how to use python to query all live government bonds for different countries?

how to use python to query all live government bonds for different countries?

Best Answer

  • You can navigate through the chains of government debt available in Eikon using the Quote app in Eikon and first displaying 0#GOVDEBT chain of chains and then drilling down by double-clicking on the chains within this chain. Once you've arrived to a chain that returns the list of bonds you can retrieve them using get_data method. Here's an example retrieving the RIC, ticker, coupon, maturity and latest bid/ask prices for all active Australian treasuries.

    ek.get_data('0#AUTSY=',['TICKER','COUPN_RATE','MATUR_DATE','CF_BID','CF_ASK'])