How to obtain Credit Ratings at a Specific Date?

fabio.ceruti
fabio.ceruti
in Eikon Data APIs

I have a list of ISINs for which I would like to obtain the Fitch Long-term Issue Credit Rating at a specific date using the Eikon API. More precisely, I would like to obtain such rating for the 30th December 2022. I have tried using the following command:

data, err = ek.get_data(instruments=AllISIN_test[0:1000], fields="TR.GR.RatingSuffix(SDate=2022-12-28,BondRatingSrc=FTC,Filling=Prev)")

but I am not obtaining any data. Does anyone have any leads as to how to obtain this info through the Python API?

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Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    Hi @fabio.ceruti ,

    I find nothing wrong in the code syntax you've used so this could be an issue with the data item (field) you've used. However, as this forum is more for programming-type queries, rather than content queries. I would recommend you contact the Eikon support team directly via MyRefinitiv. You can ask for the =TR formula in Eikon Excel which can be used to retrieve the data and if the formula is available, we can apply it to the get_data method in Eikon Data API. That way a content specialist can work closely with you to find a way to get the required data.

    Hope this could help.

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