Historic values for InflationIndexRatio using IPA for Bonds
Hi team,
I hope you are doing well.
I am using refinitiv.dataplatform in Python. I am trying to get historical information for the field "InflationIndexRatio". Could you please help me?
rdp.get_bond_analytics(
universe = ["XS029941629=RRPS"], #RIC
fields = ["InflationIndexRatio"], #FIELDS
calculation_params=ipa.bond.CalculationParams(market_data_date="2022-06-01")
)
That is what I am trying but I am not getting the historical value. Is there away to get a historical value or a time series?
I need to replicate the following but using get_bond_analyitcs, is it possible?
rd.get_data(universe = 'XS029941629=RRPS',
fields = ['TR.FiIndexRatio(SDate=0,EDate=-1000,Frq=NA).date','TR.FiIndexRatio(SDate=0,EDate=-1000,Frq=NA)'])
Thank you,
Tomas
Best Answer
-
Hi @tomas.arditi,
Using the Refinitiv Data Library for .Net, you can try the following based on the Historical Pricing interface example
Summaries.Definition("XS029941629=RRPS").Interval(Summaries.Interval.P1M)
.Fields("IDX_RATIO")
.Start("2022-01-01")
.GetData();0
Answers
-
Dear @tomas.arditi ,
Thank you for your question. I tried to get the requested field as of your specified date using RD(refinitiv.dataplatform) libraries.
from refinitiv.data.content.ipa.financial_contracts import bond
response = bond.Definition(
instrument_code = "XS029941629=RRPS",
fields = ["InflationIndexRatio"],
pricing_parameters = bond.PricingParameters(
market_data_date="2022-06-01"
)
).get_data()
response.data.dfCould you please have a look at this code output and see if this resolves your question?
Best regards,
Haykaz
0 -
Hi @h.aramyan
I hope you are doing well.
I am trying to get the time series for the Inflation Index Ratio. Is it possible?
Thanks and kind regards,
Tomas Arditi
0 -
Hi @tomas.arditi ,
according to the pricing parameters you can't request a marketDataDate (didn't seem to find another pricing parameter returning range either) as a range. You may need to use a loop to request for a range you want.
Best regards,
Haykaz
0
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