How can i download curve points historical data with eikon API in python?

carruiz
carruiz
in Eikon Data APIs

Hi,

I'm trying to use eikon.get_data() in python for downloading historical data of curve points. RICs examples: "AAAUSDD10Y=", "BBBUSDD5Y=","MEXICOUSDG4Y".

I have tried different field names but can't get historical data. Which ones should I use?

Or even if there is a way to download the hole curve using python with the curve's RIC like "0#AAAUSDDBM=K" or "BBBUSDDBMK=" it would be a great help.

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Best Answer

  • jonathan.legrand
    jonathan.legrand
    Answer ✓

    Hi @carruiz ,


    Is the following getting you the data you are after?


    rd.get_history(
        universe=["AAAUSDD10Y=", "BBBUSDD5Y=","MEXICOUSDG4Y"],
        start="2023-09-01",
        end="2023-09-28",
        interval='hourly') # 'daily'


    1695908131212.png


Answers

  • carruiz
    carruiz

    Thank you very much, it was so helpful but i have a question:

    How cain i get the historical midyield or close yield of this points? What's the correct field for this, i can't find it.

  • jonathan.legrand
    jonathan.legrand
    Hi
    @carruiz ,

    To find the fields you are after, I would advise using the DIB. Please do let me know (via a comment below) if you find the fields you are after there.

    Failing that, please note that this Developer Q&A Forum is for technical questions about LSEG's tech stack. (specifically its APIs). for content questions such as yours here, plese reach out to
    my.refinitiv.com

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