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?
Upgrade from Eikon -> Workspace. Learn about programming differences.
For a deeper look into our Eikon Data API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials | Articles
1
●0 ●1 ●0
Government bond index - Yield to redemption(RY) from Eikon Python API.
Hello @jimmy.chan
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
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
18.2k
●21 ●13 ●21
Hi @jimmy.chan
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.
