RICs.csv - the file containing a sample of 9000+ RICs (I need to run my code on a different file with 100,000 RICs, but for your experimentation purposes it will be easier to run the code on this file).
RDP Code to optimize - includes an RDP code that fails to work. Please note that I want to recover the data specifically with rdp.historical_pricing.summaries because there are some RICs whose data can only be retrieved with this code.
Here are the fields I want to recover:
- bond fields: mid yield, mid price, ask price, ask yield, bid yield, bid price, ratings, transaction volume.
- dates: 2016 Jan 1 - 2021 Dec 31
- interval: monthly
Sample Output - Eikon.csv - includes a sample output generated through the eikon library. In other words, I want to have the code with rdp.historical_pricing.summaries that retrieves output of this type because with rdp.historical_pricing.summaries might add additional data that is not being retrieved by eikon libraries (as you can see, there are several N/As in the output).
For now I would only kindly ask you to provide a sample code for the RDP library or edit mine (with rdp.historical_pricing.summaries). I solved the issue with rd.get_data myself.