Upgrade from Eikon -> Workspace. Learn about programming differences.
For a deeper look into our Eikon Data API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials | Articles
As I known, I can get one bond historical dirty price via the following way.
from refinitiv.data.content.ipa.financial_contracts import bond
response = bond.Definition(
instrument_code=code,
fields=['DirtyPrice'],
pricing_parameters=bond.PricingParameters(
market_data_date=startDate)).get_data()
print(response.data.df)
Is there any way to get dirty prices on many bonds all at once through the Eikon API?
Hi @anchu ,
Thank you for your participation in the forum.
Is the reply below satisfactory in resolving your query?
If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.
Otherwise please post again offering further insight into your question.
Thanks,
AHS
Thank you for reaching out to us.
Please try the following code.
from refinitiv.data.content.ipa.financial_contracts import Definitions from refinitiv.data.content.ipa.financial_contracts import bond bond_1 = bond.Definition(instrument_code="US10YT=RR") bond_2 = bond.Definition(instrument_code="US5YT=RR") parameters = bond.PricingParameters(market_data_date="2023-06-01") def_var = Definitions(universe=[bond_1,bond_2],fields=["RIC","DirtyPrice"],pricing_parameters=parameters) def_var.get_data().data.df
The output is:
@Jirapongse Thanks for your answer, it's helpful. One more question, can I get the dirty price of many bonds over a period of time at once? for example, date from 2023-06-01 to 2023-06-30
You can try the get_history method.
history = rd.get_history(universe=['US10YT=RR', 'US5YT=RR'], fields=["DIRTY_PRC"], interval='daily', start="2023-05-01", end="2023-06-30") history
