonds, however it only returns me the latest value fields = [ 'TR.PriceClose.date', 'TR.FiIssueDate(SEG=G)', 'TR.FiMaturityYearsToRedem', 'TR.NICouponRate', 'COUPN_RATE', 'TR.CouponRate', 'EFF_DURTN', 'DURATION',…
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Bond data via API in Python
Hello, I have a download restriction of 10'000 lines and am doing data analysis in Python. So that I do not have to down all of this, I would like to use an API and loop it to download all the data. I am struggling with this. Below a screenshot of what I would like to download, and here the query: rd.discovery.search( view…
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Problem with permission in Pricing API
Hi team, When I started using the bond pricing API with the request below, I was advised to add "RRPS" to the end of every RIC that did not already have it at the end. However, in some cases, adding "RRPS" is causing a permission denial, while removing it allows me to retrieve the price successfully. Attached is an…
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FINRA bonds data
Hi all, I am attempting to retrieve bond data from the TRACE provider, but I’ve encountered issues with the current code. Some fields return empty cells, even though the data exists when checked manually. For instance, volume data is one such example. Additionally, the code is not outputting dates. Best
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Python ld.get_data() Unable to collect data for field 'TR.ASKPRICE.DATE' and some specific idenfier
I have a list of over 800 bond ISIN and I am using ld.get_data() in a loop to download historical pricing data in chunks (see attached txt file). I need a solution to handle cases where no data is available, so that no errors are returned. First isin chunk: ['ES0200002022', 'IT0005057770', 'US00289WAA99', 'USE00020AA01',…
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sample API query for amount outstanding under Bond Schedules template.
Hi Team, Please provide sample API query for amount outstanding under Bond Schedules template. Amount Outstanding info is available via Bond Schedules Template for all GovCorp assets.We reviewed few Egypt Bills [e.g. EGT998042P17/ EGT99801AO17] and amount outstanding available in Bond Schedules.
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US Municipal bonds - LSEG products
Can you please advise the products LSEG offers used in the US Municipal world, i need tools to be able to price municipal bonds current and historical prices using benchmarks, trade and quote prices, and comparables data. Right now I have an Eikon kiosk, which has the municipal bonds calculator and comparables data access,…
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retrieve bonds based on codes
Hello all, I am trying to retrieve all bonds for a list of issuers and i found in this forum a way of doing, however when i implemented it for some stocks i get an error based on the stocks name (see image below) what leads to an incomplete list of bonds. My question is if there is any alternative to retrieve bonds based…
