Data Coverage for Historic Bond Prices pre 1990

LionSz

Hi,

I'm working on a project that requires historic bond prices (ideally monthly) going back for a considerable time period. I start with a set of ISINs, then search a RIC (typically ending in RRPS) before downloading historic price data. However, I've found that not a single bond, even when issued before 1990, has any pricing data prior to Jan 1990.

Is this simply a data access issue where I'm looking for the wrong fields or the wrong data source, or is there truly no bond pricing data available before 1990?

Thanks in advance for any help!
Lion

To give some more context, I perform the download through the lseg.data python package, roughly following this post. I have the two relevant statements that I use below. I've checked manually for a smalll number of bonds whether there is any information in the Workspace desktop app, but the sampled bonds what I see there corresponds to the downloaded data. Two sample bonds are:

ISIN	BestTSRIC
US031904AE55	031904AE5=RRPS
US063840AB82	063840AB8=RRPS

The python statements I run are:

search.lookup.Definition(
      view=search.Views.SEARCH_ALL,
      scope="ISIN",
      terms=",".join(isins),
      select="BestTSRIC",
).get_data() 

ld.get_history(
      universe=rics,
      fields=['BID', 'ASK\],
      interval="monthly",
      start="1970-01-01",
      end="2010-12-31",
)

Jirapongse

@LionSz

Thank you for reaching out to us.

I checked the data in the Chart app. Data prior to 01 Jan 1990 is also not available.

Typically, the historical data retrieved by the Chart app and the API comes from the same source. Please contact the support team directly through LSEG Support to verify the RICs and the historical data.