Gov Bid Yield mismatch

MJF
MJF
in Eikon Data APIs

Hello,

Yields between Python EIKON API and EIKON Terminal are sometimes different. See pictures and code below.

Would you please explain the source of the difference?



Bond: DE110230= (Perfect match between Eikon API and Eikon Terminal)

Python Eikon API 03-Dec-2019 Bid Yield = -0.657

Eikon Terminal 03-Dec-2019 Bid Yield = -0.657

Yields for the same date are the same

image





Bond: AT0000383864= (MISMATCH match between Eikon API and Eikon Terminal)

Python Eikon API 03-Dec-2019 Bid Yield = -0.233

Eikon Terminal 03-Dec-2019 Bid Yield = -0.253

Yields for the same date are different


image


Code used to download data in Python

TEST1 = ek.get_data(["AT0000383864="] ,"TR.BIDYIELD(SDate=0,EDate=-10,Frq=D).date;TR.BIDYIELD(SDate=0,EDate=-10,Frq=D)")[0]


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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @MJF

    I think you can use get_timeseries function.

    AT0000383864=

    image


    DE110230=

    image


    As for why the TR.BIDFIELD does not carry the same value.
    This forum is not the best place to ask such a question. For an authoritative answer to any content questions the best resource is Refinitiv Helpdesk.
    This forum is dedicated to things specific to the use of Eikon APIs. The moderators here do not have deep expertise in every type of content available through Eikon.
    I suggest you reach out to Refinitiv Helpdesk and ask if you can retrieve historical bid yield from TR.BIDYIELD field and why the data are not the same.
    Refinitiv Helpdesk can be reached using Contact Us capability in your Eikon application or by calling the Helpdesk number in your country.

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