How to get all bonds issued by companies in an index, e.g. 0#.GDAXHI using python?
Is there a way we can list down all constituent RICs under 0#.GDAXHI, then use the result in rd.discovery.search > rd.discovery.Views.GOV_CORP_INSTRUMENTS to retrieve all the bonds issued?
Hi @dianne.palmario ,
To list all the constituents you can use the following code:
constituents = rd.get_data("0#.GDAXHI", 'TR.OrgidCode')
constituents
As you probably noticed I have additionally requested Issuer OrgID which is going to be used under search:
issuer_org_ids = ' '.join(f"'{org_id}'" for org_id in constituents['ORG ID'])
rd.discovery.search(
view = rd.discovery.Views.GOV_CORP_INSTRUMENTS,
top = 10000,
filter = f"(DbType eq 'CORP' and IsActive eq true and IssuerOrgid in ({issuer_org_ids}))",
select = "RIC,EJVAssetID,DTSubjectName,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DBSTicker,CouponRate,MaturityDate,IssueDate,ISIN,RCSCurrencyLeaf,RCSCountryLeaf,DbTypeDescription,InstrumentTypeDescription,RCSCouponTypeGenealogy,FaceIssuedUSD,RCSBondGradeLeaf,IssuerOrgid"
)
Hope this helps.
Best regards,
Haykaz
