iBoxx infos with Python API
I would like to retrieve the historical asset swap spread from Markit iBoxx, using Python API with the ek.get_data() function.
Example: considering the ISIN DE0006601099 (EUR Corp AA for duration 5-7 years), I would like to now what to put as 'fields', so that
iboxx_idx, err = ek.get_data('DE0006601099', fields, parameters={'SDATE':'2023-05-01'})
would output the asset swap margin for the iBoxx index on the relevant date.
Any idea how to proceed ?
Thanks a lot in advance.
Best Answer
-
Hi @j.dessain ,
Is this what you're looking for
df, err = ek.get_data(['DE0006601099'], ['TR.ASSETSWAPSPREAD', 'TR.ASSETSWAPSPREAD.date'], parameters={'SDATE':'2023-05-01'})
dfYou can search for the fields you're interested in using the Data Item Browser application in Eikon Desktop/Refinitiv Workspace. Data Item Browser and Eikon Data API in Python video shows how to use the Data Item Browser in Refinitiv's Workspace to improve Python-based workflows with the Eikon Data API.
For more information regarding the content, you can raise the content ticket via MyRefinitiv and the content specialist is going to contact you directly to assist with this.
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