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How to pull whole list of active bonds for an issuer in python
In python, I need to download the full list of bonds that are currently active on the italian BTP curve. For each bond, I would like this information: -Cusip -ISIN -Dirty Price -Coupon -Last coupon date -Next coupon date -Issue date -Maturity -Description -yield to maturity For something else, I'm currently using the…
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Get "related instruments" using the refintiv.data API
Hi all, I'm looking into using the refintiv.data python API to calculate benchmarks for bonds. Right now the process is very manual and not scalable, I'm searching the bond in the workspace and looking at the "Related Instruments" tab, then creating my query and looking at the results. (see screenshot) I would like to use…
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Download bond prospectus via API
Hi all, I am trying to download a list of corporate bond prospectus available at Eikon (around 3000 bonds). I have the ISIN and RIC of bonds. Is there a way of bunch downloading from API? Many thanks!
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Corporate Bonds: Retrieving Dates of Coupons paid this year, and other bond data
Hi everyone, I have 2 questions regarding the retrieval of Corporate Bond data with the Refinitiv Data Library in Python. I am currently trying to retrieve the coupon rate, next payment date, and coupon payment frequency, with the following formulae: 'TR.CouponRate','TR.FiNextPayDate','TR.FiCouponFrequency' I checked that…
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"Too many requests" when trying to download historic bond yields
Hello - I need to download historic yields for bonds -- and the size of the download would be too big for Excel. When I increase the size of the download, I get errors, usually this one: "RDError: Error code 429 | Too many requests, please try again later." I've also just had timeouts or it returns empty data frames. Below…
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Bond price difference
Hi, Using Eikon API I am getting totally different BID and ASK prices whether I use CH22439734= (given me by Eikon application whenever I search for CH0224397346) or CH0224397346. For example I get prices above 110 if I used the following bid_ask_df1,e = ek.get_data(["CH0224397346"],['TR.BIDPRICE', 'TR.ASKPRICE',…
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Get Intraday Prices for European Governement Bond
Hello, I want to get intraday prices minute by minute for European Bonds (traded prices and volume) for Portuguese government bonds at the intraday level (tick, minute, hour). Let use the RIC: PT10YT=RR I managed to get quotes for last price of the day but not all intraday prices in a frequency of minute by minute. Thank…
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How to retrieve bond data using a huge list of Tickers?
Using Eikon API, I extracted a huge list of Tikers, which contains all green bond issuers before 2023 (n=2370). The following is the command I used. response=search.Definition( view = rd.discovery.Views.GOV_CORP_INSTRUMENTS, top=8172, filter = "((DbType eq 'GOVT' or DbType eq 'CORP' or DbType eq 'AGNC' or DbType eq 'OMUN'…
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Retrieve historical yield data for collection of bonds
I would like to collect certain firms outstanding bonds and get the average historical yield using python api. For example Swedish publicly traded firms in real estate sector, get their bonds that are in principal currency SEK and margin over index as type. I would like to get all active and non-active bonds' average bid…
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How to use Eikon API to get the bond ric code?
I am using Eikon API to get bond RIC code via ISIN code. I got the correct result for some ISIN codes ( XS2599899064, XS2650765725, XS2657056268), But for several ISIN codes (XS2506532980, SGXZ38592606, XS2507733231, XS2544098127, XS2618052513,SGXZ84200740,XS2649260333), got nothing. Can you give some advice? Thanks. //…
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Retrieve bond data from rd.discovery.search()
Hi! I am trying to download bond data by Refinitiv data API. Learnt from this post retrieve bond ISIN issued by a list of firm RICs - Forum | Refinitiv Developer Community, I write the code, which works well in the chat window in Notebook. However, I do not know how to export the results to excel. How I need to modify my…
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Retrieving historical bid-ask quotes for bonds
Is it possible to retrieve historical values for the fields "PRIMACT_1" (bid) and "SEC_ACT_1" (ask)? Currently i can only manage to retrieve the live value from those fields through the eikon API. I currently use R for this, but i could also use python, if there is better support for the API there.
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retrieve bond ISIN issued by a list of firm RICs
Hi! I have a list of RICs around 700 firms. I am trying to find ISIN of their issued bond for a typical year (for example 2020). How can I use API for this issue? Many thanks!
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Bond calculator - cash flow
How is it possible to create the "norm factor" and "residual amount usd" column in bond calculator cash flow section using Eikon API or codebook? If so, is it possible to have these columns for multiple bond ISINs?
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constituent bonds of a certain CDS
How to retrieve the constituent bonds of a certain CDS through python API?
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Searchlight for bonds
Hi there, i want to know how to filter out by using searchlight endpoint for top5 Issue amount of US corporate bonds (Apple as an example) Thanks for your help in advance.
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Get all bonds from one issuer
Hi, is it possible to get all the bonds from one issuer please? I found out that for getting Issuer name from ISIN this code is working `ek.get_data(['XS2552369469'],['TR.FIIssuerName'])` but I cannot manage to make it other way around. Any help will be appreciated! Thanks!
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How to download delivery basket data for a certain bond future?
Hi, Let's take as an example: 0#FGBLc1=DLV How do I extract the following data from the following page in python for each of the bonds in the delivery basket? * Gross basis * Implied repo * carry cost * bond isin * bond ric * clean price * maturity * isin ? Thank you, GR
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is it possible, using the API that the database provides, to Download the Documents & Notes related
I am fairly confident in downloading data related to green bonds, but I can't figure out if there is a way to also be able to download other data related to other areas of the bond interface to the database. I can't find any tickers or indicators that I can plug into python. I need to know if, in this case, downloading…
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Retrieve the Parent equity RIC with bond ISIN: Incomplete lists
Hi all, I am trying to retrieve the parent euqity RIC using the bond ISIN. Following the previous tasks and questions proposed like Retrieval of Parent equity close prices via Bond RIC - Forum | Refinitiv Developer Community and Retrieval of Equity Instrument Data via Bond Instrument Identifier - Forum | Refinitiv…
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IDN_RDF to get bonds prices
SENT: { "ID": 2, "Key": { "Name": [ "91282CFK2=RRPS" ], "Service": "IDN_RDF" }, "View": [ "BID" ], "Streaming": true } RECEIVED: [ { "ID": 2, "Type": "Status", "State": { "Stream": "Closed", "Data": "Ok", "Text": "Processed 1 total items from Batch Request. 1 Ok." } }, { "ID": 3, "Type": "Status", "Key": { "Service":…
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Batch request bondholders and ultimate parents for multiple bond RICs - python RDP API
Hi there, I am trying to pull the bondholders for several RICs, before finding the ultimate parents of each of these bondholders as well as their identifiers. At the moment, I am doing this RIC by RIC/name by name in a loop. This is resulting in too many API calls to the Refinitiv server, but at least for bondholding data…
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Which YTM is the API TR.YieldToMaturityAnalytics pulling?
I want to add the YTM for a bond that the API is not pulling. I need it to match the same YTM criteria of the other bonds in my sample. Price History provides Bid and Ask which is not the one
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Do matured/expired bonds not generate yields with API when they were still active using TR.YieldsToM
Do matured/expired bonds not generate yields with API when they were still active using TR.YieldsToMaturityAnalytics?
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Unhashable type: 'list' with rd.discovery.search
Hello everyone, I try to retrieve bond data with rd.discovery.search function using Python: start_year = 2021 end_year = start_year + 0 start_date = datetime.date(start_year, 1, 1) end_date = datetime.date(end_year, 11, 30) df = rd.discovery.search( view=rd.discovery.Views.GOV_CORP_INSTRUMENTS, top=10000,…
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Getting bond priced given CUSIP and given yield
Hello Team, I am interested to get bond pricing for a given CUSIP and given yield hoping the backend can use the Bond terms in EJV(FI database). I tried the Bond_Pricing.ipynb examples and used different CUSIPs but none of the various examples(Bond Pricing, Single Bond, Individual Pricing Parameters) in CodeBook work(for…
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Question on how to retrieve data from EIKON Refinitiv add in in Excel
Hello dear community, I am trying to retrieve the following data (time series, from 01.01.2003 to 01.01.2015) from companies using their ISIN code as reference in the Eikon Refinitiv add in in Excel: S&P's, Moody's and/or Fitch's (depending on data availability) credit ratings on the same bonds; value of the bond issue in…
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finding the underlying RIC for a convertible bond
Hello, I am trying to find the underlying RIC(Equity) for a convertible bond. The underlying RIC is available in GovCorp but "Views.GOV_CORP_INSTRUMENTS" does not output the expected RIC using "UnderlyingAssetRIC" which exists in the metadata of the view. Other Convertibles' CUSIPs with the same outcome : 78015V548,…
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cannot find etf ticker in codebk
I am attempting to download the historical prices for the following assets: GDAXIEX.DE, IBTLl.DAp^G21, LP68048431. I am using the usual command: rd.get_history(universe=asset_name, fields="BID", interval="1D", start=start_date, end=end_date) However, I am encountering an issue. It seems that the asset names I need to use…
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RD API for interpolated yield on an issuer curve
Hello, Is there an RD Library API that would return an interpolated yield for a given issuer code(issuer curve chain) and tenor ? As an example, see below the issuer curve of WFC and I would like to pass in the issuer benchmark chain <0#WFCUSDABMK=> and tenor 3 1/2 years and should expect to get back ~5.365%. I realize I…
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How can I use python to get issued bonds of an issuer for a given issuer's Ticker?
For example, I want to get the bonds issued by BABA, I can use Advanced Search app or debt structure of BABA to see the results on eikon workspace, but how can I get those bonds by python eikon api? the results are just like the picture shows:
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Question about zero issued amount of bond presented in Eikon debt database
Hi, I have a question about Bonds US03785EK863, which has zero issued amount of bond or no face value of bond but has trading data during 2014/7/8 and 2014/10/8. The link is here. I am not sure whether this observation is wrong or not. And I am wondering what has happened to this data. Best
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Could I extract ISIN from Eikon API using bond code directly?
Now I want to extract ISIN code from bond_code or symbol but got nothing. bond_code = '18642C' data, err = ek.get_data(bond_code, fields=['TR.ISIN']) Considering that now I only have bond_code or Symbol, how should I do? It seems that symbol "18642C" could not be recognized.
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How to extract the daily market value of bond from Eikon API
Hi all, The problem is that when I ran the following codes, I found that the returned value was only the latest market value of the bond, but I expected to get a time series. Bond_fields = ["TR.ASKPRICE.date", "TR.ASKPRICE", "TR.MarketValueAnalytics", "TR.CleanMarketValueAnalytics"] Bond_RICs = ["78490FHF9="] df, err =…
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Eikon API has inconsistent output for bond OAS
I am currently using Eikon to save bond OAS data regularly by first querying rdp / govsrch to get a list of bonds and then using eikon's get_data() to pull OAS for these bonds. I've noticed that the number of returns from this query varies greatly, sometimes I get 7k valid returns for the OAS data and sometimes I get 14k.…
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Real Time Sdk bond live feed
Hi, I'm using the free trial on the real time api from refinitiv in order to understand in order to be prepared when starting to get the paid solution. I installed the Java SDK found on the quick start section and finished all steps. I got the example 450 to work. I changed the item Name to explore the different RICs…
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How to get intraday transaction data (volume,prices) for German government bonds?
Hello, Is it possible to get historical transaction data (traded prices and volume) for German government bonds at the intraday level (tick, minute, hour)? I managed to get quotes on different time level, but I can not find the way to get transactions... I'm new at using the Eikon, so I'd appreciate it if someone could…
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Output issue for SUSTAINABILITY LINKED BOND ("SLB") DETAILS
retrieving data via the Eikon Data API. client is get different results depending on how many "instruments" I give as input. Below are 2 codes replicated using Refinitiv.Data. Only difference is the 1st has 2 ISINs while the 2nd has 3 ISINs. Notice that ISIN SE0019914250 is correctly retrieved on the 1st code. The 0.6…
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Pricing a bond with a modified yield curve
Hello, I have downloaded the yield curve of a bond benchmark using the following import refinitiv.data.eikon as ek curve = ek.get_data('0#ITXZ=R',['MATUR_DATE','PRIMACT_1']) Then I modify the yield curve by applying a parallel shift of 25bp via: curve['Shifted_Rate'] = curve['PRIMACT_1ì] + 0.25 Now I want to reprice a bond…
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How to get multiple bond history prices in bulk through the eikon API
How to get multiple bond history prices in bulk through the eikon API? RIC code: CN175143SH= , CN113672CB=