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"Too many requests" when trying to download historic bond yields
Hello - I need to download historic yields for bonds -- and the size of the download would be too big for Excel. When I increase the size of the download, I get errors, usually this one: "RDError: Error code 429 | Too many requests, please try again later." I've also just had timeouts or it returns empty data frames. Below…
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Retrieve historical yield data for collection of bonds
I would like to collect certain firms outstanding bonds and get the average historical yield using python api. For example Swedish publicly traded firms in real estate sector, get their bonds that are in principal currency SEK and margin over index as type. I would like to get all active and non-active bonds' average bid…
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Do matured/expired bonds not generate yields with API when they were still active using TR.Yields...
...ToMaturityAnalytics? Do matured/expired bonds not generate yields with API when they were still active using TR.YieldsToMaturityAnalytics?
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Field for MME Yield
I'm using C++ EMA API and I wonder if Refinitiv reports MME yield for bonds in any of the fields? The usual bid and ask yields are given in RT_YIELD_1 (356) and SEC_YLD_1 (970) as far as I know but what about MME yields?
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Yield at Issue at Eikon Refinitiv
I am comparing sustainability-linked bonds with conventional bonds using data retrieved from Eikon Refinitiv, and need the data on Yield at Issue for these. I have tried different fields, such as "TR.FiOriginalYieldMaturity", but many observations are missing. What would be the correct code to use to get this information?…
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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…
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No Yield in Intraday Pricing Report
Hello, I would like to access data regarding the realtime Yield for RIC IT10YT=RR. I'm able to get Ask Yield or Bid Yield and i would like to get also the Yield related to the last price. Thanks
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How to extract a current Bond's current Bid Yield through its ISIN through python?
I have a bond which has the following ISIN: XS0316008399. I've been able to extract its bid and ask price but I'm struggling to extract its Bid Yield. I thought it might happen because of lack of data, but this datapoint is available in Thomson Reuters. Also, I've checked the Data Item Browser and used the correct labels,…
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bid_yield get_snapshot API request.
Hello, I'm pulling down ask_yield and bid_yield via the API and I'm seeing different values in the API call result then what's shown in the Eikon UI. Symbol: US927804FG41 For Bid Yield the UI is showing 2.8770 but the API result is 2.89 This is my API call: df = streaming_prices.get_snapshot( instruments = rics, fields =…
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Requesting 5000 records of 10 year Yield only returning 59 records
Hi, I'm trying to get the 10 year yield going back for decades. When I use the following call using the API, I only get 59 records even though I am requesting 5000 records. How do I get more data with the following code? Thanks! Robby request = timeSeries.SetupDataRequest("91282CAE1=") .WithView("CLEAN_PRC")…
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Field for accessing intraday bond yields
I'm trying to pull intraday yields on 10-year German and Japanese bonds using the REST API, but I'm not certain what field(s) to submit. I'm using RICs DE10YT=RRPS and JP10YT=RRPS. I believe the yield numbers should be available because they appear on the GUI (image below), but Close Ask Yld and Close Bid Yld don't appear…
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RT fields for benchmark bid/ask yield
Hello, What are RT fields for Benchmark bid/ask yields for RRPS rics ? Example ric: 713448DT2=RRPS BR Evgeny
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Bond yields and duration
I need to obtain time series of bond yields (i.e. p. 83 of Hull's textbook) and bond duration (i.e. p. 91) for a range of fixed-rate bonds. However, TR.CLOSEYIELD and TR.DURATIONANALYTICS are rarely available for bonds, including large ones like DEDB2GPB=SG. Theoretically, I should be able to compute it myself, but that…
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Gov Bid Yield mismatch
Hello, Yields between Python EIKON API and EIKON Terminal are sometimes different. See pictures and code below. Would you please explain the source of the difference? Bond: DE110230= (Perfect match between Eikon API and Eikon Terminal) Python Eikon API 03-Dec-2019 Bid Yield = -0.657 Eikon Terminal 03-Dec-2019 Bid Yield =…
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Python API - Bond Yield Data
/Hi, Is there a way to download the yield data using Python API for a specific date? For example, if I'm trying to download '075887BX6=FINR' bond's yield as of 8/22/2019 (which is 3.57%), what would be the python syntax? Thank you.
