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Gov Bid Yield mismatch

Hello,

Yields between Python EIKON API and EIKON Terminal are sometimes different. See pictures and code below.

Would you please explain the source of the difference?



Bond: DE110230= (Perfect match between Eikon API and Eikon Terminal)

Python Eikon API 03-Dec-2019 Bid Yield = -0.657

Eikon Terminal 03-Dec-2019 Bid Yield = -0.657

Yields for the same date are the same






Bond: AT0000383864= (MISMATCH match between Eikon API and Eikon Terminal)

Python Eikon API 03-Dec-2019 Bid Yield = -0.233

Eikon Terminal 03-Dec-2019 Bid Yield = -0.253

Yields for the same date are different



Code used to download data in Python

TEST1 = ek.get_data(["AT0000383864="] ,"TR.BIDYIELD(SDate=0,EDate=-10,Frq=D).date;TR.BIDYIELD(SDate=0,EDate=-10,Frq=D)")[0]


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1 Answer

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Accepted
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Hi @MJF

I think you can use get_timeseries function.

AT0000383864=


DE110230=


As for why the TR.BIDFIELD does not carry the same value.
This forum is not the best place to ask such a question. For an authoritative answer to any content questions the best resource is Refinitiv Helpdesk.
This forum is dedicated to things specific to the use of Eikon APIs. The moderators here do not have deep expertise in every type of content available through Eikon.
I suggest you reach out to Refinitiv Helpdesk and ask if you can retrieve historical bid yield from TR.BIDYIELD field and why the data are not the same.
Refinitiv Helpdesk can be reached using Contact Us capability in your Eikon application or by calling the Helpdesk number in your country.


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