Bloomberg Curve History: Distinguishing Current-Only Fields from Historical Data

Summary

The document concerns retrieving historical interest-rate curve values through Bloomberg’s TIA Python wrapper. The curve field shown in the question returns a current value, and the accepted response says that the relevant ICVS curves are not available through the ordinary API. It distinguishes this field-level limitation from Bloomberg’s separate curve tools and API entitlements: access through WAPI requires an enterprise license, while the cited terminal field description indicates that only a current value is available.

A second response offers a historical-data call requesting daily PX_LAST values over a date range. However, the accepted answer indicates that this does not solve the specific curve-history request, because the curve-tenor field itself is current-only. The example therefore should not be taken as evidence that historical curve snapshots can be retrieved this way. The discussion advises checking the field description and consulting Bloomberg support for the appropriate access path; it does not establish whether enterprise WAPI access will meet every historical-data need.

Key ideas

• The cited curve-tenor field is described as providing only a current value.
• The accepted answer says the relevant ICVS curves are unavailable through the ordinary API.
• WAPI access to the curve tools requires an enterprise license according to the response.
• A generic historical PX_LAST request does not demonstrate that historical curve snapshots are available.
• Field descriptions and Bloomberg support can help identify the applicable data access route.

Tags

# Download Curve in the past via TIA Bloomberg in Python


# Download Curve in the past via TIA Bloomberg in Python












I am using TIA package in Python to download an interest rate curve. Using the following script I get the last curve. How do I specify a date in the past to have a curve in the past?

```
import tia.bbg.datamgr as dm
curve="YCSW0045 Index"
mgr = dm.BbgDataManager()
msft=mgr[curve]
msft["CURVE_TENOR_RATES"]
```

## Answer by AKdemy (score 1, accepted)

https://quant.stackexchange.com/a/63728

This will NOT work. You cannot get `ICVS` curves in API. Excel has a curves toolkit for excel. However, for `WAPI`, you need enterprise licenses (not part of terminal subscription). Your account manager can help you with that if that is truly needed.

What you do here, is simply a FLDS field. Check out `YCSW0045 Index FLDS CURVE_TENOR_RATES` on the terminal. You will see that the field description shows that only current value is available.

Side note, I would say that is not the best way to ask this. Use the help desk. They will most certainly not help with a 3rd party wrapper (I never used this one, but is this only Python 2.7?). However, always ask how this works in excel (it's both c++ according to Bloomberg). I am sure it will not have taken almost 6 months for BBG to answer this.

## Answer by swordfish81 (score 0)

https://quant.stackexchange.com/a/59677

A variation of this can be found here. Try this..

```
import pandas as pd
import tia.bbg.datamgr as dm
mgr = dm.BbgDataManager()
curve='YCSW0045 Index'
sids = mgr[curve]
info_df = sids.get_historical(
['PX_LAST'],
       start="1/1/2000",
       end="6/30/2016",
       period="DAILY"
)
```

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.