How can i get historical bond yield and duration
Didn't find one under Data Item Browser.
Got those for excel from support
=RHistory("03785EAT1=","DURATION.Timestamp;DURATION.Value","START:01-Dec-2021 END:12-Dec-2021 CODE:ISIN INTERVAL:1D",,"TSREPEAT:NO CH:Fd")
=RHistory("03785EAT1=","BID_YIELD.Timestamp;BID_YIELD.Close","START:01-Dec-2021 END:12-Dec-2021 CODE:ISIN INTERVAL:1D",,"TSREPEAT:NO CH:Fd")
How can i get this data with python?
The RHistory function is similar to the get_timeseries method in Eikon Data API. However,
the get_timeseries method can only retrieve the default view of historical data. The default view of 03785EAT1= is the BID_YIELD view.
df = ek.get_timeseries('03785EAT1=', start_date = '2021-12-01', end_date = '2021-12-12', interval = 'daily')
This is the data that the get_timeseries method provides.
DURATION.Value is available in the RDP library (
For more information, please refer to the Refinitiv Data Platform Libraries.