In python, I need to download the full list of bonds that are currently active on the italian BTP curve. For each bond, I would like this information:
-Cusip
-ISIN
-Dirty Price
-Coupon
-Last coupon date
-Next coupon date
-Issue date
-Maturity
-Description
-yield to maturity
For something else, I'm currently using the following code setup, from one of the examples online, which works:
import requests
import json
import rdpToken
RDP_version = "/v1"
base_URL = "https://api.refinitiv.com"
category_URL = "/data/historical-pricing"
endpoint_URL = "/views/interday-summaries"
universe_parameter_URL = "/"
def rt_downloader(RIC, RESOURCE_ENDPOINT, accessToken, start_date, end_date, fields):
requestData = {
"interval": "P1D",
"start": "2023-10-01",
"end": "2024-03-01",
"adjustments": "exchangeCorrection,manualCorrection,CCH,CRE,RPO,RTS",
"maxpoints": 20,
"fields": "B_YLD_1"
}
dResp = requests.get(RESOURCE_ENDPOINT, headers={"Authorization": "Bearer " + accessToken}, params=requestData)
How can the above be done please for the whole list of bonds for that issuer?
Thank you
