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Bob Dylan avatar image
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how to use eikonapi fetching Bond data in R?

hi ,

I'm using eikonapir package and function get_timeseries

it works perfect with equity (RIC) until I want to fetch bond data such as OAS or close.

for example

get_timeseries("BE0002234038",list("*"),"2019-07-04T00:00:00","2019-10-24T00:00:00","daily")

or

get_timeseries("BE0002234038",list("OAS.Timestamp;OAS.Value"),"2019-07-04T00:00:00","2019-10-24T00:00:00","daily")

gives no result.

Is this an identifier issue?

=RHistory("BE0002234038"&"=","OAS.Timestamp;OAS.Value","INTERVAL:1D",,"TSREPEAT:NO CH:Fd","time") works

Thanks for help and don't hesitate if you need more information



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1 Answer

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Jirapongse avatar image
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You can use the get_data function instead in order to get the OptionADJUSTEDSPREADBID value.

The function's parameters are:


data_frame2 <- get_data("BE0002234038", 
                        list("TR.OptionADJUSTEDSPREADBID.Date, TR.OptionADJUSTEDSPREADBID"),
                        list("Frq"="D","SDate"="0D","EDate"="-1Y"))

The output is:

To find other fields, you can use Data Item Browser or Eikon Excel Formula Builder. Please find fields that can be used with the =TR function.


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Bob Dylan avatar image Bob Dylan

many thanks for the response. How do i find other field name such as ("Frq"="D","SDate"="0D","EDate"="-1Y")? is there a field dictionary ? or use the excel formula builder?

" Please find fields that can be used with the =TR function." what do you mean by = TR function ? does it mean that only fields start with "TR.XXXX" work?


thank you

Alex Putkov.1 avatar image Alex Putkov.1 Bob Dylan

@Bob Dylan

Take a look at the following tutorial, which talks at length about metadata discovery (finding field names and parameters) for use with Eikon Data APIs.
https://developers.refinitiv.com/eikon-apis/eikon-data-api/learning?content=14707&type=learning_material_item

Bob Dylan avatar image Bob Dylan Alex Putkov.1

thanks a lot, very useful!

Jirapongse avatar image Jirapongse Bob Dylan

Yes, you can use the excel formula builder to find fields and parameters. =TR is a function in Eikon Excel. You can use the excel formula builder to create the =TR function to retrieve the data.

The fields in the second parameter of the =TR function can be used with the get_data method. However, some fields, such as real-time fields (BID, and ASK), don't start with TR.

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