df = ld.get_history(universe="FRGOV10YZ=R", fields=['ZERO_YIELD1'], interval='monthly', start=start_date, end=end_date )
@jiaen.ren
Thank you for reaching out to us.
If you remove the fields parameter, you will get all available fields.
df = ld.get_history(universe="FRGOV10YZ=R", #fields=['ZERO_YIELD1'], interval='monthly', start='2024-12-31', end='2025-12-31') df.columns
The output is:
Index(['MATUR_DATE', 'ZERO_YLD1', 'DISC_FACT', 'START_DT', 'O_DISCFACT', 'H_DISCFACT', 'L_DISCFACT', 'OPEN_ZYLD', 'HIGH_ZYLD', 'LOW_ZYLD'], dtype='object', name='FRGOV10YZ=R')
Therefore, the field should be 'ZERO_YLD1', not 'ZERO_YIELD1'.
df = ld.get_history(universe="FRGOV10YZ=R", fields=['ZERO_YLD1'], interval='monthly', start='2024-12-31', end='2025-12-31')