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jwang3 avatar image
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No RIC matched for several CUSIPs and thus unable to get_timeseries

I wanted to convert three CUSIPs to RICs so that I can use ek.get_timeseries to retrieve data. But there is no RIC matched even when I set bestMatch as False:

ek.get_symbology('94984DAB0', from_symbol_type = 'CUSIP', to_symbol_type = 'RIC', bestMatch=False)

The result:

bestMatch symbol{'error': 'No best match available'}94984DAB0

The three CUSIPs are '94984DAB0', '61749NAD9', '80556BAE5'. Is there other way to convert them to RIC or get time series data using non-RIC instruments?

Thank you in advance!

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1 Answer

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marcin.bunkowski avatar image
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Hi @jwang3

Those CUSIPs belong to CMOs and ABSs. The timeseries is not directly accessible using CUSIP or ISIN code, however you get some data if you add suffix '=RRPS'. The below code returns bid yield.

df= ek.get_timeseries(['94984DAB0=RRPS','61749NAD9=RRPS','80556BAE5=RRPS'], start_date = "2017-03-01", end_date = "2019-02-22",interval='daily')
df
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jwang3 avatar image jwang3

Thank you @marcin.bunkowski for your help! Could you please kindly elaborate more on what `=RRPS` actually stands for and how we know when we need to use it?

marcin.bunkowski avatar image marcin.bunkowski jwang3

Hi @jwang3 this is more of a question of a data availability and mapping. From what I know the market of CMOs on US/CA market is not fully covered on real time and therefore your formula was not effective. The solution I have provided is somehow a workaround to get the timeseries data using Eikon API or Excel. RRPS stands for Reuters Realtime Pricing Service.

If want to more know about the data availability please open a case with your local Refinitiv Helpdesk

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