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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
jhonny avatar image
7 ●1 ●2 ●3

Retrieve list of issued CDS where the underlying is issued in specific country

My goal is to obtain a list of all CDS contracts (identified by ISIN or RIC) that have been outstanding in the last 5 years and where the underlying debt is issued by corporates in the Eurozone.

Can I do this using Eikon API for Python? If not, do I have access to RSearch through the COM APIs and can I access them on a Mac?

I do have a list of all stocks (~ 5k securities) issued by corporates in the eurozone, so that I could retrieve the field `TR.CDSPrimaryCDSRic` (~ 230 securities). However, I would miss out on CDS where the underlying is issued by a company that is not listed. While I also have a list of all debt securities issued by corporates in the Eurozone (~ 1,1 mn securities), I would need to retrieve so much data that it might exceed the data limit.

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
chavalit-jintamalit avatar image
18k ●21 ●12 ●20

Hi @jhonny

I am not aware of CDS search capability using the API.

However, you can use CDSSRCH app on Eikon Desktop or Eikon Web to export the identifier list.


Note that Eikon Desktop only available on Windows.

For Mac, you can still use Eikon Web access to perform the same task.



ahs.png (134.9 KiB)
ahs1.png (170.7 KiB)
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.

jhonny avatar image jhonny

I appreciate your quick and very helpful response, @chavalit.jintamalit . Does this tool also allow me to see historical CDS?

chavalit-jintamalit avatar image chavalit-jintamalit jhonny

Once you have a list of RIC code.

Please look at this post. https://community.developers.refinitiv.com/questions/49123/historical-cds-prices.html

Click below to post an Idea Post Idea