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grigorios.mamalis avatar image
16 ●5 ●7 ●10

Cannot reproduce in Python retrieval of historic corp bond data

Hi, I tried to reproduce in Python (3.7) a calculation I ran in Excel but in Python I get no results: 


lstAttrs = ['NDA_RAW.Nda_date','NDA_RAW.Nda_z_spread','NDA_RAW.Nda_asset_swap_spread','NDA_RAW.Nda_ask_yield','NDA_RAW.Nda_ask_yield','NDA_RAW.Nda_bid_yield','NDA_RAW.Nda_mid_yield']
myRic = "GBBHLGTW0="
df = ek.get_timeseries(myRic,fields = lstAttrs,start_date= '2020-11-01',end_date = '2021-04-07', interval= 'daily')


df Out[23]:

Out[23]:

GBBHLGTW0= NDA_RAW.NDA_DATE ... NDA_RAW.NDA_MID_YIELD

Date ...

2020-11-02 <NA> ... <NA>

2020-11-03 <NA> ... <NA>

2020-11-04 <NA> ... <NA>

2020-11-05 <NA> ... <NA>

2020-11-06 <NA> ... <NA>

... ... ... ...

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apihistoricalbonds
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Jirapongse avatar image
79.2k ●251 ●52 ●74

@grigorios.mamalis

The get_timeseries method of the Eikon Data API can't provide NDA_RAW data.

To retrieve that data, you may need to use the RDP library instead.

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('<app key>')
response = rdp.HistoricalPricing.get_summaries('GBBHLGTW0=', fields=['ZSPREAD','AST_SWPSPD','A_YLD_1','B_YLD_1','MID_YLD_1'])

display(response.data.df)

For more information, please refer to Getting Started with Python.


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Marek.Kotwica avatar image
21 ●0 ●0 ●0

Hi Grigorios!


thank you for raising it. NDA is Refinitiv internal Database used mainly to support historical data. In Eikon Desktop NDA is a source for applications like Chart or Eikon Excel Rhistory function. Fields NDA_RAW are showing exact fields, which are supported for specific ISIN/RIC in NDA database, but this data model is considered legacy and not supported in modern API's.

I have asked a specialist in my team to take over a ticket 09788593 which was raised on your behalf (communication form customersupport@refinitiv.com) and advise further regarding possibilities to obtain historical pricing of bonds in our API's.


thank you

Marek


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grigorios.mamalis avatar image
16 ●5 ●7 ●10

Hi, many thanks to both of you. I also tried the rdp version and worked as a charm.

Best regards, Grigoros

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