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When I make a call in Python such as the one below, I get OHLC quoted in yields:
df = ek.get_timeseries('AU3YT=RR', start_date = '2000-01-01', end_date = '2021-04-20')
However, in excel I can do a similar call, but get the price (and the yield if I want):
=@RHistory("AU3YT=RR","ASK.Timestamp;ASK.Close","INTERVAL:1D",,"TSREPEAT:NO CH:Fd",D4)
Is there a way to edit my python call to get bond price instead of yield?
Hi @michael01,
I would suggest you use the DIB (Data Item Browser) within the desktop to help you hunt down the specific fields you need. Once done, you can use the following get_data() call, for example:
df, err = ek.get_data('AU3YT=RR', ['TR.ASKPRICE', 'TR.ASKPRICE.date'],
parameters = {'SDate': 0,'EDate': -10,'Frq': 'D'})
df
@michael01 Please try the following:
df,err = ek.get_data('AU3YT=RR',['TR.AskPrice.date','TR.AskPrice'],{'SDate':'2000-01-01','EDate':'2021-04-20','Frq':'D'})
df
I hope this can help.
