How can I pull historic data for USD Zero Coupon Curve to python?

steffen.fuchs
steffen.fuchs
in Eikon Data APIs

Hi,

Is there a way to pull historic data for points on USD Zero Coupon Swap Curve? E.g., 1 Month Maturity 'USD1MZ=R' on 2019-01-03?

Thanks,

Steffen


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Best Answer

  • Jirapongse
    Jirapongse admin
    Answer ✓

    @steffen.fuchs

    You can use the get_timeseries method to retrieve daily historical data of USD1MZ=R. However, the returned data contains only daily close prices.

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    To get other fields, you need to contact the Eikon support team via my.refinitiv.com and ask for how to get the required data from the =TR function in Eikon Excel.

    If the data can be retrieved by the =TR function, we can apply parameters in the =TR function to the get_data method in Eikon Data API.

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