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t0928584 avatar image
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Extracting Coupon Change History using Python

Hello,

I am looking at floating coupon bonds and would like to extract the Coupon Change History for a given ISIN.

1708940454476.png


I've attempted to pull these values using Eikon Data API, but it does not seem to work:

1708940624713.png


import eikon as ek
ek.get_data('US00485YAB56', 
            ['TR.CMOABSCouponRate.date', 'TR.CMOABSCouponRate'], 
            {'SDate': '2013-01-01', 'EDate': '2024-12-31'})


Wondering if there are any other solutions to this.

Thanks in advance!

eikon-data-apipythonrefinitiv-data-platformpython apihistoricalrefinitiv-data-platform-libraries
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aramyan.h avatar image
7.5k ●18 ●2 ●8

Hi @t0928584 ,


It seems the requested field is not available for this instrument. I am not a content expert, but any reason you are not using 'TR.CouponRate'?. See below:

df, err = ek.get_data('US00485YAB56', 
            ['TR.CouponRate.date', 'TR.CouponRate'], 
            {'SDate': '2013-01-01', 'EDate': '2024-12-31'})

screenshot-2024-02-26-at-111613.png

Best regards,

Haykaz


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