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How to retrieve yield data via the LSEG API

rice

the ric is DE10YT=RR

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raksina.samasiri

Hi @rice ,

The code below can be used

import lseg.data as ld

ld.open_session()


ld.get_data(

    universe=['DEBU2Z06=RRPS'],

    fields=['TR.BIDYIELD.date','TR.BIDYIELD','TR.ASKYIELD.date','TR.ASKYIELD'],

    parameters={'SDate':'2026-05-25','EDate':'2026-06-03','Frq':'D'}

)

Here's result of RIC DE10YT=RR

import lseg.data as ld

ld.open_session()


ld.get_data(

    universe=['DE10YT=RR'],

    fields=['TR.BIDYIELD.date','TR.BIDYIELD','TR.ASKYIELD.date','TR.ASKYIELD'],

    parameters={'SDate':'2026-05-25','EDate':'2026-06-03','Frq':'D'}

)

unknown

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rice

Thanks for your reply. Could you advise on other commonly used yield fields? Bid and Ask yields do not match our requirements. I’ve identified the field CF_YIELD, but I’m unsure how to retrieve it via the API.

Jirapongse

@rice

You can use the get_history method without specifying the fields parameter to get all available real-time fields for the subscribed item.

df = ld.get_history(universe=["DEBU2Z06=RRPS"], 
               interval="1D")
df.columns

The fields that are highlighted in the picture could be ['B_YLD_1','A_YLD_1'].

df = ld.get_history(
    universe = ['DEBU2Z06=RRPS'],
    fields = ['B_YLD_1','A_YLD_1'],
    start = '2026-05-01',
    end = '2026-06-04',
    interval = 'daily')
df

However, you can use the Data Item Browser tool or contact the helpdesk team via LSEG Support to get the required fields.

rice

Thanks for your reply. Could you advise how to pull this dataset via API?

Jirapongse

@rice

The code is:

df = ld.get_history(
    universe = ['USYTFRB10Y=RR'],
    fields = ['CM_YLD'],
    start = '2026-05-01',
    end = '2026-06-04',
    interval = 'daily')
df

rice

thank you for your help, and i also want to know how to pull this dataset via API? I need daily yield data

Jirapongse

@rice

The code looks like this:

ld.get_data(
    universe = ['0#CNTBBMK=CFXS'],
    fields = ['DSPLY_NAME','RT_YIELD_1','VALUE_TS1','VALUE_DT1'])

rice

Is it possible to select a start date and end date for this?

Jirapongse

@rice

You can use Chain object to expand this chain RIC and then use the ld.get_history method to retrieve historical data.

from lseg.data.discovery import Chain
chain = Chain('0#CNTBBMK=CFXS')
print(chain.constituents)
df = ld.get_history(
    universe = chain.constituents,
    start = '2026-05-19',
    end = '2026-06-15',
    interval = 'daily')
df

It provides the historical REF_YIELD field.

rice

Why can I retrieve the RT_YIELD_1 field data for 0#CABMK= via ld.get_data, yet this field is missing when I attempt to pull daily historical data?

Jirapongse

You are using a different chain RIC. Please ignore the fields parameter to retrieve all available fields for the subscribed items.

from lseg.data.discovery import Chain
chain = Chain('0#CABMK=')
print(chain.constituents)
df = ld.get_history(
    universe = chain.constituents[0],
    start = '2026-05-19',
    end = '2026-06-15',
    interval = 'daily')
df.columns

rice

Yes, this is a separate RIC. However, I cannot retrieve the RT_YIELD_1 field via ld.get_history, even though ld.get_data works for this field.

Jirapongse

@rice

I am not sure if there are any TR.xxx fields that can provide the required data.

For example:

from lseg.data.discovery import Chain
chain = Chain('0#CABMK=')
print(chain.constituents)
df = ld.get_history(
    universe = chain.constituents[0],
    fields = ['TR.BIDYIELD','TR.ASKYIELD'],
    start = '2026-05-19',
    end = '2026-06-15',
    interval = 'daily')
df

Please contact the content support team directly via LSEG Support to verify which TR.xxx fields that can provide the required data.

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