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blucap avatar image
5 ●1 ●1 ●2

Default price for bonds - Python API

With Datastream it is possible to retrieve Default Prices for bonds - for time series. If my mind serves me right it is MPD.

Is there an equivalent code for Eiokn, specifically the Eikon API for Python?

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apitime-seriesbonds
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3 Answers

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marcin.bunkowski avatar image
3.8k ●4 ●4 ●6

Hi @blucap

Here is an example you can use to retrieve the time series of a bond using an ISIN as an input

ek.get_data('DE000DB7XHP3',['TR.BIDPRICE.date','TR.BIDPRICE'],{"Sdate":'2016-01-01', "Edate":'2016-01-31'})


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blucap avatar image blucap

Thank you - However I am looking for CDS spreads, any help appreciated as I am a newby on spreads.

marcin.bunkowski avatar image marcin.bunkowski blucap

Hi @blucap if you are looking for CDS spreads then I recommend you to use CDSSRCH app in Eikon to find RIC codes, then you can use an example syntax to fetch the data:

ek.get_data('DB5YEUAM=R',['TR.PARMIDSPREAD.date','TR.PARMIDSPREAD'],{"Sdate":'0D', "Edate":'-10D'})
blucap avatar image blucap

Thanks marcin.bunkowski - that is what I am looking for!

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chavalit-jintamalit avatar image
18.1k ●21 ●12 ●20

Hi @blucap

Can you provide Eikon Desktop screenshot on the data you would like to retrieve via Python API ?

Thanks.

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blucap avatar image blucap

See below:

blucap avatar image blucap
To be honest, any item that acts as a proxy for CDS spreads will do.
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blucap avatar image
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@chavalit.jintamalit see below:


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chavalit-jintamalit avatar image chavalit-jintamalit

Is this screeshot from Datastream product?