using Python to get ratings for a list of ISIN

Hi there,

I'd like to get:

  • Moody's Long-term Issue Credit Rating
  • Fitch Long-term Issue Credit Rating
  • S&P Long-term Issue Credit Rating

for a list of bonds; I can see data in the single <ISIN> description:

image

but I have no idea how to find the proper Python formula.
Any help would be more then welcome.
Thank you

Best Answer

  • chavalit-jintamalit
    Answer ✓

    Hi @pino.segugio

    You can use "Data Item Browser" to see field description and supported parameters.

    image


    To launch "Data item Browser", type DIB in the Eikon Search Bar and press enter.


    Alternatively, you can contact Refinitiv Content Helpdesk at https://my.refinitiv.com/ to clarify on the RIC / Fields / Parameters you are looking for.

Answers

  • it was a painful "try and error" process.
    At last an useful formula is the following:

    instruments=['XS1244539760','XS0842659426', 'XS0426738976','XS0268293213']

    fields=['TR.GR.Rating','TR.GR.RatingDate','TR.GR.RatingSourceCode' ]

    df, err = ek.get_data(instruments, fields, {'SDate':0,'EDate':-4800})


    BUT,

    1. I wasn't able to find a satisfactory 'TR.*' fields explanation;
    2. DBRS ratings are missing