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etudiant1 avatar image
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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-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apibonds
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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @etudiant1

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

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chavalit-jintamalit avatar image
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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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