BNDC Alternatives

sylvio.campos

Hi,

Every month in early days I need to get this “Dirty Price” from the BNDC for the last business day from past month and for several bonds.

Today I’m doing one by one in the BNDC, is there a way to access this price through the EIKON API or some way to automatize this job?

Thanks in advance,

Sylvio Campos Neto

m.bunkowski

Hi @sylvio.campos

You can use the latest refinitiv-data library to get that. You can use a loop to go through your list and retrieve the results you want.

import refinitiv.data as rd
from refinitiv.data.content.ipa.financial_contracts import bond
rd.open_session() 
response = bond.Definition( 
    instrument_code='XS2525253436', 
    fields=['DirtyPrice'], 
    pricing_parameters=bond.PricingParameters( 
        trade_date="2023-05-31")).get_data() 
response.data.raw

sylvio.campos

Works like a charm, thank you!