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What is the syntax of the Fixed Income End-of-month (FiEOM) variables?

Dear Refinitiv DevCommunity,

I want to extract end-of-month data in a panel data format from a list of corporate bonds. From the CodeCreator app in Eikon, I found a category called: Val. Historic Valuation with a bunch of variables with the prefix 'TR.FiEOM...' that look really promising for my purposes. However, I could not find good examples of the code syntax to retrieve the data.

So far, I have tried the following code with no luck, it gives me only the latest values.

df, err = ek.get_data(instruments = isin_bonds, fields = ['TR.ISIN', 'TR.BIDPRICE.date','TR.BIDPRICE','TR.FiEOMTotalReturn','TR.FiEOMPrice','TR.FiEOMCouponReturn', 'TR.FiEOMFitchRating'], parameters={'EDdate':'2015-11-01','Frq':'M','SDate':'2020-12-01'})

My thoughts were to loop the get_data() function for each month with SDate and EDate different from ≠0, however, I always end up getting the same last values.

Any other thoughts on the best way to access historical data?

I really appreciate any help you can provide,

eikoneikon-data-apipythonworkspaceworkspace-data-apirefinitiv-dataplatform-eikonbonds
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1 Answer

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Hi @etudiant1

I believe that the fields you used in your API call, they do not support timeseries retrieval.

You can use "Data Item Browser" to confirm that.



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