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James.Perkins avatar image
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How can I retrieve a range of historical values for field TR.YieldToMaturityAnalytics with Eikon DAPI?

I seem to be able to retrieve a point in time history for YTM ,,, but how can I retrieve a range of dates? i.e. I want the YTM values between 2019-10-10 and 2019-10-20 .

This Code works for retrieving a single date; how can it be modified to extract a range?

ek.get_data(['717081EP4='],['TR.YieldToMaturityAnalytics(ValuationDate=2019-10-10)'])

get_timeseries() retrieves NA... any thoughts?

ek.get_timeseries(["717081EP4="], ["TR.YieldToMaturityAnalytics"], start_date="2019-10-09, end_date="2019-10-20")
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1 Answer

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chavalit-jintamalit avatar image
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Hi @James.Perkins

The TR.YieldToMaturityAnalytics field does not support series retrieval.

So it is not possible to retrieve it in series using get_data API call.

And this field is not available on get_timeseries API call as well.

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James.Perkins avatar image James.Perkins

Thank you for the reply. I was hopnig for a different answer.... I guess that means you would need to create a seperate call for each date for each RIC to retrieve any historical FI Analytics.... It just seems counterintuitive that I can retrieve any historical point in time value (i.e. the data is there), but not consecutively.

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