Is there a way to get AI for bonds with no RIC assigned by using Python API?
By using df = ek.get_data(list1, ['TR.FIAccruedInterest']), I am able to get AI for most of the bonds. however, it looks like it doesnt work for those that do not have a RIC code assigned to them as it throws a NaN error. See the below example.
list1=['000416T80','004284D85','004284ZN8', '005158UN8', '19648EAF4', '791698AF0']
df = ek.get_data(list1, ['TR.FIAccruedInterest'])
print(df)
Output
( Instrument Accrued Interest
0 000416T80 1.889
1 004284D85 1.889
2 004284ZN8 1.511
3 005158UN8 1.017
4 19648EAF4 NaN
5 791698AF0 NaN, None)
Additionally, 'TR.AccruedAmountAnalytics' provide the below erroneous results
df2=ek.get_data(list1,'TR.AccruedAmountAnalytics',{'SettlementDate':'20200610'})
print(df2)
Output
0 000416T80 0.0
1 004284D85 0.0
2 004284ZN8 0.0
3 005158UN8 NaN
4 19648EAF4 NaN
5 791698AF0 NaN,
Regards
Sergio
Best Answer
-
Your colleague reported similar issue on this thread. This issue was referred to Refinitiv Helpdesk, which upon their investigation concluded that accrued interest is only available in Eikon for bonds that have RICs assigned to them, which excludes most US munis.
The only alternative is to calculate accrued using Adfin Analytics. It is possible to use Adfin Analytics COM library in Python, albeit this is not very straightforward and is only possible in 32-bit Python. For details see this article.
0
Answers
-
by using the below excel formula we are able to get this data even if those bonds dont have any RIC assigned. is there any way to be able to run this Eikon excel formula on python??
=IF(B$2="","",IF(ISTEXT(Accrued(G$1,$D2,$E2,$F2)),0,Accrued(G$1,$D2,$E2,$F2)))
B2 = ISIN
G1= Date
D2= bonds maturity date (TR.FIMaturityDate)
E2 = Coupon rate (TR.ADF_COUPON)
F2= Bond Structure (TR.ADF_BondStructure)
0 -
If you use 32-bit Python, you can use AdfinX Analytics COM library as described in the article referenced in my previous response on this thread.
0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 162 App Studio
- 4 Block Chain
- 5 Bot Platform
- 17 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 370 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛