How can I pull historical data using eikon in python

vuk.magdelinic
vuk.magdelinic
in Eikon Data APIs

Here is the answer I got from customer support. I tried to pull the value using the same data item code in python3 but I get none for all of them. How should I get the data in python3 using eikon data api? One example ric is US240421348=.

screen-shot-2022-02-14-at-104210-am.png

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @vuk.magdelinic,

    Not all historical data from RHistory is available through Python API. You can take a look at Data Item Browser in Eikon and see which fields support history and other supported parameters.

    For this instrument, I can see that only daily yields are available through Python. Try something along these lines - 

    >>> df, err = ek.get_data('US240421348=', ['TR.BIDYIELD', 'TR.MIDYIELD', 'TR.ASKYIELD', 'TR.BIDYIELD.date'], {'SDate':'0', 'EDate':'-20', 'Frq': 'D', 'Points': 20})
    >>> df
          Instrument  Bid Yield  Mid Yield  Ask Yield                  Date
    0   US240421348=      1.045       1.03       1.02  2022-02-11T00:00:00Z
    1   US240421348=      1.031       1.02      1.006  2022-02-10T00:00:00Z
    2   US240421348=       0.96       0.95      0.935  2022-02-09T00:00:00Z
    3   US240421348=      1.023       1.01      0.998  2022-02-08T00:00:00Z
    4   US240421348=       1.01        1.0      0.985  2022-02-07T00:00:00Z
    5   US240421348=       0.94       0.93      0.915  2022-02-04T00:00:00Z
    6   US240421348=      0.797       0.78      0.772  2022-02-03T00:00:00Z
    7   US240421348=      0.681       0.67      0.656  2022-02-02T00:00:00Z
    8   US240421348=      0.688       0.68      0.664  2022-02-01T00:00:00Z
    9   US240421348=      0.658       0.64      0.633  2022-01-31T00:00:00Z
    10  US240421348=      0.597       0.58      0.572  2022-01-28T00:00:00Z
    11  US240421348=      0.566       0.55      0.541  2022-01-27T00:00:00Z
    12  US240421348=      0.553       0.54      0.529  2022-01-26T00:00:00Z
    13  US240421348=      0.538       0.53      0.513  2022-01-25T00:00:00Z
    14  US240421348=      0.518       0.51      0.493  2022-01-24T00:00:00Z

    Please see data item browser (DIB) in Eikon about various parameters.

Answers

  • Jirapongse
    Jirapongse admin

    @vuk.magdelinic

    You can use the Refinitiv Data Platform Python library with the desktop session.

    import refinitiv.dataplatform as rdp
    rdp.open_desktop_session(APP_KEY)

    Then, use the get_historical_price_summaries method to get daily historical data.

    rdp.get_historical_price_summaries(
        universe = 'US240421348=',
        interval = rdp.Intervals.DAILY,          # Supported intervals: DAILY, WEEKLY, MONTHLY, QUARTERLY, YEARLY.
        count = 20,
        fields = ['B_YLD_1','A_YLD_1','MID_YLD_1','BID','ASK','MID_PRICE']
    )

    The output is:

    1644903191289.png

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