derivitec.core.client.DerivitecClient.get_bond_data

DerivitecClient.get_bond_data(identifiers, start_date, end_date, return_contributed_data=False, market_data_environment_name=None)[source]

Get bond data.

Parameters:

  • identifiers (list[derivitec.misc.types.InstrumentIdentifier]) – The instrument identifiers.

  • start_date (datetime.datetime) – The start date.

  • end_date (datetime.datetime) – The end date.

  • return_contributed_data (bool) – The return contributed data flag.

  • market_data_environment_name (str) – The market data environment name (optional with default Organisation Level Environment)

Return type:

dict[derivitec.misc.types.InstrumentIdentifier, list[derivitec.market_data.types.BondData]]

Code

>>> bond_isin = isin("TESTISIN1")
>>> identifiers = [bond_isin]
>>> start_date = datetime(2017, 6, 1)
>>> end_date = datetime(2017, 6, 7)
>>> return_contributed_data = True
>>> market_data_environment_name = "Example Market Data Environment"
>>> bond_data = client.get_bond_data(identifiers, start_date, end_date, return_contributed_data, market_data_environment_name)