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Is there a way to pull summary page details via DSS Rest API for ORG ID -13109?
The client built an API query to do a search on a holding entity and look up/extract the underlying bonds. This info is showing correctly in DSS GUI and in Workspace, but when the client wants to replicate the same via API it not working. Could you please help us with API call?
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Bank Ric history
Hi, 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 =…
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Issue with ticks in TWB -USTSY for newly issued treasuries
We are seeing some suspicious TWB-USTSY tick data and need help making sense of it. For context, we are consuming this data through Refinitiv BQ - `dbd-sdlc-prod.TWB_USTSY_NORMALISED.TWB_USTSY_NORMALISED` is the table. I have attached a table image below that contains all the rows of the TWB-USTSY data between 2026-01-12…
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How to retrieve data for all KPIs linked to the bond in CODEBK?
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).…
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Retreiving data for multiple KPI legs
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, 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…
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How can one retrieve the ESG ratings of bond issuers?
For different types of bonds (e.g. corporate, government), is it possible to retrieve the issuer and then its ESG ratings (in Python)? 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.
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How to Find available Fields Used in the `lseg.data.content.ipa.financial_contracts` API
Hi, I have a quick question. The following is copied from the API code example: 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",…
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Downloading CDS Spread
Hi, I'm trying to compute the CDS-bond basis for each company (reference entity or issuer). The data I have now is the companies' names (e.g., 'VOLKSBANK WIEN AG') and their corporate bonds (with ISINs). To compute the CDS-bond basis, I first need to download CDS spread and bond yield for each company. For the former, I…
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Parent Issuer Bond Rating
we need to monitor credit rating for any new trades timely with Excel/Python API. We would also like to check how to get the credit rating of its immediate parent for a bond position by Excel API. Can you please advice? For example, the issuer of the bond (ISIN: XS3081762828) is ICBC (London Branch) and its immediate…
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Build a Corporate Bond Universe for UK
Hi, I'm trying to build a UK corporate bond universe via the following two methods. The first is that I use the LSEG workspace. I click on the 'Search Tools' and then choose 'Bonds'. I filter as follows and get the results, as shown in the screenshot. I get around 2,000 bonds. The second is that I use the…
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Get Corporate Bond Historical Pricing Data via lseg.data Library' get_history()
Hi, I'm trying fetch historical price data for a pool of corporate bonds (around 7,000, so it's a large pool) using get_history() function in lseg.data API. I'm running into several problems here. First, consider the following case shown in the screenshots. Suppose I try to get data for 'XS1746107975' (i.e., an ISIN…
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IPA bond pricing help
I am looking at some Treasury Lock (T-Lock) instruments and trying to use the bond pricing IPA. My valuation date is 9/30/25 and trying to get the forward rate for the then on the run 10Y US treasury on July 1, 2026. I was trying to use the trade_date and valuation_date parameters to achieve this setup, with using…
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Historical data on inactive bonds?
Dear developer community, For my upcoming thesis I will require historical data on active as well as inactive bonds, including prices, spreads and ratings. However, it seems as though it simply returns NULLs for all inactive bonds. Therefore my question is whether retrieving such data is possible or not, and if so, how? My…
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Pricing a bond with a modified yield curve
Hello, 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…
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API script to get coupon payment date on business day basis.
Please advise how to get coupon payment date on business day basis (which is next day if coupon date falls on holiday) by API. Example of the expected result is attached. https://us.v-cdn.net/6038239/uploads/93CBCKEI7AH8/cash-flow-bond-structure-realtime-sample.xlsx I checked the site Documentation | Devportal but not able…
