How to find the appropriate fields for US1YT=RR ?
I am using eikon API (both for R and python) but I can not manage to get a time series of yields for US1YT=RR (one year US yield). Any idea on where can I find the appropriate 'field'? In excel, it works using 'B_YLD_1' but that does not work in the eikon API.
More generally, how do I find all the available 'fileds' for a given RIC?
Best Answer
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I'm not sure I'm following. B_YLD_1 is not a valid field name for US1YT=RR. To get the latest value of bond equivalent bid yield for US1YT=RR from the real-time data stream you can use RT_YIELD_1 field in both =TR function in Excel and in get_data method of Eikon Data APIs, e.g.
ek.get_data('US1YT=RR',['RT_YIELD_1'])
To get the timeseries you can use TR.BIDYIELD field, e.g.
ek.get_data('US1YT=RR',['TR.BIDYIELD.date','TR.BIDYIELD'],
{'SDate':'0D', 'EDate':'-10D'})To view all fields available for a RIC from the real-time data stream, display the RIC in a Quote app in Eikon application, right click within the app and select Template - Display All Fields. This will give you the raw view of real-time market data record as a vector of field name and value pairs. For non real-time market data the best way to discover field names and parameters available for use with Eikon Data APIs is to use CodeCreator app in Eikon, which allows you to search for fields or browse them by category, select parameters applicable to the field and copy & paste the resulting code snippet from the app into your IDE.
1
Answers
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Thanks a lot @Alex Putkov. The right click 'template' tip nailed it!
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