Retrieve historical benchmark curve data

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Question by riccardop · Feb 10 at 12:39 PM · get_data historical benchmark

Retrieve historical benchmark curve data

Hi

I am trying to get data for a benchmark curve (say 0#GBBMK=) so I'm using:

df, e = ek.get_data(['0#GBBMK='], ['MATUR_DATE', 'COUPN_RATE', 'RT_YIELD_1'] )

which gives me the most recent data for the curve.

How do I get the same curve for a different date? I have tried using Sdate and Edate, but I couldn't get it to work. Thanks.

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Answer 1 · 2020-02-10T13:36:49Z

REFINITIV

Best Answer

Answer by chavalit.jintamalit · Feb 10 at 01:36 PM

Hi @riccardop

MATUR_DATE, COUPN_RATE and RT_YIELD_1 fields do not support time series.

You can use Data Item Browser to confirm this.

I think you can use TR.MIDPRICE and TR.MIDFIELD fields.

If these fields are not what you are looking for, please contact Refinitiv Content Helpdesk at https://my.refinitiv.com/ to get help on what field you should look for.

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Retrieve historical benchmark curve data

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