For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
66 0 2 7

Problem with S&P Credit Ratings

It appears that S&P Ratings data is not flowing via the Eikon API, see code and resulting df:

CUSIPS = ['002824BF6', '00724FAC5', '001055AM4', '037833BY5']
fields = [ek.TR_Field('TR.FIIssuerDescription'), ek.TR_Field('TR.ADF_COUPON'), ek.TR_Field('TR.FIMaturityDate'), ek.TR_Field('TR.YieldToWorstDateAnalytics'), 
          ek.TR_Field('TR.FIIndustrySector'), ek.TR_Field('TR.FIPricingMidPrice'), ek.TR_Field('TR.FIWorstCorpYield'), ek.TR_Field('TR.FIAccruedInterest'), 
          ek.TR_Field('TR.FIWorstAverageLife'), ek.TR_Field('TR.FiOptionAdjustedDuration'), ek.TR_Field('TR.OASAnalytics'),ek.TR_Field('TR.FiSPRating', params = {'SEG':'G'}), ek.TR_Field('TR.FIMoodysRating'), ek.TR_Field('TR.FiSPRank'), ek.TR_Field('TR.FiMoodysRank')]
dat = ek.get_data(CUSIPS, fields = fields)[0]
dat

Any suggestions?

eikoneikon-data-apipythonworkspaceworkspace-data-apirefinitiv-dataplatform-eikoncredit-ratings
1619986296425.png (32.8 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
12.1k 59 39 61

Hi @jgarden,

I would suggest you reach out to your account manager regarding SP Ratings. There have been recent changes around S&P permissions/licensing which may explain why you are not receiving any data.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
18k 21 12 20

Hi @jgarden

On to of Nick's comment.

You can modify your API call to get the error status.

CUSIPS = ['002824BF6', '00724FAC5', '001055AM4', '037833BY5']
fields = [ek.TR_Field('TR.FiSPRating', params = {'SEG':'G'}),ek.TR_Field('TR.FiSPRank')]
dat,err = ek.get_data(CUSIPS, fields = fields)
dat
err

This is to confirm that it is related to the permission issue.


ahs.jpg (90.1 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.