As part of a project we need, among other things, historical time series of bonds. These time series can be displayed in EIKON. Can I also get these time series via an RFA API via TREP-RT? If so, is there any documentation on this?
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Is there a way to get historical bond data from TREP-RT via RFA API?
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Thanks,
-AHS
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Hello @Juergen Burkart,
You will not be able to get Eikon Time Series using RFA API interacting with local TREP.
There are several ways that you can obtain historical prices on bonds.
- Eikon price history can be interfaced via Eikon Data API Eikon Data API -> Quickstart Guide -> Timeseries
- This API is Python
- It's a user level, so code will have to running on the same machine where Refinitiv Workspace/Eikon is running and for use by the single user only
- Via TREP you may be able to obtain limited price history via RFA and legacy TS1 interface.
- If you are in RFA8 C++, in your RFA SDK, in Examples, see StarterConsumer_TS1 example,
- If you are on RFA8 Java, in your RFA SDK, in Examples, see Framework -> IDN -> Ts1TimeSeries
- Both SDKs cover TS1Data in docs, C++ also includes TS1 Developer Guide
- If neither is sufficient for your use case, the complete history, with enterprise options, is available via history products such as Tick History. It will allow to extract the full available bond price history with HTTP REST interface in your language of choice. To learn more about the product, and discuss the best option for your organization, contact your Refinitiv account manager. Additionally you can see developer's info on Refinitiv Tick History here.
