Bond price difference

chekp

Hi,

Using Eikon API I am getting totally different BID and ASK prices whether I use CH22439734= (given me by Eikon application whenever I search for CH0224397346) or CH0224397346.

For example I get prices above 110 if I used the following

bid_ask_df1,e = ek.get_data(["CH0224397346"],['TR.BIDPRICE', 'TR.ASKPRICE', 'TR.BIDPRICE.date'],
                  {'SDate': "2024-04-29",'EDate':"2024-05-10",'Frq':'D'})

And I get prices close to 95 for this one, which based on Destop app are the correct prices.

bid_ask_df2,e = ek.get_data(["CH22439734="],['TR.BIDPRICE', 'TR.ASKPRICE', 'TR.BIDPRICE.date'],
                  {'SDate': "2024-04-29",'EDate':"2024-05-10",'Frq':'D'})

I check in the application if the prices were in another currency but then I didn't match and in my use case I would rather take case where the prices are close to 95. I would appreciate your help. Thanks a lot.

nick.zincone

Hi @chekp

I don't believe these codes you are comparing represent the same instrument. I would first reach out to the helpdesk (Get Help & Support (F1)) within the desktop - they will bring in a content person to confirm.

When I take your instrument: CH5YT=RR [Switzerland 5 Year benchmark] and convert that symbol like this:

When I go into the desktop and enter CH0224397346, I see this:

Why don't you simply use CH0224397346 when you perform a .get_data()?

chekp

Hi,

Thanks for your reply. Whenever I search for the isin (underlined) I gets me to the page where I have both CH22439734= and CH0224397346. I check using the API and as you saw, it gives me different prices.

I do use CH0224397346 but i gives a price of roughly 112 which is not corresponding the value in the image.

The correct price should should be close to 95, but using the api with CH0224397346 or corresponding RIC give me ~112 which I guess is not correct for this instrument. Thanks for your support