I am looking for time series of business and home lending rates using Python - Eikon.
I tried this, but without success:
start_date = '2010-12-31' end_date = '2021-03-31' dfb = ek.get_timeseries(["aAUVHOSLNF"], start_date = start_date, end_date=end_date) dfh = ek.get_timeseries(["aAUSBVRSTRM"], start_date = start_date, end_date=end_date)
Note, the Datastream codes and respective RICs for the interest rate series are:
AUVHOSLNF, aAUVHOSLNF AUPRSBRS, aAUSBVRSTRM