How can I obtain historical prices for expired bonds in an automated way? Obviously, it works if I do it manually (by looking up the RIC in Refinitiv Workspace’s user interface)
Using script below, it does not get the RRPS RIC of these matured expired ISINs:
import refinitiv.data as rd
from refinitiv.data.content import symbol_conversion
rd.open_session()
response = symbol_conversion.Definition(
symbols=["DE000A13SHV1", "AT0000A1EZR1", "AT0000332853", "DE000HSH40E5", "US459200HU86"],
from_symbol_type=symbol_conversion.SymbolTypes.ISIN,
to_symbol_types=[
symbol_conversion.SymbolTypes.RIC
],
).get_data()
response.data.df
What the client wanted to achieve is by using the ISINs of these matured expired bonds, he wants to get the RRPS RICs then eventually use them in another script similar to below to get the historical data. Can you please advise the best way to do this? Or if this is even doable? Thank you.
import refinitiv.data as rd
rd.open_session()
df = rd.get_history(
universe = ['DEHSH40E=RRPS'],
start = "2021-12-15",
end = "2021-12-31"
)
df[::-1]