I am trying to retrieve some sovereign issuer ratings through the eikon API, but I cannot seem to find the input value for each country. For example, using eikon online, I can type AUS IR and retrieve the Australian sovereign credit rating or GBR IR for United Kingdom. Is there somewhere I can see what to use as an input in the API retrieval?
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Retrieve sovereign long term issuer rating and outlook through eikon api?\
Hello @lachlanmichalski
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Thanks,
AHS
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I think the easiest way to get what you're looking for is to use the RIC for a 1 year, 5 year or 10 year treasury benchmark, which exist for all developed and most emerging markets. The RIC is constructed as 2-character ISO country code + term code + "T=RR", e.g. "US10YT=RR", "KR1YT=RR". Here's an example of retrieving Moody's long term issuer rating and outlook for Australia and Ukraine:
ek.get_data(['AU1YT=RR','UA1YT=RR'],['TR.IssuerRating','TR.IO.Outlook'],
{'IssuerRatingSrc':'MIS'})
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You may want to verify this with Refinitiv Helpdesk by asking if there's a way to do this using =TR function in Eikon Excel.
If there's a way to do this using a formula in Excel, then this formula can be replicated using Eikon Data APIs.
The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/
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I would first check with the helpdesk to confirm the exact details you are after. As a start, you can extract the country chain codes from the specific screen you are accessing, i.e. AUS IR you will see the reference to S&P/AUS 200 Index. When you click on that, it will provide you with the code to extract (.AXJO). Similarly for GBR IR, it will display the reference to FTSE 100 Index (.FTSE).
To exact details using the API, you provide the chain specifier (0#). For example, using the S&P/AUS 200 Index chain code (0#AXJO), you can do something like this:
