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Understood how to bring constituents from a stock index, but a CDS INDEX constituent we cannot, example, we need constituents from 0#CDXHY5Y31C=MP, anyone knows how to do it?, we are using python.
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Just as you would expand a stock index.
>>> df, err = ek.get_data('0#CDXHY5Y31C=MP',['CF_NAME'])
>>> df.count()
Instrument 90
CF_NAME 90
dtype: int64
>>> df.head(20)
Instrument CF_NAME
0 CDXHY5Y=MP CDXHY.35.5Y
1 MSPRDHEADER= HEADER RIC
2 ADTX5YUSAX=MP ADT SECURITY
3 AESC5YUSAX=MP AES CORP
4 AKST5YUSAX=MP AK STEEL CORP
5 GMAC5YUSAX=MP ALLY FINANCIAL
6 AMD5YUSAX=MP AMD
7 AMR5YUSAX=MP AMERICAN AIRLINE
8 AXLA5YUSAX=MP AMERICAN AXLE
9 AMKR5YUSAX=MP AMKOR TECHNOLOGY
10 ARAM5YUSAX=MP ARAMARK SERVICES
11 ASH5YUSAX=MP ASHLAND
12 POL5YUSAX=MP AVIENT
13 CARF5YUSAX=MP AVIS BUDGET GRP
14 AVP5YUSAX=MP AVON PRDCTS
15 BLL5YUSAX=MP BALL
16 BVF5YUSAX=MP BAUSCH HEALTH
17 BZH5YUSAX=MP BEAZER HOMES USA
18 BBD5YUSAX=MP BOMBARDIER
19 BYD5YUSSX=MP BOYD GAMING
Thanks Gurpreet, I tried with many fields and never thought with just the name will work, great, thank you, now that I have the constituents how can I link the result to ask for historical data from each constituent?
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You will have to use a loop of some sort to get timeseries data. For e.g.
df, err = ek.get_data('0#CDXHY5Y31C=MP',['CF_NAME'])
for instr in df['Instrument']:
# another eikon API call to get timeseries data
If you are interested in just getting a single field at certain date, something like this would work too:
>>> df2, err = ek.get_data(df['Instrument'].tolist(), ['CF_NAME', 'TR.OPENPRICE(SDate=2021-03-01)']) >>> df2 Instrument CF_NAME Open Price 0 CDXHY5Y=MP CDXHY.35.5Y <NA> 1 MSPRDHEADER= HEADER RIC <NA> 2 ADTX5YUSAX=MP ADT SECURITY 245.803 3 AESC5YUSAX=MP AES CORP 89.329 4 AKST5YUSAX=MP AK STEEL CORP 83.087 .. ... ... ... 85 CSAL5YUSAX=MP UNITI GROUP 392.035 86 UHSI5YUSAX=MP UNIVERSAL HEALTH 111.236 87 UVN5YUSAX=MP UNIVISION COMM 445.73 88 VSTG5YUSAX=MP VISTRA CORP 67.098 89 YUM5YUSAX=MP YUM! BRANDS 126.499 [90 rows x 3 columns]
