For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
francesco.meglioli.15 avatar image
1 ●0 ●1 ●2

How to download historical bond prices without getting the yield in the Python API?

Hello, I am trying to download historical price series for bonds using the Python API, however using TR.MIDPRICE I am getting the yields instead of the prices.

Anyone has any idea how to do?

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythonbonds
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.

2 Answers

Upvotes
Accepted
jason.ramchandani01 avatar image
6.7k ●8 ●6 ●7

@francesco.meglioli.15 you can use TR.FiPrice or TR.FIPrice - or an evaluated closing price field such as TR.FiPricingClosingPrice. See screenshot below from the Data Item Browser app (type DIB into eikon search bar):

1625815557914.png


1625815557914.png (301.6 KiB)
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.

Upvote
jason.ramchandani01 avatar image
6.7k ●8 ●6 ●7

@francesco.meglioli.15 Please could you give an instrument RIC you are looking at?

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.

francesco.meglioli.15 avatar image francesco.meglioli.15

One RIC which does not work is this "9127964B2=" .

Thanks a lot

Click below to post an Idea Post Idea