TR.ModifiedDurationAnalytics

ccamani0

I can get data for dozens of fields (TR.FiInflationProtected,TR.FiFaceOutstanding, ...) but when I add the field TR.ModifiedDurationAnalytics in my request, it fails with "eikon.eikonError.EikonError: Error code 400 | Backend error. 400 Bad Request". Thanks!

zoya faberov

Hello @ccamani0 and all,

From my testing, the fix appears to be working:

df, err = ek.get_data(['US345397VR12'], 
                      ['TR.FiFaceOutstanding', 'TR.TotalRevenue','TR.ModifiedDurationAnalytics',] )
df

Please let us know if you can confirm the same,

Thanks for reporting this issue,

-AHS

Alex Putkov.1

@9bf234b5-107d-4720-8505-25879b02dbe1
Could you provide an example you use to reproduce the issue? I just tried ek.get_data('US345397VR12','TR.ModifiedDurationAnalytics') as an example, and I have no problem retrieving the data on my end.

ccamani0

Hi Alex, thanks for your reply. You are right, with US345397VR12 it works.

ek.get_data('US345397VR12','TR.ModifiedDurationAnalytics') returns:
Instrument Modified Duration
0 US345397VR12 2.2217

Now I try with another instrument:
ek.get_data('IDEAM_t.MI','TR.ModifiedDurationAnalytics') returns:
Backend error. 400 Bad Request

I know that ModifiedDurationAnalytics is not relevant for that security, but why do I get a 400 Bad Request instead of NaN, like for this request:
ek.get_data('IDEAM_t.MI',["TR.FiCouponFrequency", "TR.FiMaturityDate"]) which returns:
0 IDEAM_t.MI NaN NaN

Thanks!

Alex Putkov.1

@9bf234b5-107d-4720-8505-25879b02dbe1
Thanks for reporting this issue. I see the inconsistency in the error handling on the backend. I raised case #06896950 on your behalf with TR Helpdesk. The Helpdesk will escalate the issue to the development team and will keep you informed of the progress.

ccamani0

Yes, I confirm that the fix is working