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jgarden avatar image
21 ●0 ●0 ●0

Problem with S&P Credit Ratings

It appears that S&P Ratings data is not flowing via the Eikon API, see code and resulting df:

CUSIPS = ['002824BF6', '00724FAC5', '001055AM4', '037833BY5']
fields = [ek.TR_Field('TR.FIIssuerDescription'), ek.TR_Field('TR.ADF_COUPON'), ek.TR_Field('TR.FIMaturityDate'), ek.TR_Field('TR.YieldToWorstDateAnalytics'), 
          ek.TR_Field('TR.FIIndustrySector'), ek.TR_Field('TR.FIPricingMidPrice'), ek.TR_Field('TR.FIWorstCorpYield'), ek.TR_Field('TR.FIAccruedInterest'), 
          ek.TR_Field('TR.FIWorstAverageLife'), ek.TR_Field('TR.FiOptionAdjustedDuration'), ek.TR_Field('TR.OASAnalytics'),ek.TR_Field('TR.FiSPRating', params = {'SEG':'G'}), ek.TR_Field('TR.FIMoodysRating'), ek.TR_Field('TR.FiSPRank'), ek.TR_Field('TR.FiMoodysRank')]
dat = ek.get_data(CUSIPS, fields = fields)[0]
dat

Any suggestions?

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2 Answers

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nick.zincone avatar image
9.7k ●49 ●38 ●60

Hi @jgarden,

I would suggest you reach out to your account manager regarding SP Ratings. There have been recent changes around S&P permissions/licensing which may explain why you are not receiving any data.

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chavalit-jintamalit avatar image
18k ●21 ●12 ●20

Hi @jgarden

On to of Nick's comment.

You can modify your API call to get the error status.

CUSIPS = ['002824BF6', '00724FAC5', '001055AM4', '037833BY5']
fields = [ek.TR_Field('TR.FiSPRating', params = {'SEG':'G'}),ek.TR_Field('TR.FiSPRank')]
dat,err = ek.get_data(CUSIPS, fields = fields)
dat
err

This is to confirm that it is related to the permission issue.


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