Oas History for security on DSWS

Archi
Archi
in Datastream

Hi All - Just trying to get to get option adjusted spread for a security using an isin (just a sample of one below).

a) Is OAS history is available through dsws.Datastream() - ie the market_data_provider var below

b) If it is do whats the syntax to get it is it get time series, get_data - whats the data time

market_data_df = market_data_provider.get_data('AU3CB0282028', fields=['OAS'], start=f'{start_date}',end=f'{end_date}', kind=1)

If I cannot get the oas history from dsws above how can I get it - I need an api call.

Thanks,

Adam


1628587152405.png


start_date = "2020-01-01"

end_date = "2021-08-09"

market_data_provider = dsws.Datastream() #purposely excluding username/password

market_data_df = market_data_provider.get_data('AU3CB0282028', fields=['OAS'], start=f'{start_date}',end=f'{end_date}', kind=1)

market_data_df

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @Archi

    I found OAS in Datastream. It is a datatype for Bond Indices.

    1629436863447.png

    I can use it with the Bond Indices instruments, such as SBBIGBI (FTSE United States Broad Investment-Grade (USBIG) Bond Index).

    1629436960522.png

    For other API options, please contact your Refinitiv account team or Sales team to verify the products that can provide daily OAS for securities.

Answers

  • Jirapongse
    Jirapongse

    @Archi

    From my checking, OAS may not be a valid data type in the Datastream. I can't find it in the Datastream Navigator.

    Please directly contact the Refinitiv Datastream Web Service support team via MyRefinitiv to verify how to get OAS from Datastream.


  • Archi
    Archi
    Thanks - what api options - datastream/other products (for use off desktop) can be used to get daily oas for a security. Python is preferable but .net would also work.

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