I would like to get all OTP Bank RICs existed after 2010, in pyhton. The following query only results in the currently existing bonds, how to get all the history, including the already matured ones?

import refinitiv.data as rd
rd.open_session()
rics_df = rd.discovery.search(    view = rd.discovery.Views.GOV_CORP_INSTRUMENTS,    filter = "IssuerName eq 'OTP Bank' and IsActive eq true",    select = "ISIN, RIC, MaturityDate, CouponClass")

thank you

BR

Judit

I have attached a table image below that contains all the rows of the TWB-USTSY data between 2026-01-12 to 2026-02-25 for the ISIN='US912810UQ93'.

1. On most days, we see two rows for ISIN='US912810UQ93' with the RICs=['US20YT=TWEB', '912810UQ9=TWEB']. Are the two RICs '912810UQ9=TWEB' and 'US20YT=TWEB' just different RIC names tracking the same underlying tick data?
2. On 2026-01-15, we see three rows for the same ISIN='US912810UQ93'. The three RICs are=['US20YT=TWEB', '912810UQ9=TWEB', 'US20YTWI=TWEB'].
   1. As you can see there is a new RIC - 'US20YTWI=TWEB' which starts appearing in the data. It appears in the data on the dates= [2026-01-15, 2026-01-16, 2026-01-20, 2026-01-21]. We believe that this is a new government bond issue that is auctioned off thats why it appears with the WI=TWEB suffix. Can you confirm that this is the case?
   2. Looking at the official SEC website, it appears that this treasury was auctioned on 01/21/2026 and issued on 02/02/2026. So why and how does appear to be ticking in the TWB-USTSY data on the days (2026-01-15 to 2026-01-21) before the auction takes place and drops the next day after the auction?
   3. Furthermore, why does it have way more tick data prior to the auction and on the auction day it doesnt have much tick data?
      20260116 - US20YTWI=TWEB, ISIN ['US912810UQ93'] has 26776 rows
      20260120 - US20YTWI=TWEB, ISIN ['US912810UQ93'] has 25782 rows
      20260121 - US20YTWI=TWEB, ISIN ['US912810UQ93'] has 3713 rows
3. We need to better understand behaviors of newly issed ticks ON the auction date so any information you can provide us about this would be great. What happens to Newly Issued treasury RICs after issue?

Any information on this would be much appreciated, thank you.

I’m trying to retrieve data for the KPIs associated with a sustainability-linked bond (SLB).

Many SLBs contain multiple KPIs (structured as separate KPI legs). However, when I query the data in CodeBook, I only receive results for the first KPI leg, even though the bond in my example has four KPIs defined (see Screenshot).

When looking at the Excel functions for the variables of interest on the overview page of the bond, it shows the same excel function for each of the KPIs. For example =TR("BRVIVTDBS093=","TR.FIKPIReportedNumber") for KPI 1 to 4.

Any suggestions on how to retrieve data for all KPIs linked to the bond would be very helpful.

Many SLBs contain multiple KPIs (structured as separate KPI legs). However, when I query the data, I only receive results for the first KPI leg, even though the bond in my example has four KPIs defined.

My goal is to retrieve the data for all KPIs linked to the bond, not just the first one.

Any suggestions on how to adjust the code would be very helpful.

For example, for the bond ISINs NO0010844079, XS1989380172, DE000A351MM7 I would need to find the issuer of these bonds, and then the ESG scores or grades (if available) of those issuers.

import lseg.data as ld
from lseg.data.content.ipa.financial_contracts import cds

response = cds.Definition(
    instrument_tag="Cds1_InstrumentCode",
    instrument_code="BNPP5YEUAM=R",
    pricing_parameters=cds.PricingParameters(market_data_date="2020-01-01"),
    fields=[
        "InstrumentTag",
        "ValuationDate",
        "InstrumentDescription",
        "StartDate",
        "EndDate",
        "SettlementDate",
        "UpfrontAmountInDealCcy",
        "CashAmountInDealCcy",
        "AccruedAmountInDealCcy",
        "AccruedBeginDate",
        "NextCouponDate",
        "UpfrontPercent",
        "ConventionalSpreadBp",
        "ParSpreadBp",
        "AccruedDays",
        "ErrorCode",
        "ErrorMessage",
    ],
).get_data()

response.data.df

The fields used here are different from those that can be found via "DIB" on the workspace. Where can we find available fields for this setup?

The second is that I use the search.Definition() function in lseg.data API, shown in the next screenshot. After applying the two main filters I need (i.e., issuer country = UK and bond type = corp), I get more than 1,800,000 observations, which doesn't seem about right.

Could tell me the difference between the two methods, and where I might did wrong? Most importantly, if I want to build a comprehensive UK corporate bond universe, what is the appropriate way to that? Thanks!

First, consider the following case shown in the screenshots. Suppose I try to get data for 'XS1746107975' (i.e., an ISIN identifier; all my bonds are identified by their ISIN). The results show that only three obs are available (and they are not at month ends). However, when I manually put the ISIN in the 'Search' bar and click on 'Price History', I get the result which is way more complete. I tried get_data(), I tried interval='daily', same. I'm pretty confused about this, and I do need a full history of the price.

Second, when I actually tried to download price data for my bonds, I use small batches in a loop, so my code would be like ld.get_history(subset, …), where subset is a list of strings and each string represents an ISIN. The batch size is set to 50. I often got two kinds of errors: (1) "Unable to collect data for the field 'TR.CLEANPRICE' and some specific identifier(s)" and (2) "Unable to resolve all requested identifiers". The latter is more confusing to me because I know these bonds do exist as can be shown by searching for them manually.

So, my task is basically very simple: to fetch monthly (or daily) price data for a large pool of bonds. The code worked, but like partially, because the results weren't that satisfactory. Could you please help me see what might be wrong here? Also, any suggestions about my function specification (e.g., the batch size, or other settings or parameters) to make it more efficient would very much appreciated!

However, results don't look right, when I compare against a second test case of trade_date = valuation_date.

Code below, any help would be greatly appreciated.

response = rdf.Definitions(universe=[

        bond.Definition(

            notional_amount=100_000_000,

            instrument_code = 'US10YT=RR',

            pricing_parameters=bond.PricingParameters(trade_date='2026-07-01', valuation_date='2025-09-30', market_data_date='2025-09-30')

        ),

        bond.Definition(

            notional_amount=100_000_000,

            instrument_code = 'US10YT=RR',

            pricing_parameters=bond.PricingParameters(trade_date='2025-09-30', valuation_date='2025-09-30', market_data_date='2025-09-30')

        ),],


    fields=[

        "InstrumentDescription",

        "MarketDataDate",

        "ValuationDate",

        "IssueDate","TradeDate","SettlementDate",

        "MarketValueInDealCcy",

        "Price",

        "YieldPercent",

        "YieldToMaturityPercent",

        'NetYieldPercent',

        "ModifiedDuration",
"DV01AmountInReportCcy",

    "AverageLife",

    "ParRatePercent",

    "IssueYieldPercent",

    "DirtyPrice",

    "CleanPrice","IssuePrice","ErrorMessage"]

).get_data()

Therefore my question is whether retrieving such data is possible or not, and if so, how?

My university does not provide API access, so I only have access to the workspace application and the Excel add-on.

Many thanks in advance!

I have downloaded the yield curve of a bond benchmark using the following

import refinitiv.data.eikon as ek

curve = ek.get_data('0#ITXZ=R',['MATUR_DATE','PRIMACT_1'])

Then I modify the yield curve by applying a parallel shift of 25bp via:

curve['Shifted_Rate'] = curve['PRIMACT_1ì] + 0.25

Now I want to reprice a bond using the shifted yield curve.

How can I achieve this using Refinitiv built-in functions?

Many thanks in advance.

Example of the expected result is attached.

I checked the site Documentation | Devportal but not able to find. It seems that “ATTR3R_BOND_CASHFLOWDATES”fits to the needs.

Please advise.

I know that history for that field is limited within GUI - I'm looking for history range since years ago until today.

I am trying to download multiple companies' data (ROA%, Total Asset and Total debt percentage to total capital) through Screener. However, the the Porfolio import require Symbols/ Company RICs and PermID beside Issuers Name, which I can not find everything by hand. Is there a way to get a list of Issuers RICs/ Symbol tickers from >6000 bond ISIN/RIC through Excel or directly in Workspace?

Thank you very much!

Until now, he has been using the following method to retrieve government bond data. However, he have not been successful in acquiring MBS and similar data. Would it be possible for you to advise me on the appropriate approach in order to get this list?

     result = rd.discovery.search(

            view = rd.discovery.Views.GOV_CORP_INSTRUMENTS,

            filter = f"RCSCurrencyLeaf eq '{currency}' and RCSTRBC2012Leaf eq 'Government & Government Finance' and AssetState eq 'AC'",

            select = "DTSubjectName, RIC, ISIN, RCSAssetCategoryLeaf, AssetState, RCSCurrencyLeaf, DocumentTitle, MaturityDate, Identifier, RCSDomicileGenealogy",

            top = 10000,

        )

        response = search.Definition(

            view = search.Views.GOV_CORP_INSTRUMENTS,

            top = 10000,

            filter = f"(DbType eq 'GOVT' and RCSAssetCategory eq 'A:J' and (RCSDomicileGenealogy in ('{area}')))",

            select = "RIC,EJVAssetID,DTSubjectName,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,DBSTicker,CouponRate,MaturityDate,IssueDate,ISIN,RCSCurrencyLeaf,RCSCountryLeaf,DbTypeDescription,InstrumentTypeDescription,RCSCouponTypeGenealogy,FaceIssuedUSD,RCSBondGradeLeaf,RCSDomicileGenealogy"

            ).get_data()

I tried to do like above, but I can not find the parameters something like country_name or decimile, etc in order to filter by countriy(and currency)

For example, we would like to have a mapping of Mercedes-Benz (DE007100000) with all its related 36 bonds (see screenshot).

Thank you.

I would like to pull in the following data into CodeBook. Under the Debt and Credit tab, you can display the amount of bonds outstanding for a certain company (ex. APPL) sliced by currency. What is the name of this data in the data item browser, so that I can pull it in CodeBook?

If you happen to know a way to obtain them, I would greatly appreciate it if you could kindly share your insights.

———-

rd.open_session()

gov_bond_list = rd.discovery.search(

    view = rd.discovery.Views.GOV_CORP_INSTRUMENTS,

    filter = f"RCSCurrencyLeaf eq 'Euro' and RCSTRBC2012Leaf eq 'Government & Government Finance' and AssetState eq 'AC'",

    select = "DTSubjectName, RIC, ISIN, RCSAssetCategoryLeaf, AssetState, RCSCurrencyLeaf, DocumentTitle, MaturityDate, Identifier",

    top=10000,

)

RCSTRBC2012Leaf eq 'Government & Government Finance'

?

※For example, when he query the following ISIN in Workspace, it appears to fall under the category specified in the Python code above:

ISIN
FR0000187635

# Define the start and end dates

start_date = '2025-01-01'

end_date = '2025-06-30'




# Generate a list of dates between the start and end dates

date_range = pd.date_range(start=start_date, end=end_date)




# Convert to a list of strings if needed

date_list_as_strings = [date.strftime('%Y-%m-%d') for date in date_range]



rd.get_config()["http.request-timeout"] = 400

rd.open_session()

df_tot = []

for t in date_list_as_strings:


    response = search.Definition(

    view = search.Views.GOV_CORP_INSTRUMENTS,

    top = 10000,


    filter = "((DbType eq 'CORP') and RCSAssetCategory eq 'A:J' and ((IssueDate ge "+t+" and IssueDate le "+t+")))",

    navigators = "IssueDate(calc:sum_FaceIssuedUSD,calc:sum_FaceOutstandingUSD,calc:sum_FaceIssuedTotal,type:histogram,buckets:100)",

    select = "IssuerOrgid,RIC,EJVAssetID,DTSubjectName,BusinessEntity,PI,FaceIssuedUSD,""FaceOutstandingUSD,IssueDate,CouponRate,MaturityDate,ISIN,RCSDomicileLeaf,RCSCountryOfIncorporationLeaf,DBSTicker,RCSDomicileGenealogy""IsESGBond,KPITypeDescription,IsGreenBond,MaturityStandardYield,InstrumentTypeDescription,IssuePrice,FaceIssuedTotal,CouponFrequencyDescription,RCSCurrencyLeaf""RCSBondGradeLeaf,RCSCoveredBondGenealogy,IsCallable,IsPutable,RCSUseOfProceedsLeaf,RCSCurrencyLeaf"


    ).get_data()

    df=response.data.df


    if t == start_date:

      df_tot = df

    else:
      df_tot = df_tot.append(df)


    
    print(t)



df_tot.shape[0]

but I am getting the error:

An error occurred while requesting URL('http://localhost:9000/api/rdp/discovery/search/v1/').ReadTimeout('timed out')

This error pops out not always at the same "t" when I relaunch the code.

Can anyone help me?

Thanks!

I want to download the Bid-Ask Yield spread.
But I am not sure which field I need to use.

Below is my python code to download the bid, ask,mid yields.

I hope you can help me to find an appropriate field for bid-ask spread.

Currently using below

fields = ['B_YLD_1', 'A_YLD_1', 'MID_YLD_1', 'YLDTOMAT']


fields_length = len(fields)
st = "2000-01-01"
ed = "2025-12-31"
for idx in tqdm(range(fields_length), 'Retrieving the historical data'):
field = fields[idx]
df_ylds = rd.get_history(
universe=rrps_isin_lists,
fields=[field],
start= st,
end=ed,
interval="1D"
)
df_ylds = df_ylds.dropna(axis=1, how='all')
df_ylds.to_csv(rf'./Refinitiv/Output/{20250625}_{field}_df.csv')

I need to extract the following bond information using LSEG python package:

1. macaulay duration,
2. outstanding amount,
3. market value
4. bond rating
5. bond maturity date
6. bond coupon rate

I try to use the field in my attach file, but it doesn't work. Could you advise me the proper field name to extract such information?

I attached my code and output:

Many thanks!

field_tocollect = ['TR.ASKPRICE.date', 'TR.BIDPRICE','TR.ASKPRICE', 'TR.ASKYIELD', 'TR.BIDYIELD',
'TR.DURATION','TR.MODIFIEDDURATION', 'TR.CONVEXITY', 'MAC_DURTN', 'TR.AmtOutstanding'
'TR.CA.CouponRate', 'TR.FIMaturityDate', 'TR.IssuerRating']

isinlist = ['US749571AF20', 'US22822VAE11']

df = ld.get_data(
universe = isinlist,
fields=field_tocollect,
parameters={"SDate": "2008-05-01", "EDate": "2025-06-17", "Frq": "M"}
)

I downloaded the field "RCSCoveredBondGenealogy" and it is populated by codes, such as "A:3X\\A:NW". How do I interpret those field? Is there a glossary or a guide to decrypt them?

this is my query: response = search.Definition(view = search.Views.GOV_CORP_INSTRUMENTS,top = 10000,filter = "((DbType eq 'CORP') and RCSAssetCategory eq 'A:J' and ((IssueDate ge 2012-01-01 and IssueDate le 2012-02-01")))",navigators = "IssueDate(calc:sum_FaceIssuedUSD,calc:sum_FaceOutstandingUSD,calc:sum_FaceIssuedTotal,type:histogram,buckets:100)",select = "IssuerOrgid,RIC,EJVAssetID,DTSubjectName,BusinessEntity,PI,SearchAllCategoryv3,SearchAllCategoryv2,SearchAllCategory,FaceIssuedUSD,"\"FaceOutstandingUSD,IssueDate,CouponRate,MaturityDate,ISIN,RCSDomicileLeaf,RCSCountryOfIncorporationLeaf,DBSTicker,RCSDomicileGenealogy"\"IsESGBond,KPITypeDescription,IsGreenBond,MaturityStandardYield,InstrumentTypeDescription,IssuePrice,FaceIssuedTotal,CouponFrequencyDescription,RCSCurrencyLeaf"\"PBOCRatings,PBOCCodesRanks,RCSBondGradeLeaf,RCSCoveredBondGenealogy,IsCallable,IsPutable,RCSUseOfProceedsLeaf"

I tried throwing the whole list of codes as either RICa rics = codes['RIC'].tolist() or ISIN as isin = codes['IssueISIN'].tolist() but got an exception that it was "Unable to resolve all requested identifiers". So I tried looping through each code individually but I'm still getting the same exception.

Using the ISIN, the code looks like this:

Any ideas? Same results with RICs. Is the conversion off? Am I requesting the ratings incorrectly? At a loss here. Thanks.

I'm working with Refinitiv DataScope Select (DSS) and encountering a discrepancy between results returned via the DSS UI and those returned via the REST API.

What is working:

• When I upload a list of ISINs in the DSS UI and run an immediate extraction with Terms & Conditions content fields (which are bond-specific), everything works fine.
• The UI seems to correctly pick the CORP version of the identifier when needed.

What is failing

• When I make the same request via the REST API, I sometimes get empty responses for certain identifiers.
• After investigation, I found this is because some identifiers (like CA01921DAA33) have multiple instrument types, such as EQTY and CORP.
• The API appears to resolve the identifier as an EQTY instrument by default, which does not have the CORP-specific content fields I'm requesting.

Is there a way to force the API to resolve the identifier as a CORP instrument in the request?

Here’s how my identifier currently looks in the payload:

{  "Identifier": "CA01921DAA33",  "IdentifierType": "Isin"}

I’ve tried playing around with the ValidationOptions (e.g., AllowPrimaryInstrumentOnly, AllowInactiveInstruments), but I haven’t found anything that solves this ambiguity reliably.

Any advice on how to explicitly target the CORP stream, either via an additional property or a workaround, would be much appreciated.

Thanks in advance!