Hello, I need to know if data (for a given bond) provided by your API is reliable. Thanks
2/16/2026 14:00 IT537030= 1.99805
2/16/2026 15:00 IT537030= 1.92665
RIC: IT537030=
The data is about the yield
# Request BID / ASK yields
df_yield = ld.get_history(
universe=rics,
fields=["BID_YIELD", "ASK_YIELD"],
interval=INTERVAL,
start=START,
count=COUNT
)
INTERVAL = "hourly"
START = "2025-04-16"
COUNT = 10000
I did a few changes to the original dataframe
bid = df_yield.xs("BID_YIELD", axis=1, level=1)
ask = df_yield.xs("ASK_YIELD", axis=1, level=1)
df_mid = (bid + ask) / 2.0
to only have mids
df_mid = df_mid.between_time("07:00", "16:00")
so either the bid and/or the ask is wrong.