how to use eikonapi fetching Bond data in R?

Bob Dylan
Bob Dylan
in Eikon Data APIs

hi ,

I'm using eikonapir package and function get_timeseries

it works perfect with equity (RIC) until I want to fetch bond data such as OAS or close.

for example

get_timeseries("BE0002234038",list("*"),"2019-07-04T00:00:00","2019-10-24T00:00:00","daily")

or

get_timeseries("BE0002234038",list("OAS.Timestamp;OAS.Value"),"2019-07-04T00:00:00","2019-10-24T00:00:00","daily")

gives no result.

Is this an identifier issue?

=RHistory("BE0002234038"&"=","OAS.Timestamp;OAS.Value","INTERVAL:1D",,"TSREPEAT:NO CH:Fd","time") works

Thanks for help and don't hesitate if you need more information



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Best Answer

  • Jirapongse
    Jirapongse admin
    Answer ✓

    You can use the get_data function instead in order to get the OptionADJUSTEDSPREADBID value.

    The function's parameters are:


    data_frame2 <- get_data("BE0002234038", 
                            list("TR.OptionADJUSTEDSPREADBID.Date, TR.OptionADJUSTEDSPREADBID"),
                            list("Frq"="D","SDate"="0D","EDate"="-1Y"))

    The output is:

    imageTo find other fields, you can use Data Item Browser or Eikon Excel Formula Builder. Please find fields that can be used with the =TR function.

Answers

  • Bob Dylan
    Bob Dylan

    hi @jirapongse.phuriphanvichai

    many thanks for this, one additional question, how do i find the field name for the property?

    such as "Frq" or "SDate"?

    "Please find fields that can be used with the =TR function."

    what do you mean by =TR function? means the field starting with "TR." only?


    data_frame2 <- get_data("BE0002234038",

    list("TR.OptionADJUSTEDSPREADBID.Date, TR.OptionADJUSTEDSPREADBID"), list("Frq"="D","SDate"="0D","EDate"="-1Y"))

  • Bob Dylan
    Bob Dylan

    many thanks for the response. How do i find other field name such as ("Frq"="D","SDate"="0D","EDate"="-1Y")? is there a field dictionary ? or use the excel formula builder?

    " Please find fields that can be used with the =TR function." what do you mean by = TR function ? does it mean that only fields start with "TR.XXXX" work?


    thank you


  • Bob Dylan
    Bob Dylan

    many thanks for the response. How do i find other field name such as ("Frq"="D","SDate"="0D","EDate"="-1Y")? is there a field dictionary ? or use the excel formula builder?

    " Please find fields that can be used with the =TR function." what do you mean by = TR function ? does it mean that only fields start with "TR.XXXX" work?


    thank you

  • Jirapongse
    Jirapongse admin

    Yes, you can use the excel formula builder to find fields and parameters. =TR is a function in Eikon Excel. You can use the excel formula builder to create the =TR function to retrieve the data.

    image

    The fields in the second parameter of the =TR function can be used with the get_data method. However, some fields, such as real-time fields (BID, and ASK), don't start with TR.

  • Alex Putkov.1
    Alex Putkov.1

    @Bob Dylan

    Take a look at the following tutorial, which talks at length about metadata discovery (finding field names and parameters) for use with Eikon Data APIs.
    https://developers.refinitiv.com/eikon-apis/eikon-data-api/learning?content=14707&type=learning_material_item

  • Bob Dylan
    Bob Dylan

    thanks a lot, very useful!

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