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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

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