Default price for bonds - Python API

blucap

With Datastream it is possible to retrieve Default Prices for bonds - for time series. If my mind serves me right it is MPD.

Is there an equivalent code for Eiokn, specifically the Eikon API for Python?

marcin.bunkowski

Hi @blucap

Here is an example you can use to retrieve the time series of a bond using an ISIN as an input

ek.get_data('DE000DB7XHP3',['TR.BIDPRICE.date','TR.BIDPRICE'],{"Sdate":'2016-01-01', "Edate":'2016-01-31'})

chavalit-jintamalit

Hi @blucap

Can you provide Eikon Desktop screenshot on the data you would like to retrieve via Python API ?

Thanks.

blucap

@chavalit.jintamalit see below:

blucap

See below:

blucap

To be honest, any item that acts as a proxy for CDS spreads will do.

chavalit-jintamalit

Is this screeshot from Datastream product?

blucap

Thank you - However I am looking for CDS spreads, any help appreciated as I am a newby on spreads.

marcin.bunkowski

Hi @blucap if you are looking for CDS spreads then I recommend you to use CDSSRCH app in Eikon to find RIC codes, then you can use an example syntax to fetch the data:

ek.get_data('DB5YEUAM=R',['TR.PARMIDSPREAD.date','TR.PARMIDSPREAD'],{"Sdate":'0D', "Edate":'-10D'})

blucap

Thanks marcin.bunkowski - that is what I am looking for!