I'm looking at the following 10Y government bond index for AUS : .TRXVAUGOV10D
Using the Eikon Python API, I want to retrieve the yield to redemption(RY) time series for this bond index.
What would my request look like to retrieve this time series?
You can use "Data Item Browser" to explore what fields are available.
So your API call should look like this:
df,e = ek.get_data('.TRXVAUGOV10D', ['TR.YIELDTOMATURITY(SDate=0,EDate=-49,Frq=D).Date', 'TR.YIELDTOMATURITY(SDate=0,EDate=-49,Frq=D)']) df
But it seems that this data field is not available for .TRXVAUGOV10D RIC code.
So please contact Refinitiv Content Helpdesk at https://my.refinitiv.com to get help on data fields that carry the information you are looking for.