BOND DATA RETRIEVAL - API USAGE

Question

Hello,

I am a Master student and my university provides me with the access to Refinitiv Workspace.

For my thesis I would like to download data for Bond Indeces; however, as I have never used a Refinitiv API directly in Python, can anyone help me and explain me how to use it?

Thank you so much.

Alessandro

Alessandro_Marcì · Answer

@Jirapongse

Thank you so much for the fast and useful reply!!

wasin.w V3 · Answer

Hi,

There is a Getting Started with the LSEG Data Library for Python video that might help you getting start with the libary.

Additionally, you can check the following resources:

* Step-By-Step Guide to install Data Library for Python using Virtual Environment article. It helps you to install Data Library and Jupyter Notebook safely on your local machine (if you prefer). 
* Troubleshooting Workspace Session Connections, Part 1: Verifying the Data API Proxy article. If you have a connection issue.

ujjawal_khandelwal · Answer

Hi @Alessandro_Marcì,

Thank you for reaching out!

Welcome to the community and good luck with your thesis!

Great news - your university's Workspace access gives you everything you need to get started with our Python API.

Here's a step-by-step guide to help you go from zero to pulling data:

Step 1 - Install the Library:

pip install lseg-data

Step 2 - Understand How You'll Connect

Since you have access to Workspace, the easiest route is the Desktop Session - it authenticates through your running Workspace app automatically. Just make sure Workspace is open and logged in before running any Python code.

There is also a Platform Session for direct cloud access using different credentials, but for your use case the Desktop Session is the recommended starting point.

Step 3 - Start Here:

These are the best resources to go through in order:

* LSEG Data Library for Python = Your starting point for reference/docs 
* Patterns and Features - Series Index = once you're comfortable, this helps you build more advanced and precise data calls
* GitHub = ready-made notebooks you can run and adapt to your needs straight away

Step 4 - Finding the Right Instrument Codes:

Before you can pull data for a specific Bond Index, you'll need its RIC code (the identifier our platform uses). You can search for it directly inside the Workspace desktop app using the SRCH or CODEBK tools - once you have the RIC, just drop it into your Python code.

Please let us know if this is helpful and if you have questions further, please continue on the thread.

Thanks : )

- Ujjawal Khandelwal

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