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jun.he avatar image
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How to extract the daily market value of bond from Eikon API

Hi all,

The problem is that when I ran the following codes, I found that the returned value was only the latest market value of the bond, but I expected to get a time series.

Bond_fields = ["TR.ASKPRICE.date",
               "TR.ASKPRICE",
               "TR.MarketValueAnalytics",
               "TR.CleanMarketValueAnalytics"]
 
Bond_RICs = ["78490FHF9="] 
 
df, err = ek.get_data(Bond_RICs,
                      Bond_fields, 
                      {'SDate':'2019-01-01','EDate':'2020-12-06', 'Frq': 'D'}) 
 
df

The returned result is :

1.png

I am looking forward to your response.

Best

eikon-data-api#contenttime-seriesbonds
1.png (153.3 KiB)
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Jirapongse avatar image   Jirapongse

@jun.he

Hi,

Thank you for your participation in the forum.

Are any of the replies 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

3 Answers

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Jirapongse avatar image
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@jun.he

It is Datastream Web Service. The Python library for this API is DatastreamPy.

The code looks like this:

import DatastreamPy as DSWS

ds = DSWS.Datastream(username = "username", password = "password")
df = ds.get_data(
    tickers='8102EY,8157FG,7470EX,791PD3,831FGZ,7822M8,7534MF,8193WG,8062EM,789ZVN,8071ZR,8299LN,8262VC,8262MT,7855CR,8110J1,8165YD,7826DJ,7977LU,7843TK,8155WZ,8155JA,7856H5,7965X6,8430DE,7820HF,8071LM,7500KQ,7855QF,7983HE,8179ZK,8193MY,7531VP,8180YC,8155XA,8215GC',
    fields=['MV'],
    kind=1)
df

The output is:

1695370216039.png

The parameters of the get_data method are:

get_data(tickers, fields=None, start='', end='', freq='', kind=1)

1695370216039.png (53.1 KiB)
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jun.he avatar image jun.he

Dear @Jirapongse

Thanks for your help. You saved my life.

I hope you have a lovely weekend

Best.

Upvote
Jirapongse avatar image
79.2k ●251 ●52 ●74

@jun.he

Thank you for reaching out to us.

I checked with the Data Item Browser tool and found that the TR.MarketValueAnalytics and TR.CleanMarketValueAnalytics fileds don't support timeseries data.

1695355830121.png

I think this is why it didn't return timeseries data.

You can contact the helpdesk support team directly via MyRefinitiv for confirmation.


1695355830121.png (34.0 KiB)
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jun.he avatar image
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Dear @Jirapongse,

Thanks for your precise replies.

I also have a question about how to translate the following Eikon Excel functions into the Python API code. For example, the following Eikon Excel function contains "Market Value" and is a daily time series.

=@Thomson.Reuters.AFOSpreadsheetFormulas.DSGRID(CONCATENATE("8102EY,8157FG,7470EX,791PD3,831FGZ,7822M8,7534MF,8193WG,8062EM,789ZVN,8071ZR,8299LN,8262VC,8262MT,7855CR,8110J1,8165YD,7826DJ,7977LU,7843TK,8155WZ,8155JA,7856H5,7965X6,8430DE,7820HF,8071LM,7500KQ,7855QF,7983HE,8179ZK,8193MY,7531VP,8180YC,8155XA,8215GC,79"),"MV",Sheet1!$B$1,Sheet1!$B$2,"D","EDateCellRef=true;SDateCellRef=true;CustomHeader=true;CustHeaderDatatypes=ISIN;RowHeader=true;ColHeader=true;DispSeriesDescription=false;YearlyTSFormat=false;QuarterlyTSFormat=false")

I wanted to get the corresponding Python code or column, but I could not find a suitable one.

I am looking forward to hearing from you.

Best.

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