Upgrade from Eikon -> Workspace. Learn about programming differences.

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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
Rana.Mallah avatar image
1 ●0 ●1 ●1

How do I get Clean Price for US treasuries

I am trying the following, but it is not finding the field and fills the dataframe with <NA>s


df = ek.get_timeseries(

'US5YT=RR',

fields = ['TR.CLEANPRICE']

)


display(df)


eikon-data-apidatahistoricalbondstimeseries
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.

Jirapongse avatar image   Jirapongse

@Rana.Mallah

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

zoya faberov avatar image   zoya faberov

Hello @Rana.Mallah ,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

-AHS

1 Answer

· Write an Answer
Upvotes
Accepted
raksina.samasiri avatar image
14.2k ●30 ●5 ●10

Hi @Rana.Mallah ,

I'd like to add that to get the historical data of clean price, the parameters of start date (SDate) and end date (EDate) can be added into the get_data function, please find an example code below

  • 0D mean Last Trading Day and -10D mean 10 day before that
  • or you can use the absolute date on SDate and EDate as well, For example,
                      
      
                   
    1. parameters={
                    'SDate':'2021-09-01', 'EDate':'2021-09-20'}
      2. 
                  
df, err = ek.get_data('US5YT=RR', fields = ['TR.CLEANPRICE.date', 'TR.CLEANPRICE']
                      , parameters = {'SDate':'-10D', 'EDate':'0D'})
df

1639564932787.png



1639564932787.png (24.0 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.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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