Use of Isin instead of Index?

[cnordenlow]

Hi, thanks for this great package. I may be fooling myself but I can't find a way to use Isin instead of Index? Is this possible? In the below example, to use "US912828ZQ64 ISIN" instead of "USGG10YR Index"?

us10 <- bdh(securities = "US912828ZQ64 ISIN", fields = "PX_LAST", start.date = as.Date("2020-03-01"))

Br, Chris

[johnlaing]

There are a couple of different things going on here. First, it's absolutely possible to use an ISIN; however the suffix refers to the security's yellow key (in this case Govt), not the identifier type. Try: bdp("US912828Q64 Govt", "PX_LAST")

Next, and this isn't specifically related to our package, there's an important difference in the two securities you're referring to. The index is Bloomberg's rolling series of 10-year yields, while the ISIN is a specific bond which happens to be the current 10-year note T 5/30. Using the index you can go very far back in time to retrieve historical yields, but if you're going to use bonds you'll have to stitch them together yourself. Specific to this example: bdh("US912828Q64 Govt", "PX_LAST", as.Date("2020-03-01")) will only return data beginning in May, when the bond was first issued.

[cnordenlow]

Ah perfect. Working fine with Govt instead of Isin.

And a great second point. Just took a date for the example but super that you are mentioning it.

/Chris

[johnlaing]

Great! Happy to help.