python code

Question

I use this to get data through datastream:

'<BBJPY3M=>-.5*(OIJPY3M(IB) +OIJPY3M(IO))'

how would I get that same data using the lseg.data python library and it's get_history function:

df_history = ld.get_history(

universe=["GB10YT=RR"],

fields=["BID", "HIGH_1", "LOW_1", "OPEN_PRC"],

interval="1D",

start="2026-01-01",

end="2026-05-01"

)

Jirapongse · Answer

@uche

I checked and found that it relates to two RICs: BBJPY3M= andJPY3MOIS=.

The historical data of BBJPY3M= ended on 2017-03-08. I think the values displayed by the Datastream is the PAR_YLD1 which is -1.492.

df = ld.get_history(
    universe = ['BBJPY3M='],
    fields = ['PAR_YLD1'],
    start = '2016-01-01',
    end = '2026-06-01',
    interval = 'daily')
df

You may need to contact the content team to verify this.

Then, the code to calculate those values could be like this:

df1 = ld.get_history(
    universe = ['JPY3MOIS='],
    fields = ['BID','ASK'],
    start = '2026-01-01',
    end = '2026-06-03',
    interval = 'daily')
df1['cal']=  -1.492 - (0.5 * (df1['BID']+df1['ASK']))
df1

However, please contact the Datastream and content support team directly to confirm this.

ujjawal_khandelwal · Answer

Hi @uche,

Thank you for reaching out!

While your code is correct for the LSEG data library, the right field to be used is something which you will need to get clarified from content experts or you can use Data Item Browser (DIB) app available on LSEG Workspace.

I would recommend reaching out LSEG Support for accurate fields information. The moderators of this forum are not content experts but we can help you on technical aspects.

Hope this is helpful. Thanks : )

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