I'm trying to extract curves data from Eikon by using Rsearch and DEX2. The data I want to extract are in the attached picture.
Can you tell me how to retrieve it (Maturity and Yield) ?
Thank you !
The yield curve you're looking at is contained in the chain "0#BBEURENEBMK=". You can see this code in the screenshot you included. To view the data structure in this chain type in "0#BBEURENEBMK=" in a Quote app in Eikon and over the mouse pointer over any data elements you're interested in. The tooltip will tell you the RIC and the field name for this data element.
You can retrieve chain constituents using AdxRtChain object of AdfinX Real-Time library. Then for each constituent you can retrieve maturity code in field "GV_TEXT4", par yield in field "RT_YIELD_1" and zero yield in field "SEC_YLD_1" using AdxRtList object. See this tutorial for using AdxRtList in a custom .NET application and this tutorial for using AdxRtChain object to retrieve chains. The latter tutorial talks about using the object in Excel VBA, but the object can also be used in .NET the same way you'd use AdxRtList. The two COM objects are provided by the same COM library.
Hi @Alex, Thanks for the answer ! It works great !
I have an other question linked to this one then I think it is better to ask it here.
Is it possible to extract historical data for a specific curve ? In the screenshot I provided the Date is set to "latest". But I would like to extract curves with date set to "historical".
Thank you !