EU HQLA, ECAI Credit Quality Step, Special ECAI Credit Quality Step Fields Downloads

lebedan93

Hi everyone,

I’m trying to download the following regulatory attributes for a specific bond:

• EU HQLA classification
• ECAI Credit Quality Step
• Special ECAI Credit Quality Step

Could you please advise how to access these fields via:

1. Workspace Terminal
2. Refinitiv/LSEG Data Library for Python
3. Datascope Select (template name and field names)?

Ideally, I’d like to query by ISIN (e.g., XS0123456789).
Also, is it possible to retrieve these attributes historically, and if so, what’s the correct method and any caveats around coverage/availability?

Screenshots from the Terminal, sample code snippets or anything usefull would be greatly appreciated.
Thank You Very Much!

Dániel Léber

Jirapongse

@lebedan93

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You need to ask for the Excel formula, such as =RDP.Data or =RDP.HistoricalPricing, that can be used to retrieve the required data. Then, we can help you converting that formula to Python code.

Otherwise, you can use the Data Item Browser tool to search for fields and parameters.

Regarding the Datascope Select, please check the LSEG DataScope Select Data Content Guide that provides definitions of all of the data fields available in LSEG DataScope Select.