How to get TR values for all municipal bonds?

jg6180

Hello,

I am trying to get TR values (ex. TR.MuniRating) for all municipal bonds (4.5m). I tried the following code but it takes 15min for 100 bonds.

df, err = ek.get_data(cusip, ["TR.FINextCallDate", "TR.FIPurposeDescription", "TR.FIWorstRedemEvent",

"TR.MUNIRating", "TR.UltimateParentId", "TR.UltimateParent",

"TR.CompanyCntPostalCodeAddr"])

I wonder if there is a faster way to get these values for a large number of bonds. Thank you!

Best,

Jessie

jonathan.legrand

Hi
@jg6180
, have you tried using the RD Lib's
parallel calls
? FYI, you can change that historical call quite a bit to fit your needs as shown here

raksina.samasiri

Hi @jg6180 ,

Thank you for your patience, could you please provide the example of the CUSIP list that returns the error for further investigation?

jg6180

@raksina.samasiri I have over 4.5m CUSIPs. It seldom returns errors but it is very slow. How to solve this?

jg6180

@jonathan.legrand Hello, thank you for your reply. I checked the content you provide, but not sure what exact syntax/packages I should use for these TR values (

"TR.FINextCallDate", "TR.FIPurposeDescription", "TR.FIWorstRedemEvent",

"TR.MUNIRating", "TR.UltimateParentId", "TR.UltimateParent",

"TR.CompanyCntPostalCodeAddr"). Would you mind giving some further instructions?

jonathan.legrand

Hi @jg6180

You may want to try this:

https://gist.github.com/johnukfr/6139731b976ce2b02a1206ef39fa2690