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student4.student avatar image
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Historical Spread (BMK_SPD) download per unique ISIN

I have a list of bond ISINs for which I require historical spread data. My current approach is to use ek.get_data to obtain 'Bond RIC' and then use rdp.get_historical_price_summaries for each single instrument.

My questions are:

1. Why are some Bond RICs not unique per ISIN? E.g. FR0010678185 and FR0010695171 have the same Bond RIC 'FR00140046Y4=JFTW'.

Is there another specific Bond identifier that is unique and better geared for my purposes? Or maybe even a way to get historical spreads directly using ISINs?

eikon-data-apirdp-apihistoricalbonds
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3 Answers

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dawid.szroeder avatar image
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Hi again

First of all you can use ISIN directly in ek.xx or rdp.xxx functions, and the former will allow you to retrieve the data for multiple instruments (provide the instruments as a list):


df,err = ek.get_data(instruments = ["XS0185540621"], fields = "TR.BenchmarkSpread",

parameters = {'SDate':"20200101", "EDate":"20220101"})

df


Hope that helps

Best

Dawid

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dawid.szroeder avatar image
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Hi!

This is a very specific situation you are mentioning here, the bonds are actually unique, but fungible (meaning almost all T&C details are shared, but the differences are in Issue Price and/or Issue Date). ISIN is a good way to go to distinct the instruments.

Best

Dawid

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student4.student avatar image
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Thanks Dawid, very helpful. Do you mind answering the other question I stated above:

- Is there a better way to get historical spreads of bonds than using rdp.get_historical_price_summaries?

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