How to extract the daily market value of bond from Eikon API

jun.he

Hi all,

The problem is that when I ran the following codes, I found that the returned value was only the latest market value of the bond, but I expected to get a time series.

Bond_fields = ["TR.ASKPRICE.date",
               "TR.ASKPRICE",
               "TR.MarketValueAnalytics",
               "TR.CleanMarketValueAnalytics"]

Bond_RICs = ["78490FHF9="] 

df, err = ek.get_data(Bond_RICs,
                      Bond_fields, 
                      {'SDate':'2019-01-01','EDate':'2020-12-06', 'Frq': 'D'}) 

df

The returned result is :

I am looking forward to your response.

Best

Jirapongse

@jun.he

It is Datastream Web Service. The Python library for this API is DatastreamPy.

The code looks like this:

import DatastreamPy as DSWS

ds = DSWS.Datastream(username = "username", password = "password")
df = ds.get_data(
    tickers='8102EY,8157FG,7470EX,791PD3,831FGZ,7822M8,7534MF,8193WG,8062EM,789ZVN,8071ZR,8299LN,8262VC,8262MT,7855CR,8110J1,8165YD,7826DJ,7977LU,7843TK,8155WZ,8155JA,7856H5,7965X6,8430DE,7820HF,8071LM,7500KQ,7855QF,7983HE,8179ZK,8193MY,7531VP,8180YC,8155XA,8215GC',
    fields=['MV'],
    kind=1)
df

The output is:

The parameters of the get_data method are:

get_data(tickers, fields=None, start='', end='', freq='', kind=1) 

Jirapongse

@jun.he

Thank you for reaching out to us.

I checked with the Data Item Browser tool and found that the TR.MarketValueAnalytics and TR.CleanMarketValueAnalytics fileds don't support timeseries data.

I think this is why it didn't return timeseries data.

You can contact the helpdesk support team directly via MyRefinitiv for confirmation.

jun.he

Dear @Jirapongse,

Thanks for your precise replies.

I also have a question about how to translate the following Eikon Excel functions into the Python API code. For example, the following Eikon Excel function contains "Market Value" and is a daily time series.

=@Thomson.Reuters.AFOSpreadsheetFormulas.DSGRID(CONCATENATE("8102EY,8157FG,7470EX,791PD3,831FGZ,7822M8,7534MF,8193WG,8062EM,789ZVN,8071ZR,8299LN,8262VC,8262MT,7855CR,8110J1,8165YD,7826DJ,7977LU,7843TK,8155WZ,8155JA,7856H5,7965X6,8430DE,7820HF,8071LM,7500KQ,7855QF,7983HE,8179ZK,8193MY,7531VP,8180YC,8155XA,8215GC,79"),"MV",Sheet1!$B$1,Sheet1!$B$2,"D","EDateCellRef=true;SDateCellRef=true;CustomHeader=true;CustHeaderDatatypes=ISIN;RowHeader=true;ColHeader=true;DispSeriesDescription=false;YearlyTSFormat=false;QuarterlyTSFormat=false")

I wanted to get the corresponding Python code or column, but I could not find a suitable one.

I am looking forward to hearing from you.

Best.

jun.he

Dear @Jirapongse

Thanks for your help. You saved my life.

I hope you have a lovely weekend

Best.