I'm trying to use the Python Refinitive Data Library via CodeBook in order to retrieve the history of yields for each day over the past month for each bond with currency CHF and exchange SIX.
As a first step I was trying to use the following query as an input to the `universe` parameter of the `get_data()` function:
view = rd.discovery.Views.GOV_CORP_INSTRUMENTS, filter = "((DbType eq 'GOVT' or DbType eq 'CORP' or DbType eq 'AGNC' or DbType eq 'OMUN' or DbType eq 'OTHR') and IsActive eq true and (RCSCurrencyLeaf eq 'Swiss Franc' and SukukExchangeName xeq 'SIX SWISS EXCHANGE'))", select = "ISIN" )
... but then the output of `get_data()` is empty, no matter which `fields`I select.
Could you point me in the right direction how to achieve this? Also, it's not entirely clear to me how to further parametrize the `get_data()` function in order to retrieve the historical yields.
Any help is very much appreciated. Thanks in advance!