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!
The get_historical_price_summaries does not support multiple instruments.
You can make a loop in your code:
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.
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
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)
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
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