Dear fellow developers
I am a pretty new person for the Eikon API code session.
I here to ask a simple (may stupid) question for my recent work on data collections using Eikon API codes with R. I need to retrieve the historical price information of over 100 bonds for my study. Typically, I am interested in the ask price, bid price, ask yield and bid yield for the selected bonds. Please see the reputable code below:
library("devtools") library("eikonapir") # load Eikon API eikonapir::set_proxy_port(9000L) eikonapir::set_app_id('xxxxxxxxxxxxxxxxxxxxxxx') # I am interested following bond pricing information: Ask price, Bid price, Ask yield and Bid yields. Bond_fields <- list("TR.ASKPRICE", "TR.BIDPRICE", "TR.ASKYIELDS", "TR.BIDYIELDS")# #I use following six bonds for my example. Bond_RICs <- list("CN1920029=","CN1720052=","CN1720012=","CN1920001=", "CN1702002=","CN101751004=","CN101901057=") # using get_data( ) funciton for data retrive get_data(Bond_Rics, Bond_fields)
I tried to use the get_data( ) to retrieve data, however, it gives rows for most recently updated data information which is not enough for me to do the analysis (See table below). What I want is the entire time-series of all available historical data.
> get_data(Bond_Rics, Bond_fields) Instrument Ask Price Bid Price Bid Yield Ask Yield 1 CN1920029= 100.424 100.291 3.3681 3.2681 2 CN1720052= 101.85 101.69 3.4089 3.3089 3 CN1720012= 101.77 101.634 3.3582 3.2582 4 CN1920001= 100.286 100.179 3.3273 3.2273 5 CN1702002= 101.331 101.29 3.2194 3.1894 6 CN101751004= 101.517 101.385 3.8501 3.7501 7 CN101901057= 99.541 99.382 3.919 3.819
I know that we can use get_timeseries（） function to retrieve historical price information. But the function requires me to put the start date and end date for the retrieve. Since each of the selected bonds has a different starting date and maturity date, I would like to know if there exists a simple function that allows me to retrieve all available historical data (given RICs codes) without specifying the starting date and ending date?
Thank you for your time and kind assistance.