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Hi can I ask how do i get the mid price and YTM for bonds via the python API for historical pricing
how do i get the mid price and YTM for bonds via the python API for historical pricing
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Extract bond time series information from LSEG python package by ISIN
Hi All, I need to extract the following bond information using LSEG python package: macaulay duration, outstanding amount, market value bond rating bond maturity date bond coupon rate I try to use the field in my attach file, but it doesn't work. Could you advise me the proper field name to extract such information? I…
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Hi, I downloaded the field "RCSCoveredBondGenealogy" and it is populated by codes, such as "A:3X\\A:
Sample instrument: DE000A1MLRP0 I downloaded the field "RCSCoveredBondGenealogy" and it is populated by codes, such as "A:3X\\A:NW". How do I interpret those field? Is there a glossary or a guide to decrypt them? this is my query: response = search.Definition(view = search.Views.GOV_CORP_INSTRUMENTS,top = 10000,filter =…
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Retrieving Bond Rating Data Based on Tickers
I'm trying to retrieve the most recent bond ratings from Moody's, S&P, and Fitch from a list of tickers. I convert the list of tickers to both ISIN and RICs with this code that seems to work: I tried throwing the whole list of codes as either RICa rics = codes['RIC'].tolist() or ISIN as isin = codes['IssueISIN'].tolist()…
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Resolve the identifier as a CORP
Hi all, I'm working with Refinitiv DataScope Select (DSS) and encountering a discrepancy between results returned via the DSS UI and those returned via the REST API. What is working: When I upload a list of ISINs in the DSS UI and run an immediate extraction with Terms & Conditions content fields (which are bond-specific),…
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How to get historical price data of GOV BOND(EXPIRED/MATURED) like JP10504214C9 more efficiently
It seems to work below code but is there more efficiently codes like historical_function in workspace API? ### import refinitiv.data as rd import refinitiv.data.content.ipa.financial_contracts as rdf from refinitiv.data.content.ipa.financial_contracts import bond rd.open_session() import pandas as pd from datetime import…
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Jupyter notebook on Codebook
Hi Dev Team, I would like to receive an updated Jupyter notebook on Codebook for bonds whereby I can extract the historical price and yield with the associate events. Thank you for your assistance.
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How to retrieve the RICs using the bond ISINs?
Hello Team, I hope all is well. I'm seeking for your help, (for example) Apple, Microsoft and Tesla have bonds going 10 years and each of these bonds have a specific ISIN, unfortunately the ISIN doesn’t map directly to the company’s RIC but to the bond’s RIC. My goal is to sort of input an ISIN of a bond and return a…
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Mapping Advanced Search options
Hello everyone/Eikon support, Would it be possible to have the mapping filter options names:python identifier for all the options available in the Advanced Search app ? Thanks a lot in advance
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Convert Bonds Issued Amounts in EUR using exchange rate at Issue Date
Hi all, I would like to API request to retrieve a list of bonds, with the outstanding amounts converted to EUR based on the exchange rate as of the issue date. Currently, the GOVSRCH function in Workspace performs conversions using the exchange rate as of the previous close. Can you help me? Best Giacomo
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Different result between rdp API with workspace app and using config file.
Hi all, We are currently building out an application that is using the Refinitiv RDP API to retrieve information. We have found two ways of connecting to the API : We can just open a session using rd.open_session(), when running code locally with the Refinitiv workspace open We can specify a config file containing our API…
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Bond prices in Korea exchange feed - IDN_SELECTFEED
Hello team, I am trying to subscribe to the Korea exchange feed for bonds via IDN_SELECTFEED. However, when I check the price, it is above 10000. Could you confirm that the prices are for bonds, and what is the face value of the bond being quoted? Normally, face value of a bond is 100. Should I divide by 100 to derive the…
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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?
