Hello! I would like search for bonds using Python and Eikon API (not Excel) that satisfy certain criteria: e.g. domicile=Sweden, currency=EUR etc etc. And retrieve a list of RICs or ISINs that correspond to the bonds. Thanks!
The central Fixed Income search tool within Eikon is GOVSRCH, which allows gneration of criteria-based searches across the GOV/CORP universe. Currently GOVSRCH is not exposed in DAPI, we have requested for roadmap.
You can download GOVSRCH results to Excel (values), but you can also export to a Monitor or List within Eikon, which can then be referenced via Eikon DAPI ...see below/attached.
gov, err = ek.get_data('monitor(bond_list)',fields) bond_list = gov['ISIN'].tolist() bonds, err = ek.get_data(bond_list ,fields)
Hi James @James.Perkins, Many thanks for the reply, this is very helpful! However, I encounter a problem that not all bonds (or loans if I use LOANSRCH) have an identifier (either ISIN or RIC). This means that I cannot download these instruments into the Monitor/List and cannot address them using Python. Is there an explanation of why a few of the instruments do not have any identifiers? Many thanks
thank you. Great question. We actually do have RICs for some loans as well.
In general within the Fixed Income universe, if a bond or loan doesn't have a RIC, it means we don't provide a real-time or intraday price (or potentially even end an EOD price). In the case of Loans, we have RICs for > 3K of the most liquid traded loans... since many loans aren't liquid, there aren't prices for them, and therefore no RICs.
in the GOV/CORP universe ) GOVSRCH contains 874K active issues, of which >500K have RICs (and pricing).
You can absolutely pull in data on fixed income instruments via ISIN/CUSIP rather than RIC ... see Fixed Income Excel Template png. The function of the RIC for OTC instruments is to deliver pricing from different pricing providers/contributors. So, while a bond only has 1 ISIN, it usually has many associated RICs (1 for each pricing source)..
The limitation in this case is that the Monitor App in Eikon only supports RICs, but the GOVSRCH and LOANSRCH can download ISINs into Excel and then reference in Python...
We are looking to provide a more automated method for extracting the FI universe to DAPI.
I'm glad to send you the actual xls template if helpful; just ping me at firstname.lastname@example.org