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tomas.arditi avatar image
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Historic values for InflationIndexRatio using IPA for Bonds

Hi team,

I hope you are doing well.

I am using refinitiv.dataplatform in Python. I am trying to get historical information for the field "InflationIndexRatio". Could you please help me?


rdp.get_bond_analytics(
    universe = ["XS029941629=RRPS"], #RIC
    fields = ["InflationIndexRatio"], #FIELDS
    calculation_params=ipa.bond.CalculationParams(market_data_date="2022-06-01")
)

That is what I am trying but I am not getting the historical value. Is there away to get a historical value or a time series?

I need to replicate the following but using get_bond_analyitcs, is it possible?

rd.get_data(universe = 'XS029941629=RRPS', 
            fields = ['TR.FiIndexRatio(SDate=0,EDate=-1000,Frq=NA).date','TR.FiIndexRatio(SDate=0,EDate=-1000,Frq=NA)'])

Thank you,

Tomas

bondsindex
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wasin.w avatar image   wasin.w

Hello @tomas.arditi

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

raksina.samasiri avatar image   raksina.samasiri

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

Thanks,
AHS

3 Answers

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nick.zincone avatar image
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Hi @tomas.arditi,

Using the Refinitiv Data Library for .Net, you can try the following based on the Historical Pricing interface example

Summaries.Definition("XS029941629=RRPS").Interval(Summaries.Interval.P1M)
                                        .Fields("IDX_RATIO")
                                        .Start("2022-01-01")
                                        .GetData();

ahs.png


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aramyan.h avatar image
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Dear @tomas.arditi ,


Thank you for your question. I tried to get the requested field as of your specified date using RD(refinitiv.dataplatform) libraries.

from refinitiv.data.content.ipa.financial_contracts import bond
response = bond.Definition(
    instrument_code = "XS029941629=RRPS",
    fields = ["InflationIndexRatio"],
    pricing_parameters = bond.PricingParameters(
        market_data_date="2022-06-01"
    )
).get_data()

response.data.df

screen-shot-2022-08-15-at-150237.png


Could you please have a look at this code output and see if this resolves your question?

Best regards,

Haykaz


screen-shot-2022-08-15-at-150237.png (11.0 KiB)
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tomas.arditi avatar image
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Hi @h.aramyan

I hope you are doing well.

I am trying to get the time series for the Inflation Index Ratio. Is it possible?

Thanks and kind regards,

Tomas Arditi

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aramyan.h avatar image aramyan.h

Hi @tomas.arditi ,

according to the pricing parameters you can't request a marketDataDate (didn't seem to find another pricing parameter returning range either) as a range. You may need to use a loop to request for a range you want.


Best regards,

Haykaz


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