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LRE42 avatar image
16 ●2 ●1 ●9

unable to successfully pull time series for US BMK

Hello - I want to pull a historic yield time series for at least US10YT=RR, but I'd like to include other RICs too (for instance US1YT=RR). I've tried many variations of the following and I can't successfully pull any yields. Should I prefer get_data to get_timeseries? Does it matter if I want to pull for more than one RIC? Here are examples of my failing codes. The equivalent codes in Excel do pull data.


import eikon as ek

ek.set_app_key('xxx')

df1, err = ek.get_data('US10YT=RR', 'B_YLD_1', {'SDate':'2020-01-01','Frq':'D','EDate':'2022-01-31'})
print(df1)


df2, err = ek.get_timeseries('US10YT=RR', 'B_YLD_1', start_date='2020-01-01', end_date='2022-01-31')
print(df2)
eikon-data-apipython apitime-seriesyield
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raksina.samasiri avatar image   raksina.samasiri

hi @LRE42

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
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.

Thanks,
AHS

6 Answers

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Jirapongse avatar image
79.4k ●253 ●52 ●74


The get_timeseries method support the 'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT' fields. Therefore, the code looks like this.

df2 = ek.get_timeseries('US10YT=RR', start_date='2020-01-01', end_date='2022-01-31')
df2

1653282072543.png

You can also use the get_data method with the TR.BIDYIELD field, as shown below.

df1, err = ek.get_data('US10YT=RR', ['TR.BIDYIELD','TR.BIDYIELD.Date'],
                       {'SDate':'2020-01-01','Frq':'D','EDate':'2022-01-31'})
df1

The output is:

1653282452822.png

You can use the Data Item Browser tool to find available fields which can be used with the get_data method. For more information, please refer to this video.


1653282072543.png (30.0 KiB)
1653282452822.png (34.0 KiB)
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raksina.samasiri avatar image
14.2k ●30 ●5 ●10

hi @ELLing ,

First of all, the ek.get_timeseries function only returns a dataframe so the code should be like this instead (remove assigning the output to err variable for get_timeseries function)

df2 = ek.get_timeseries('US10YT=RR', 'B_YLD_1', start_date='2020-01-01', end_date='2022-01-31')

Next, printing an error from ek.get_data function shows that the field used (B_YLD_1) was not found in response for this instrument, which is a content-related issue that it's recommended to ask the content specialist by raising a ticket via MyRefinitiv

However, I'll try to find the proper function/field to be used here so, could you please provide the Excel formula that you used?

1653279315069.png



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LRE42 avatar image
16 ●2 ●1 ●9

Hi Raksina,

thank you for your response. If we can fix the field, will I be able to get data for more than one RIC at the same time with the same call? Also, for time series, should I prefer get_data or get_timeseries?


The formula in Excel that works is below:

=RDP.HistoricalPricing("US10YT=RR","B_YLD_1","START:02-Jan-2022 END:23-May-2022 INTERVAL:P1D SOURCE:RFV",,"CH:Fd RH:Timestamp",B2)

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raksina.samasiri avatar image
14.2k ●30 ●5 ●10

Hi @LRE42 ,

In addition to my colleague's reply, I would recommend you look at the newer RD Library for Python - which is currently in Beta and due for release in the coming months.

It will also have fuller documentation - I have been advised by the RD Library team that they are awaiting the completion of the documentation to confirm the release date.

import refinitiv.data as rd
rd.open_session()
rd.get_history(universe="US10YT=RR", fields="B_YLD_1", interval="1D", start="2022-01-02", end="2022-05-23")

I've compared the output with your Excel formula and the result are matched

1653289160894.png

Please let me know in case you have any further questions


1653289160894.png (88.5 KiB)
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LRE42 avatar image LRE42
this was also helpful - thanks
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LRE42 avatar image
16 ●2 ●1 ●9

Thank you, all. This is helpful. @raksina.samasiri, is there a refinitiv.data equivalent for get_data for this same RIC and field?

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nick.zincone avatar image
17.5k ●82 ●39 ●63

Hi @LRE42

There are a number of GitHub examples demonstrating the functionality within the Refinitiv Data Library for Python. In there, you can see examples related to get_data.

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