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Question by evan.salachas · Dec 28, 2020 at 06:18 PM · bonds

Hi, I want to download time series data for government and corporate bond yields. I found the screens with current data but I could not retrieve any historical (time series) data. Thank you!

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Answer by chavalit.jintamalit · Jan 04 at 02:57 AM

Hi @evan.salachas

The get_historical_price_summaries does not support multiple instruments.

You can make a loop in your code:


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evan.salachas · Jan 12 at 07:45 AM 0
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Thank you for the response! It works!

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Answer by Alex Putkov. · Dec 28, 2020 at 08:58 PM

Here's a quick example

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('USE_YOUR_APP_KEY_HERE')
rdp.get_historical_price_summaries(
        universe = '345370BR0=',
        start = '2020-12-10',
        end = '2020-12-26',
        fields=['MID_YLD_1'])

For more examples see Jupyter notebooks demonstrating Historical Pricing under RDP Library examples in Refinitiv API Samples repository on Github.

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evan.salachas · Jan 02 at 08:57 AM 0
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Hi Alex, thank you for the answer

Just want to comment that I run the code and it seems that it is executed however I do not see any output.

I also run the code in Jupiter and the output was presented

Should I run any other command?

Thank you in advance


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REFINITIV
Alex Putkov. ♦♦ evan.salachas · Jan 03 at 12:47 AM 0
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Jupyter (or rather IPython) by default displays the results of the execution of the last line of code in the cell. Other Python interpreters, like the one used by Spyder, don't do that. With regular Python interpreter, to display any output on the screen, you need to explicitly include this action in your code. E.g.

df = rdp.get_historical_price_summaries(
         universe = '345370BR0=',
         start = '2020-12-10',
         end = '2020-12-26',
         fields=['MID_YLD_1'])
print(df)
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evan.salachas · Jan 03 at 08:59 PM 0
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Thank you for your answer. The code works well. How can I obtain data for multiple series in universe e.g.

universe = '345370BR0= 'GR176298006= and so on. Thank you

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Answer by evan.salachas · Jan 03 at 08:58 PM

Thank you for your answer. The code works well. How can I obtain data for multiple series in universe e.g.

universe = '345370BR0= 'GR176298006= and so on. Thank you

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