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Downloading all data from a GOVSRCH EIkon panel

Hi,


Is there a way I can download (via python) all the data shown in GOVSRCH? I tried the excel approach, but there's a limitation of 4000 records.


Regards

Sumit

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@sumit So I think you need to separate things into 2 bits - the first bit is to identify a universe of bonds satisfying some criteria, the second bit is to get some information (such as prices etc) about those instruments. The Search API will help with the first part. The article and its accompanying notebooks contain examples entirely relevant to your bond use case - consider this from the following filter notebook

Example - Search for Brazil global sovereign bonds in USD with a duration greater than 1


rdp.search(
    view=rdp.SearchViews.FixedIncomeInstruments,
    filter = "RCSIssuerCountryLeaf eq 'Brazil' and \
              RCSCurrencyLeaf eq 'US Dollar' and \
              RCSTRBC2012Leaf eq 'Government & Government Finance' and \
              OptionAdjustedDuration gt 1",
    select ="RIC, ISIN, MaturityDate, CouponRate, IndustrySector, FaceOutstandingUSD, OptionAdjustedDuration"
)

or this from the same notebook:

Example - Floating Rate Notes


rdp.search(
    view = rdp.SearchViews.GovCorpInstruments,
    filter = "CouponRate gt 2 and \
              RatingsScope(RatingType eq 'MIS' and CurrentRatingRank lt 10) and \
              RCSCouponTypeName eq 'Floating Coupon' and \
              IsActive eq true and \
              RCSTRBC2012Name eq 'Healthcare' and \
              RCSCurrencyLeaf xeq 'Euro'",
    select = "CouponCurrency, IssuerName, IssueDate, RIC, CouponRate, ISIN, Ticker, RCSTRBC2012Leaf, MaturityDate, AssetState",   
)

Between these two examples and others in the notebook you should be able to progress sufficiently. Note: maximum results for this API are 10,000 so you may need to build things up by country or sector or type or maturity date buckets in order to get all the instruments you need. A simple check for this is if the length of the return is 10,000, most likely it has been truncated so you need to segment your filter further. I hope this can help.

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@sumit So you can try to build up universes using various selections using our RDP Search API. A colleague has written an excellent article with accompanying jupyter notebooks. Please note that this API has a limit of 10K rows per query. So you may have to build up larger universes using instrument types or country codes iteratively. If you are looking for larger datasets please ask your account manager about our enterprise offerings which are better placed to handle this from technical and licensing perspective. I hope this can help.

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Hi Jason. Thanks a lot for this. I have set up my rdp to search data. However, the link you've sent looks very equity focussed. Is there anything Bond related which will get me started on replicating <GOVSRCH>?

Ex: to replicated my GOVSRCH settings on Eikon, I have do the following:

filter="'Principal Currency' eq 'EUR' and Maturity geq '07/09/2022' and BondType='Bonds'"
fields = ['BID','ASK','OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1','NUM_MOVES','TRNOVR_UNS']

How do I then add something like:

  • Search only Active bonds
  • Only include "Government" & "Corporate"
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