For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
3 0 0 3

Which API provides CDS prices?

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpython
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

1 Answer

Upvotes
Accepted
4.3k 2 4 5

Eikon Scripting API could do this.

# Step 1 : Retrieve all CDS id for RIC list

data, error = ek.get_data(['VOD.L','AAPL.OQ','MSFT.OQ'],'TR.CDSPrimaryCDSRic')

  Instrument    Primary CDS RIC
0      VOD.L    VOD5YEUAM=R
1    AAPL.OQ    AAPL5YUSAX=R
2    MSFT.OQ    MSFT5YUSAX=R

# Step 2 : retrieve CDS prices

cdsIdList = [str(cdsId) for cdsId in data.ix[:,1].values]<br>print('================')<br>result, err = ek.get_data(cdsIdList, ['PRIMACT_1', 'LONGLINK2'])

     Instrument   PRIMACT_1  LONGLINK2
0   VOD5YEUAM=R      58.57   0#VODEUAMRBMK=
1  AAPL5YUSAX=R      27.73   0#AAPLUSAXRBMK=
2  MSFT5YUSAX=R      29.05   0#MSFTUSAXRBMK=
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea