Fixed income historical data

weurdo
Hi guys,

First of all I'd like to thank you for the awesome API you guys have set up.

I have subscribed to the candles API and I wanted government bond prices. I have looked through the instruments.csv file and I find a bunch of entries such as "xxxGOIYYYY" with xxx a number and YYYY a year, (possibly year of maturity).

Are these the government bond prices? Can someone help me in clarifying this?

Thanks a lot again!
weurdo
  • sujith
    Hi @weurdo,
    Can you name a couple of scrip names? We will check and let you know.
  • weurdo
    Hi sujith. Thanks for your reply.

    I don't have any particular scrip name in mind. I just wanted to model the yield curve for india and other countries if possible.
    So for that I needed government bond prices for india etc. LIBOR rates, LIBOR-OIS spread would also be very nice to have. Are these available/considered to be added in the future?
  • nithin
    @weurdo for government bond prices information and everything else you have asked for, check this: https://tradingeconomics.com/india/indicators. Not possible to add this on Kite connect, most of these firms who generate this data are quite sticky about giving this data via APIs.
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