Government Auctions Results Fetching

d.fecher
d.fecher
in Eikon Data APIs

Hi there,


Eikon Desktop includes the app 'Governments Auctions' where you can retrieve the latest bond auction results which look like this:


1673534058023.png


And then there is a possibility to download an Excel file with the data.

1) However, I would like to fetch this data with C# using EikonDataAPI. Is there an opportunity to do it?

(P.S. similar to the function

eikon.GetTimeSeries()

where the prices for the given period could be pulled).


2) IF not, is there any way to pull the list of ISINs and/or RICs for the Government Auction Results of the given time period for the given country?


Thanks


Tagged:

Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    @d.fecher So I have been able to get some of the data with our Refinitiv Data Library - here is the API call using Python Access Layer:

    import refinitiv.data as rd
    rd.open_session()
    rd.discovery.search(
        view=rd.discovery.Views.GOV_CORP_INSTRUMENTS,
        select="ISIN,RIC,IssuedAs,IssueDate,AuctionDate,,Currency,FaceIssuedTotal,CouponRate,MaturityDate", 
        filter="IssuerCountryName eq 'Canada' and IndustrySectorDescription eq 'Sovereign' and AuctionDate ge 2022-10-01 and IsActive eq true and AssetStatus ne 'MAT'",
        top=10000,
        
    )

    1673538287024.png

    You can try this in a codebook instance to see the result for yourself in python.

    Now the RD library also has a .NET variant that is currently in Beta. You can find out more using the search tutorial here. From the tutorial we can just replace the filter text and select text and we should get the same result set back. 

    response = Search.Definition().View(Search.View.GovCorpInstruments)
                                  .Filter("IssuerCountryName eq 'Canada' and IndustrySectorDescription eq 'Sovereign' and AuctionDate ge 2022-10-01 and IsActive eq true and AssetStatus ne 'MAT'")
                                  .Select("ISIN,RIC,IssuedAs,IssueDate,AuctionDate,,Currency,FaceIssuedTotal,CouponRate,MaturityDate")
                                  .Top(10000)
                                  .GetData();

    The Search API is very powerful - but has some complexity to it - there are a couple of great articles on this here and here. Though they are in Python - the query texts etc should all be directly transferable to their .NET counterparts. I hope this can help.

Answers

  • nick.zincone
    nick.zincone
    Hi @d.fecher

    I would recommend you open a ticket within Refinitiv Support to ask whether this specific data can be programmatically accessed. You can also refer to this post within your ticket for details. Note: You may want to reference if they can provide an example within Excel or whether the data is available within the Search service.

  • Gurpreet
    Gurpreet

    Hi @d.fecher,

    As answered here, the Government Auctions data is not available through the Eikon Data APIs.

  • d.fecher
    d.fecher
    thank you for your reply! I was just hoping that there could be some update on this topic.
  • d.fecher
    d.fecher

    thank you for your reply! I will try it

  • d.fecher
    d.fecher
    This is definitely helpful, thank you!
  • jason.ramchandani01
    jason.ramchandani01

    Happy to help! There are a lot of additional examples that can help you with Search - including a Search Metadata Helper in the second article - this can help you find all of the Selectable and Filterable items for each type of search view eg People, GovCorpInstruments etc

  • d.fecher
    d.fecher

    Previously, I used to pull data via EikonDataAPI which could be referenced and is available in NuGet Gallery.


    However, in the sample code for 'Search' I see that Refinitiv.Data is referenced, and I can't find the FDP Library in NuGet Gallery or in your provided links. I am probably doing something wrong, could you give a hint?

  • nick.zincone
    nick.zincone

    Hi @d.fecher

    If you are looking for a .Net solution, you can find many Search Examples using the Refinitiv Data Library for .Net. The Search Examples are built with Visual Studio and will automatically pull down the Refinitiv.Data and Refinitiv.Data.Content NuGet packages.

    In addition, the Search Article has links to many other .Net examples that have been implemented within a .Net Interactive environment.

  • d.fecher
    d.fecher
    thank you for your reply! It works now, however I am struggling with the Filtering, do you know if there is SearchBrowser for Dotnet? The SearchBrowser for Python is great and something similar for Dotnet would be really helpful to deal with the Querying.

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