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Andresgo avatar image
13 ●1 ●1 ●2

Not getting info from TR.IssuerRating

Hi, I am using the following code:


CORP_COLOMB_US = ['ES122321657=','CO080166524=','CO089109256=','CO141154222=','CO165899431=','CO081101035=' ]


ts2,e2 = ek.get_data(CORP_COLOMB_US,

["TR.BENCHMARKSPREAD.date","TR.BENCHMARKSPREAD","TR.ASSETSWAPSPREAD","TR.MODIFIEDDURATION"],

{'SDate':start_date,'EDate':end_date,'Frq':'D'})


This works fine. However, when I add the field TR.IssuerRating it doesn't work anymore. I looked in the Data Item Browser and the field is supposed to work with historic information as is shown in the picture below.


How should I correct the code in order to get that information?

Thanks!



eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apiissue
1616073266380.png (34.3 KiB)
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3 Answers

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chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Hi @andrgome

I think you can try this code:

start_date = "2015-12-31"
end_date = "2021-03-15"

RICs= ['195325BN4=','USP3772NHK11=','195325BQ7=','CO018437384=','195325CX1=','CO007401060=',
'195325DL6=','CO010878659=','195325DP7=','195325DR3=','195325DS1=','CO016187933=',
'CO026779405=','195325BM6=','195325BR5=','195325CU7=','195325DQ5=','195325DT9=','195325DX0='] #YANKEES COLOMBIA
fields3 = ["TR.IssuerRating","TR.IR.RatingDate"]
ts1,e1 = ek.get_data(RICs,fields3,{'SDate':start_date,'EDate':end_date,'Frq':'D'})
ts2 = ts1.loc[ts1['Date'] != '']
ts2


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Andresgo avatar image Andresgo

Thanks! this helps!

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chavalit-jintamalit avatar image
18.2k ●21 ●13 ●21

Hi @andrgome

I believe that the start_date and end_date that you input to the API call, does not include the date the issuer rating is calculated.

For example, if the date include 8th April 2020, you would get the result.


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Andresgo avatar image Andresgo

Hi,

Thanks for your answer. I tried to do what you explained but it didn't work.

Look the code that I wrote.


start_date = "2019-12-31"

end_date = "2021-03-15"


RICs= ['195325BN4=','USP3772NHK11=','195325BQ7=','CO018437384=','195325CX1=','CO007401060=',

'195325DL6=','CO010878659=','195325DP7=','195325DR3=','195325DS1=','CO016187933=',

'CO026779405','195325BM6=','195325BR5=','195325CU7=','195325DQ5=','195325DT9=','195325DX0='] #YANKEES COLOMBIA

fields3 = ["TR.IssuerRating","TR.IR.RatingDate"]

ts1,e1 = ek.get_data(RICs,fields3,{'SDate':start_date,'EDate':end_date,'Frq':'D'})

ts1


I got an empty dataframe. What should I do?

Thanks!

1616187185685.png (8.7 KiB)
chavalit-jintamalit avatar image chavalit-jintamalit Andresgo

Hi @andrgome

I am not a content expert but I believe that it does not make sense to query Issuer Rating with a start date and end date.

Please try this code: (note that CO026779405 should be CO026779405=)

RICs= ['195325BN4=','USP3772NHK11=','195325BQ7=','CO018437384=','195325CX1=','CO007401060=',
'195325DL6=','CO010878659=','195325DP7=','195325DR3=','195325DS1=','CO016187933=',
'CO026779405=','195325BM6=','195325BR5=','195325CU7=','195325DQ5=','195325DT9=','195325DX0='] #YANKEES COLOMBIA
fields3 = ["TR.IssuerRating","TR.IR.RatingDate"]

ts1,e1 = ek.get_data(RICs,fields3)
ts1


ahs.jpg (107.1 KiB)
Upvotes
Andresgo avatar image
13 ●1 ●1 ●2

Hi,

Thanks for your answer. Indeed, when I used the formula without start and end date it works. However I woul like to have it for a time series because I would like to see when an issuer is downgraded or upgraded and the different rating levels.

Thanks anyway for taking a look.

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