If I want to retrieve weekly closing yield data for a series of government bonds using the function

angelo.cataldo

If I want to retrieve weekly closing yield data for a series of government bonds using the function ek.get_timeseries in the Python API, on which value should I set the parameter Fields?

haykaz.aramyan

Hi @angelo.cataldo ,

In addition to the information that @chavalit-jintamalit provided:

Although I am not a content expert, the field CLOSE in ek.get_timeseries() for government bonds seems to be the yield to maturity. See below the output:

For comparison, below is the output for Yield to Maturity (0.333428) and Close Date (2021-11-29) from Data Item Browser(DIB) which are the same as above.

In general, to look for values which could be potentially used in ek.get_data() or ek.get_timeseries() function you can refer to DIB section in Workspace.

chavalit-jintamalit

Hi @angelo.cataldo

If you don't pass in the field parameter, by default, the ek.get_timeseries() will request all fields for you.

I think that should work as well.

angelo.cataldo

@chavalit-jintamalit Yes, but will those displayed be yields? I’m working w/ sovereign bonds, as I said. Thanks

haykaz.aramyan

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