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

question

Upvotes
Accepted
242 3 4 2

Get US 13 weeks close prices

I need the daily returns of the 13 weeks treasury bill (the equivalent of ^IRX on Yahoo finance), but this snippet gives me only the last day:

stock_prices, err = ek.get_data(    'US3MT=RR',    ['CF_CLOSE.Date', 'CF_CLOSE'],   
 {'SDate': '2020-12-12',     'EDate': '2019-12-12'})
eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvote
Accepted
39.4k 77 11 27

@lorenzo.cerreta

The official name for what you're after (based on the Yahoo! Finance link you provided) is "CBOE Short-Term Interest Rate Index", which represents the discount yield on the most recently auctioned 13 week US T-bill, and which is used as an underlying for CBOE interest rate options. The RIC for this index is ".IRX".

http://www.cboe.com/index/dashboard/IRX

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
10.1k 18 6 9

Hi @lorenzo.cerreta - have you tried the TR.MIDPRICE(SDate=0,EDate=-100,Frq=D) field - this will give closing mid yields if that is what you are after?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

No, I need the daily closing prices for the US treasury bill. I can find them at https://finance.yahoo.com/quote/%5EIRX/history?p=%5EIRX, but not on refinitiv. Is

US3MT=RR

the wrong variable?

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.