How to get the historical dirty price of bond in bulk
As I known, I can get one bond historical dirty price via the following way.
from refinitiv.data.content.ipa.financial_contracts import bond
response = bond.Definition(
instrument_code=code,
fields=['DirtyPrice'],
pricing_parameters=bond.PricingParameters(
market_data_date=startDate)).get_data()
print(response.data.df)
Is there any way to get dirty prices on many bonds all at once through the Eikon API?
Tagged:
0
Best Answer
-
Thank you for reaching out to us.
Please try the following code.
from refinitiv.data.content.ipa.financial_contracts import Definitions
from refinitiv.data.content.ipa.financial_contracts import bond
bond_1 = bond.Definition(instrument_code="US10YT=RR")
bond_2 = bond.Definition(instrument_code="US5YT=RR")
parameters = bond.PricingParameters(market_data_date="2023-06-01")
def_var = Definitions(universe=[bond_1,bond_2],fields=["RIC","DirtyPrice"],pricing_parameters=parameters)
def_var.get_data().data.dfThe output is:
0
Answers
-
@Jirapongse Thanks for your answer, it's helpful. One more question, can I get the dirty price of many bonds over a period of time at once? for example, date from 2023-06-01 to 2023-06-30
0 -
You can try the get_history method.
history = rd.get_history(universe=['US10YT=RR', 'US5YT=RR'],
fields=["DIRTY_PRC"],
interval='daily',
start="2023-05-01",
end="2023-06-30")
history1
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛