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How to extract a current Bond's current Bid Yield through its ISIN through python?

I have a bond which has the following ISIN: XS0316008399. I've been able to extract its bid and ask price but I'm struggling to extract its Bid Yield. I thought it might happen because of lack of data, but this datapoint is available in Thomson Reuters. Also, I've checked the Data Item Browser and used the correct labels, leading to no values. I've tried, CF_YIELD and RT_YIELD_1, which present values in DIB. The code I used for the Bid and Ask price is the following:


float_d_data_ISIN, e = ek.get_data( XS0316008399, ['TR.ASKPRICE(SDate=0, EDate=-15,Frq=Y).date','TR.BIDPRICE(SDate=0, EDate=-15, Frq=Y)','TR.ASKPRICE(SDate=0, EDate=-15, Frq=Y)'])

float_d_data_ISIN


Thank you very much in advance!

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Hi @catolica_user27

Regarding your sample code.

Here is the explanation, it seems that the data is available from May 2020.

So in your request, you request yearly data and you only got 1 data point available.


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@catolica_user27

CF_YIELD and RT_YIELD_1 are real-time fields. The only symbology that can be used to retrieve real-time fields is RICs. If you'd like to retrieve the values of CF_YIELD and RT_YIELD_1 fields, use RIC XS0316008399=RRPS instead of ISIN. And if you're interested in adding bid yield to the bid and ask price history you retrieve for this bond, use

ek.get_data('XS0316008399=RRPS', 
           ['TR.ASKPRICE.date','TR.BIDPRICE','TR.ASKPRICE','TR.BIDYIELD'],
           {'SDate':'0', 'EDate':'-15','Frq':'Y'})
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