question

Upvotes
Accepted
qiujunda92 avatar image
5 ●0 ●0 ●1

Trying to attain numerous data related to credit in fixed income

I am interested in the following:

  • New issues
  • Rating changes
  • Universe of IG & HY bonds in US/EU space at any point in time

Given the vast amounts of data, it is not possible for me to use FINIM (new issues), RATMON (rating changes) and GOVSRCH (universe) on the Eikon Desktop GUI (See case number #08567969). I tried using the Eikon Data API, but was met with many frustrations on attempting to parse data that is similar to these 3 pages inside Eikon.

Currently I am giving COM APIs a try given answers from previous Refinitiv developers, but I hope to seek some clarity on the following

1. Is there a way for me to replicate the pages as seen in FINIM, RATMON and GOVSRCH? I do not actually need to replicate it, but I do want to be able to reconcile information across these 3 pages so that I can obtain my desired bond universe.

2. Is there a easier way for me to obtain these data? I am aware of the tutorials on Eikon Data API and COM APIs (VBA section), but those are remotely basic for obvious reasons, and before I dive into extracting the required data (I need everything about the bonds i.e. from their ISINs to their issuer parent to the fundamentals of each parents - all as time series daily if possible), I hope to get some thoughts from admins on the possibility of these

eikoneikon-com-apibonds
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

1 Answer

Upvotes
Accepted
Alex Putkov.1 avatar image
39.2k ●75 ●11 ●27

@qiujunda92

  1. All the search criteria available in GOVSRCH app can be used in RSearch COM library. Screening capabilities available in FINIM and RATMON apps are not currently available through any Eikon APIs.
  2. There's only one way to go about this. Define your search criteria following the Search wizard in Eikon Excel (which gives you access to the same set of criteria as GOVSRCH app). See this thread for more details. Once you've retrieved the list of instruments you can use DEX2 COM library to retrieve details about each instrument, its issuer, issuer parent etc.
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea