Bond yiled instead of price data using python

I am trying to get yield data on .IBBEU002A with python. In excel this works by adding "AVG YIELD.Value" in the formula. Can I retrieve the same data using get_timeseries (or another) function in eikon and how?Thank you.

Best Answer

  • I'm afraid at the moment there's no way to retrieve the timeseries for these values using Eikon Data APIs. You can retrieve current value using get_data method and field GEN_VAL1. But the timeseries currently can only be retrieved using legacy Eikon .NET API or using RHistory library of Eikon COM APIs. The latter can only be used in Excel VBA.

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