Download bond's dirty price and coupon history using C# API

richard.li
richard.li
in Eikon Data APIs

I have downloaded .NET Eikon API example and succeed in downloading equity stock's OHLC.
Unfortunately I have no idea downloading historical data for bonds. I can do it in excel as attached (bondstudyreuters.zip). But I see no related function in C# API. Please help.

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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov
    Answer ✓

    You can get the data with the .NET Time Series API by changing the View (.WithView("NDA_RAW")) parameter of the request. For example:

    _request = _timeSeries.SetupDataRequest("94973VAN7=")
            .WithView("NDA_RAW")
            .WithAllFields()
            .WithInterval(CommonInterval.Daily)
            .WithNumberOfPoints(5)
            .OnDataReceived(DataReceivedCallback)
            .CreateAndSend();

    where _request is an instance of ITimeSeriesDataRequest

    For more information, have a look at the tutorial, where the structure of the data is explained.

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