For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
richard.li avatar image
3 ●0 ●0 ●2

Download bond's dirty price and coupon history using C# API

I have downloaded .NET Eikon API example and succeed in downloading equity stock's OHLC.
Unfortunately I have no idea downloading historical data for bonds. I can do it in excel as attached (bondstudyreuters.zip). But I see no related function in C# API. Please help.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apic#pricingbonds
bondstudy.png (87.3 KiB)
bondstudyreuters.zip (17.5 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

Upvote
Accepted
Zhenya Kovalyov avatar image
4.6k ●26 ●7 ●22

You can get the data with the .NET Time Series API by changing the View (.WithView("NDA_RAW")) parameter of the request. For example:

_request = _timeSeries.SetupDataRequest("94973VAN7=")
        .WithView("NDA_RAW")
        .WithAllFields()
        .WithInterval(CommonInterval.Daily)
        .WithNumberOfPoints(5)
        .OnDataReceived(DataReceivedCallback)
        .CreateAndSend();

where _request is an instance of ITimeSeriesDataRequest

For more information, have a look at the tutorial, where the structure of the data is explained.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.