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brieg.hielscher avatar image
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How do I get historical bond data over longer periods?

Hi,

I am looking to get historical data on bonds (Yield and Price) going back ten years, or even more. Ideally on a monthly basis, at the end-of-month. The results I got only date back to 2021.


I've been trying with the following code:


import refinitiv.data as rd

import refinitiv.data.content.ipa.financial_contracts as rdf

from refinitiv.data.content.ipa.financial_contracts import Definitions

from refinitiv.data.content.ipa.financial_contracts import bond

history = rd.get_history(universe=['DE1MT=RR', 'DE3MT=RR', 'DE6MT=RR', 'DE1YT=RR','DE2YT=RR', 'DE5YT=RR', 'DE10YT=RR', 'DE30YT=RR'],

fields=["DIRTY_PRC"],

interval='monthly',

start="2008-03-01",

end="2023-06-30")

history


Other than the fields, which I still have to work out, I'm not able to tell what I did wrong.

Any suggestions on how to tackle this problem? Thanks in advance!

refinitiv-dataplatform-eikon#contentbondsprice-history
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Jirapongse avatar image
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@brieg.hielscher

Thank you for reaching out to us.

I checked with the Eikon Chart app. It can display the data (Dirty Price) from 30-Nov-2021 to 31-Aug-2023.

1691469134212.png

It could be a content question. Please contact the content support team directly via MyRefinitiv to verify the content.


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