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jwang3 avatar image
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No RIC matched for several CUSIPs and thus unable to get_timeseries

I wanted to convert three CUSIPs to RICs so that I can use ek.get_timeseries to retrieve data. But there is no RIC matched even when I set bestMatch as False:

ek.get_symbology('94984DAB0', from_symbol_type = 'CUSIP', to_symbol_type = 'RIC', bestMatch=False)

The result:

bestMatch symbol{'error': 'No best match available'}94984DAB0

The three CUSIPs are '94984DAB0', '61749NAD9', '80556BAE5'. Is there other way to convert them to RIC or get time series data using non-RIC instruments?

Thank you in advance!

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apirics
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Alex Putkov.1 avatar image   Alex Putkov.1

@jwang3

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? 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

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marcin.bunkowski avatar image
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Hi @jwang3

Those CUSIPs belong to CMOs and ABSs. The timeseries is not directly accessible using CUSIP or ISIN code, however you get some data if you add suffix '=RRPS'. The below code returns bid yield.

df= ek.get_timeseries(['94984DAB0=RRPS','61749NAD9=RRPS','80556BAE5=RRPS'], start_date = "2017-03-01", end_date = "2019-02-22",interval='daily')
df
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jwang3 avatar image jwang3

Thank you @marcin.bunkowski for your help! Could you please kindly elaborate more on what `=RRPS` actually stands for and how we know when we need to use it?

marcin.bunkowski avatar image marcin.bunkowski jwang3

Hi @jwang3 this is more of a question of a data availability and mapping. From what I know the market of CMOs on US/CA market is not fully covered on real time and therefore your formula was not effective. The solution I have provided is somehow a workaround to get the timeseries data using Eikon API or Excel. RRPS stands for Reuters Realtime Pricing Service.

If want to more know about the data availability please open a case with your local Refinitiv Helpdesk

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