RtGet question

For USDFF3L2Y=PYNY, what are the corresponding name in python API (i.e. tr.get_data) for

"SECOND ACTIVY 1"

For US6YT=TWEB, it has

"RT YIELD 1" and

"SEC YLD 1"

What are the corresponding field name in python API?

Besides, is there a way that I can get them as some historical day close i.e. 9/21/2018?

Best Answer

  • You can find field names in Data Item Browser app in Eikon. Type in the RIC in the app. Real-time fields can be displayed by selecting Content Classification: Real Time as filter. I would suggest further narrowing the fields displayed by selecting a specific asset class

    image

    Real Time fields don't have any history associated with them. To find historical close price as of a specific date, examine the fields available under Content Classification: Time Series Data. Once you've selected a Time Series Data field you can set the parameters such as the time range by selecting the Parameters tab in the top-right corner of the Data Item Browser app, and then you can copy the whole expression that you can use in your code by clicking Copy Formula button in the bottom-right corner. For more details on how to find metadata for use with Eikon Data APIs see this tutorial.