If I want to retrieve weekly closing yield data for a series of government bonds using the function ek.get_timeseries in the Python API, on which value should I set the parameter Fields?

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angelo.cataldo

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If I want to retrieve weekly closing yield data for a series of government bonds using the function ek.get_timeseries in the Python API, on which value should I set the parameter Fields?

python api timeseries

Nov 25, 2021 at 02:48 PM

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wasin.w Dec 07, 2021 at 03:53 AM

Hello @angelo.cataldo

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If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

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raksina.samasiri Dec 14, 2021 at 08:07 AM

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AHS

Answer 1 · 2021-11-30T11:23:49Z

haykaz.aramyan

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Hi @angelo.cataldo ,

In addition to the information that @chavalit-jintamalit provided:

Although I am not a content expert, the field CLOSE in ek.get_timeseries() for government bonds seems to be the yield to maturity. See below the output:

For comparison, below is the output for Yield to Maturity (0.333428) and Close Date (2021-11-29) from Data Item Browser(DIB) which are the same as above.

In general, to look for values which could be potentially used in ek.get_data() or ek.get_timeseries() function you can refer to DIB section in Workspace.

Nov 30, 2021 at 11:23 AM

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haykaz.aramyan Nov 30, 2021 at 11:25 AM

missed attachments from the comment above

1638271475347.png (32.6 KiB)

1638271509750.png (41.8 KiB)

Answer 2 · 2021-11-29T08:40:47Z

chavalit-jintamalit

18.2k ●21 ●13 ●21

Hi @angelo.cataldo

If you don't pass in the field parameter, by default, the ek.get_timeseries() will request all fields for you.

I think that should work as well.

Nov 29, 2021 at 08:40 AM

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Answer 3 · 2021-11-29T11:42:06Z

angelo.cataldo

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@chavalit-jintamalit Yes, but will those displayed be yields? I’m working w/ sovereign bonds, as I said. Thanks

Nov 29, 2021 at 11:42 AM

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If I want to retrieve weekly closing yield data for a series of government bonds using the function ek.get_timeseries in the Python API, on which value should I set the parameter Fields?

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