Can not get LOW auction price for US bonds auction (ex US3MINV=RR)

gabriel.manceau

If I use the following fonction

rates = ek.get_timeseries(["US3MINV=RR"],

start_date=startDate.isoformat(),

end_date=endDate.isoformat(),

fields = ["LOW","HIGH"])

ek returns a NAN for "LOW" field. Only the high rate is returned.

marcin.bunkowski

Hi @gabriel.manceau

I think that you can get it using sample below:

ek.get_data('US1MINV=RR',['TR.HIGHYIELD.date','TR.HIGHYIELD','TR.LOWYIELD'], {"Sdate":'2019-09-30', "Edate":'2019-09-03'})

That matches the results available on <USAUCTION10> page

chavalit-jintamalit

Hi @gabriel.manceau

You can remove fields = ["LOW","HIGH"]) to get all available fields.

However, only CLOSE and HIGH fields are available for this RIC.

I also re-confirm using Eikon Excel to check CLOSE field.

It is an invalid field on this RIC.