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Hi,
I have this piece of code:
data = ek.get_timeseries(
['GB10YT=RR','GBIL0E31='],
start_date="2021-09-01",
end_date="2021-09-08",
interval="daily"
)
As you can see below, I get the Cash bnd yields (OHLC) - but for the inflation bond, I get the prices (and not the yields).
How can I fix this?Thanks,
Sumit
Hi @sumit
Please use 'get_data' and the Data Item Browser as per this video to select the fields of interest. E.g.:
data, err = ek.get_data(
instruments=['GB10YT=RR','GBIL0E31='],
fields=['TR.ASKPRICE.date',
'TR.CLEANPRICE', 'TR.BIDYIELD',
'TR.ASKPRICE', 'TR.ASKYIELD',
'TR.MIDPRICE', 'TR.MIDYIELD',
'TR.HIGHPRICE', 'TR.HIGHYIELD',
'TR.LOWPRICE', 'TR.LOWYIELD',
'TR.OPENPRICE', 'TR.OPENYIELD',
'TR.OPENASKPRICE', 'TR.HIGHASKPRICE',
'TR.DIRTYPRICE'],
parameters={
'SDate': '2021-09-01',
'EDate': '2021-09-08',
'Frq': 'D'})
This example comes - in part - from this article and its source code on GitHub.
Hi @sumit, for content questions such as the last two, please refer to the Refinitiv Help Desk.
