Hi @kyriakos.eleftheriadis ,

Thank you for your question. For retrieving historical prices, I would advise using rd.get_history function from our latest RD Libraries (you can install via - pip install refinitiv-data) which will allow getting 1-year intraday historical data and 3-month tick data. Please see the code below:

import datetime
import refinitiv.data as rd
## Set the datetime
start_date = datetime.datetime(2022, 1, 1).strftime('%Y-%m-%d')
end_date = datetime.datetime(2023, 3, 2).strftime('%Y-%m-%d')
##Reload data from Refinitv
df = rd.get_history(
    universe= ['NL188254462='],
    fields=['ASK', 'ASK_YIELD', 'BID', 'BID_YIELD'],
    start = start_date,
    end = end_date,
    interval = '1min'
   )
df

Hope this helps, let me know should you have any further questions.

Best regards,

Haykaz

Dear Haykaz,

Thank you for your response@h.aramyan01 .

I did like this but now i have another issue regarding the app_key.

Should i change the set_app key function?

Thank you in advance,

Best,

Kyriakos

Hi @h.aramyan01,

Thank you for your response.

I tried to run the rd.open_session, however i am not sure which kind of app_key i need to use.

Could you please give me some more details on how this works?

Thank you,

Kind regards,

Kyriakos

Dear @h.aramyan01,

Thank you very much for your response.

Do I have to download the the refinitiv data workspace ? Or it works when i have the Eikon workspace running.

Sorry for the many questions, but i am not familiar with it, since i use it for the first time.

Thank you in advance,

Kind regards,

Kyriakos

Hi @h.aramyan01,

Thank you again for the help.

I have the Eikon workspace running, however, when i execute my code i receive this output:

Empty DataFrame

Columns: []

Index: []

Process finished with exit code 0

Although I am sure that the data exists, not sure what is the problem.

Thank you in advance,

Best regards,

Kyriakos

Hi @h.aramyan01,

I added the code you mentioned but there are no errors.

The code runs and returns the values when i use one ISIN, for example from a bond.

However, when i try to add more (i use identifiers from Mongo) the output is as i described before. Fyi, I use a list of several bonds which is called 'identifiers'

Notice that when i used the Eikon function the same code with the identifiers worked.

That's my whole code:

import datetime
import refinitiv.data as rd
from tradingutils.db.connection import get_mongo_vm_db

##Set the app_key for refinitiv (must be logged in)
rd.open_session()

## get client from Mongo
mongo = get_mongo_vm_db()

audit_feed = mongo['audit_feed']['prod']

## Find the query
find_query = {
'TRADDESK': 'EUFFFI',
'last_modified': {'$gte': datetime.datetime.utcnow() - datetime.timedelta(days=90)}}

project_query = {'IDENTIFIER': 1}

##Retrieve identifiers from Mongo
identifiers = audit_feed.find(filter=find_query, projection=project_query)

identifiers = {doc.get('IDENTIFIER') for doc in identifiers}

print(identifiers)

## Set the datetime
start_date = datetime.datetime(2023, 3, 1).strftime('%Y-%m-%d')
end_date = datetime.datetime(2023, 3, 2).strftime('%Y-%m-%d')
##Reload data from Refinitv
df = rd.get_history(
    universe=  list(identifiers),
    fields=['TR.ASKPRICE', 'TR.ASKYIELD', 'TR.BIDPRICE', 'TR.BIDYIELD'],
    parameters={'SDate': start_date, 'EDate': end_date, 'Frq': '1Min'})

print(df)

Thank you,

Kind regards,

Kyriakos

Hi @h.aramyan01,

When I try the code you described above it works and i get the data.

The only problem is when i add the list with the several identifiers. Then it gives me no values

To be more specific some examples of the bonds are : 'PTOTELOE0028', 'DE000HCB0BH9', 'XS2538778478', 'XS1887485032', 'FR0013429073', 'XS2558343476', 'FR0013231768', 'XS2200513070', 'XS2056395606', 'ES0413211873', 'NL0000102234', 'DE000A2GSLV6', 'IT0001444378', 'ZL0647897', 'XS1180256528'.

Is it possible that because the list is really huge that i cant get the data ?

Thank you again for your help.

Kind regards,

Kyriakos

Hi @h.aramyan01,

Thank you very much, now it works from what i can see

Thank you again for the help,

Kind regards,

Kyriakos

Hi @h.aramyan01,

Hope you are doing fine.

Is it possible to get the historical data for bid and ask for an index ?

For instance, i have the ICE BofA Euro High Yield Index. Are the data available when it comes to an index?

Do i have to use another code to reload the data?

Thank you in advance,

Kind regards,

Kyriakos

Good morning @h.aramyan01,

Thank you for your answer.

I mean to get all the index constituents data. I think there are about 900 bonds.

Is this possible?

Thank you again for the help.

Kind regards,

Kyriakos

Hi @kyriakos.eleftheriadis ,

This is the code to get index constituents. Please see the example for FTSE:

df = rd.get_data('.FTSE', 
                      ['TR.IndexConstituentRIC' , 'TR.IndexConstituentName'])
df

However, this code produces NAs for .MERHE00. I have checked in Workspace and there is no constituent data for that there as well. To learn more about the reasons, I would advise raising a content query via MyRefinitiv.

Best regards,

Haykaz

Hi @h.aramyan01,

Thank you, this helps a lot.

Best,

Kyriakos

Hi @h.aramyan01 ,

I hope you are doing well.

I have a question regarding how to retrieve tick historical data for bonds using pycharm.

To get historical time series data i used the following script which you provided me:

  
                

                 
df = rd.get_history(
                 
    universe=rics,
                 
    fields=['ASK', 'ASK_YIELD', 'BID', 'BID_YIELD'],
                 
    start=start_date,
                 
    end=end_date,
                 
    interval='1M'
                

Does the same work or i need to adjust my script?

Thank you in advance,

Kind regards,

Kyriakos