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blucap avatar image
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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-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apitime-seriesbonds
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chavalit-jintamalit avatar image   chavalit-jintamalit

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 @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
18.2k ●21 ●13 ●21

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?

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