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Shuming.Zou avatar image
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Eikon API what field to choose for historical duration and spread

I would like to get the historical duration and spread from .MERH0A0 index via Eikon Data API. I can’t find the duration in the Data Item Browsers of this index. Can you pls let me know which code should I use for them in Python?

FYI Here is the excel formular in Eikon Excel that can do similar job

=RHistory(".MERH0A0","DURATION.Timestamp;DURATION.Value","START:04-Jul-2014 END:04-Jul-2019 INTERVAL:1D",,"TSREPEAT:NO CH:Fd")

=RHistory(".MERH0A0","ROAS.Timestamp;ROAS.Value","START:04-Jul-2014 END:04-Jul-2019 INTERVAL:1D",,"TSREPEAT:NO CH:Fd",)

How can I get to the same data in Python

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1 Answer

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Alex Putkov.1 avatar image
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@Shuming.Zou
This data is not currently available through Eikon Data APIs. The only interface in Eikon that can currently provide programmatic access to this data is the TimeSeries interface of legacy Eikon .NET APIs.

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jhonny avatar image jhonny

@Alex Putkov. Has this been made available by now? For very few RIC, I get results for this field. Otherwise, is there a plan to roll out this feature? Thank you.

Alex Putkov.1 avatar image Alex Putkov.1 jhonny

@jhonny
When asking a new question on these forums, please always start a new thread. Old threads with accepted answers are not monitored by moderators.
The answer provided on this thread is still accurate. Nothing changed since the answer was posted. There's a plan to enhance timeseries data retrieval capabilities through Eikon Data APIs with the development and rollout of Refinitiv Data Platform. However, I cannot give you specific timeframe when the enhanced capabilities will be available.
I'm afraid I'm not following what you mean when you say "For very few RIC, I get results for this field". Which field? And how does this comment relate to the subject of this thread? If you'd like to continue this discussion or if you have any further questions, please start a new thread.

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