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,
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.
