Looking for historical credit rating bond data for a large amount of bonds on Eikon

2553514r

I am looking to find historical credit ratings for a vast amount of bonds (spanning about 10 years). I can't search for a specific date because they were all issued at different times. When using codebook, I managed to find ratings for a large number of bonds but that was the rating at the time of my search instead of historical.

Here is the code I used -

import eikon as ek

import pandas as pd

ek.set_app_key('...')

isins = [ ]

fields = ['TR.GR.Rating','TR.GR.RatingSourceCode' ]

data, err = ek.get_data(isins, fields)

if err:

print(f"An error occurred: {err}")

else:

print(data)

except Exception as e:

print(f"An error occurred: {e}")

data.to_csv('bond_credit_ratings.csv', index=False)

If anyone knows how to access historical credit ratings for large amounts of bonds at once, please let me know. Any help with this would be very appreciated

Jirapongse

@2553514r

Thank you for reaching out to us.

I checked the Data Item Browser tool and found that the TR.GR.Rating field supports the series data.

Please contact the helpdesk team via MyAccount regarding how to set these parameters for bond instruments.