get_timeseries function returns yield for the bond. Is there any chance to change the field and get last or mid price of the bond? @Zhenya Kovalyov
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get_timeseries function returns yield for the bond. Is there any chance to change the field and get last or mid price of the bond? @Zhenya Kovalyov
@i.anashkin not at the moment, that is something that will be addressed in the upcoming release, in the meantime you can try something like this:
tr.get_data(['XS0114288789'], ['TR.BIDPRICE(SDate=0,EDate=-9,Frq=D).date','TR.BIDPRICE(SDate=0,EDate=-9,Frq=D)'])
@Zhenya Kovalyov: Yet another year later: has the functionality been included? In my Data Item Browser, I can see `TR.CLOSEPRICE` and `TR.CLOSEYIELD`...