Retrieve list of bonds for a certain company in python

Hello I would like to retrieve a list of bonds for a certain instrument, say AAPL.O. For the moment i have tried using the TR.BondRIC however this only returns the code for one "plain vanilla fixed coupon bond". Is it possible to retrieve a list of all the bonds so i can then sort them by yield, yield date, and last price?

Basically i want to be able to retrieve the same info i can see in Debt&Credit->DebtStructure->All bonds by maturity. The i will sort the top 10 by yield or whichever are of interest to me.

Thanks a lot in advance,
Antonio

Best Answer

  • @ant1bball works for me, 140 bonds.

    image

    there are a few catches with this approach, though, but if you are looking at large companies, this should be ok.

    Otherwise, some of the borrowers issue debt through special purpose vehicles that are not connected to the borrower. For that you would need to be using the RSearch API that Alex mentioned.

Answers

  • The only Eikon API that currently provides the capability you're looking for is the RSearch library of Eikon COM APIs. See the following tutorial for an example of using RSearch COM library in a custom .NET application.
    https://developers.thomsonreuters.com/eikon-com/eikon-desktop-data-api/learning?content=806&type=learning_material_item

  • Is there an ETA on the implementation of this feature on the python API?

  • Thanks! I think i can survive with this for the moment. I was looking directly in the eikon data item browser thats why i didnt see the list (facepalm)

    If i query for BondRIC i get 2443 results, while querying for BondISIN returns the 140 you mention. What is the difference between them? Do the BondRIC show these "special" debt issuances you mention?

    Would you have an example/link of the RSearch for Bonds? might be useful for other users because the tutorial Alex mentioned is just a generic initialisation of an RSearch manager not how to search for bonds using .NET.

  • ISIN is an issue level identifier whereas RIC is a quote level (issue + price source). Typically there are several RICs corresponding to an ISIN.

  • The tutorial for RSearch COM API contains a downloadable example providing a complete implementation of the criteria search: you fill out the criteria in a form and retrieve the result. To find out what criteria you can use watch a video tutorial titled "Retrieve the list of options in Excel" available from the main Eikon menu - Help - Tutorials and Training, which shows how to use Search wizard in Excel to construct RSearch function. In RSearch COM library you can use the same arguments as in the RSearch function in Excel.

  • Thanks alex :)