Hi there,
Client is using desktop session for RD library desktop session to access historical pricing endpoint.
They are interested in:
They would like to have an example of retrieving historical prices.
Thank you!
Hi,
Thank you for your participation in the forum.
Is the reply below satisfactory in answering your question?
If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.
Otherwise please post again offering further insight into your question.
Thanks,
AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
Hi @yeo.cy ,
I'd recommend you to check article Find content and functionality using Refinitiv Data Library with Eikon Advanced Search of how to use Advance Search (AS) app to find the government bonds, below is an example
As the moderators in this forum are not an expert in all of the contents available in our platform, you may need to check how to form the filter for advance search with content team to confirm if this is what the customer is looking for.
Then after you follow the instruction in mentioned article to export query from AS
import refinitiv.data as rd
rd.open_session()
# search for the bond you're looking for
df = rd.discovery.search(
view = rd.discovery.Views.GOV_CORP_INSTRUMENTS,
top = 10,
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 (RCSCountryGenealogy eq 'M:DQ\G:1\G:3R'))",
select = "RIC,EJVAssetID,DTSubjectName,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DBSTicker,CouponRate,MaturityDate,IssueDate,ISIN,RCSCurrencyLeaf,RCSCountryLeaf,DbTypeDescription,InstrumentTypeDescription,RCSCouponTypeGenealogy,FaceIssuedUSD,RCSBondGradeLeaf,RCSCountryGenealogy"
)
# convert RIC in the result to a list for the next step
rics_list = df['RIC'].to_list()
# retrieve historical close price
# FOR DEMONSTRATION PURPOSE, ONLY FIRST 9 RICS ARE USED IN THE FUNCTION BELOW
rd.get_history(universe=rics_list[:10], fields=["TRDPRC_1"], interval="1D",
start = '2022-09-01', end = '2023-09-01')
and here's the result
Please be aware of the limit of usage, for RD library desktop session, the limit can be checked at Usage and Limits Guideline.
