Historical bond yield and duration
Hi
How can i get historical bond yield and duration
Didn't find one under Data Item Browser.
Got those for excel from support
=RHistory("03785EAT1=","DURATION.Timestamp;DURATION.Value","START:01-Dec-2021 END:12-Dec-2021 CODE:ISIN INTERVAL:1D",,"TSREPEAT:NO CH:Fd")
=RHistory("03785EAT1=","BID_YIELD.Timestamp;BID_YIELD.Close","START:01-Dec-2021 END:12-Dec-2021 CODE:ISIN INTERVAL:1D",,"TSREPEAT:NO CH:Fd")
How can i get this data with python?
Thnaks
Best Answer
-
The RHistory function is similar to the get_timeseries method in Eikon Data API. However,
the get_timeseries method can only retrieve the default view of historical data. The default view of 03785EAT1= is the BID_YIELD view.
df = ek.get_timeseries('03785EAT1=',
start_date = '2021-12-01',
end_date = '2021-12-12',
interval = 'daily')This is the data that the get_timeseries method provides.
The DURATION.Value is available in the RDP library (https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/03785EAT1=).For more information, please refer to the Refinitiv Data Platform Libraries.
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