I currently have a list of hundreds of Latinamerican bond ISINs on a CSV file. I have a script with both the Python Eikon API and Pydatastream that obtains a list out of the CSV and does analysis on the bonds. However, I run into issues every week because the list is static and a some number of the bonds get called every week and the query fails. So I have to manually go into the CSV file to check which bonds were called. I would like to be able to dynamically get a list (maybe searched-base) of Latam bonds and be able to return their ISINS, instead of having to manually update a CSV file. Any idea on how to do this?
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How to dynamically get a list of bonds from Eikon Python API or Pydatastream
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Eikon Data APIs currently do not provide criteria search capability for bonds. The only Eikon API that provides this capability at the moment is RSearch COM library.
Using Eikon Data APIs you can however easily check if a bond is active using TR.FiIsAssetActive field. Retrieve the value of this field for your list of ISINs and filter out all issues where the value of the field is 'N' before submitting the list for further analysis.
Is there a way to obtain the constituent list of a Latam bond index directy through the API?
I'm not a content specialist, but I don't believe we carry bond index constituents in Eikon at all. You can verify this by reaching out to TR Helpdesk by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application. Or if you know otherwise, i.e. you know that constituents for the bond indices you're interested in are available through Eikon, would you mind giving an example of such index and how you see its constituents in Eikon?
