I have been trying to convert the formulae below into an Python API query:
The "TR(INDIRECT(F$1)" refers to a list of government bond identifiers.
When I try to get any data using this query in Python I simply fail (see below)
Thank you!
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Trying to convert Excel formula to Python API - getting government bonds historical data
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Hi @pietrangelo.debiase ,
The Python code you used seems to be for the DataStream Python library not the Eikon Data API. However, as the formula you use is the Eikon Excel one hence, I'm providing the code of Eikon Data API Python library.
import refinitiv.data.eikon as ek
ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
df, err = ek.get_data(['AL0002NF7Y19'], [ 'TR.CA.AmtOutstanding.date','TR.CA.AmtOutstanding/10^6'], {'SDate':'1972-09-30', 'EDate':'2022-12-10'})
df
compared to the output in Eikon Excel
To learn more about the Eikon Data API, feel free to check Eikon Data API page in an API Catalog, which contains the API's overview, quickstart guide, documentation, related resources for download, and the tutorials
Hope this helps and please let me know in case there're any further questions.
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Dear @pietrangelo.debiase ,
Thank you for your question. Is there a specific reason you are using the Datastream API to get the requested data?
I have tried your request using one of our latest APIs - RD Libraries for Python - and had the following output.
Here is the Python code I have used:
parameters = {'Frq': 'D', 'Sdate': "1972-09-30", 'Edate': "2022-12-10"}
df = rd.get_data(universe = 'ES0000012H41', fields = ['TR.CA.AmtOutstanding.Date','TR.CA.AmtOutstanding'], parameters = parameters)
df
I hope this is helpful, feel free to let me know if case you have any follow up questions.
Best regards,
Haykaz
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Your answers were very helpful. I have been using Excel because it was what my predecessor used - so my goal is to convert many of these Excel formulas to API queries, so I can get the data more quickly and efficiently.
Thank you very much and happy new year.
