Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • Eikon Data APIs /

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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

avatar image
Question by student4.student · Feb 03 at 10:08 AM · eikon-data-apirdp-apihistoricalbonds

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?

People who like this

0 Show 0
Comment
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

3 Replies

  • Sort: 
avatar image
REFINITIV
Best Answer
Answer by dawid.szroeder · Feb 03 at 01:46 PM

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

Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

avatar image
REFINITIV
Answer by dawid.szroeder · Feb 03 at 10:21 AM

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

Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

avatar image
Answer by student4.student · Feb 03 at 12:14 PM

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?

Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

Watch this question

Add to watch list
Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
11 People are following this question.

Related Questions

Trying to fetch Close Bid Price for CMO tranche from Python

How do I get Clean Price for US treasuries

Retrieving bond returns (historical values)

Bond Amount Outstanding and Rating

Cannot reproduce in Python retrieval of historic corp bond data

  • Copyright
  • Cookie Policy
  • Privacy Statement
  • Terms of Use
  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Spaces
  • Alpha
  • App Studio
  • Block Chain
  • Bot Platform
  • Connected Risk APIs
  • DSS
  • Data Fusion
  • Data Model Discovery
  • Datastream
  • Eikon COM
  • Eikon Data APIs
  • Electronic Trading
    • Generic FIX
    • Local Bank Node API
    • Trading API
  • Elektron
    • EMA
    • ETA
    • WebSocket API
  • FX Venues
    • FX Trading – RFQ Maker
  • Intelligent Tagging
  • Legal One
  • Messenger Bot
  • Messenger Side by Side
  • ONESOURCE
    • Indirect Tax
  • Open Calais
  • Open PermID
    • Entity Search
  • Org ID
  • PAM
    • PAM - Logging
  • ProView
  • ProView Internal
  • Product Insight
  • Project Tracking
  • RDMS
  • Refinitiv Data Platform
    • Refinitiv Data Platform Libraries
  • Rose's Space
  • Screening
    • Qual-ID API
    • Screening Deployed
    • Screening Online
    • World-Check One
    • World-Check One Zero Footprint
  • Side by Side Integration API
  • TR Knowledge Graph
  • TREP APIs
    • CAT
    • DACS Station
    • Open DACS
    • RFA
    • UPA
  • TREP Infrastructure
  • TRKD
  • TRTH
  • Thomson One Smart
  • Transactions
    • REDI API
  • Velocity Analytics
  • Wealth Management Web Services
  • Workspace SDK
    • Element Framework
    • Grid
  • World-Check Data File
  • Yield Book Analytics
  • 中文论坛
  • Explore
  • Tags
  • Questions
  • Badges