Historical CDS Data for all S&P 500 firms

Hello,

I want to export historical data on 3-year CDS spreads for firms included in the S&P 500 index, with an annual snapshot as of March 31st for each year from 2014 through 2023.

As I am new to working with financial data sets, I would greatly appreciate a step-by-step guide on how to access and export this specific dataset. If I have to access it through the API, a detailed instruction that is suitable for an absolute beginner would be very helpful.

Thank you in advance!

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Accepted answers

jonathan.legrand

Hi @buehrmar ,

Hi,

We just happen to have a beginner’s guide in the article “Summary of Common LSEG Refinitiv APIs”.

I would advise following the information given there, specifically the “Others” section.

As per that section, you will want to use the DIB; in your case, however, it would be best to start with the Advanced Search – Credit Default Swaps. You can find this Workspace app on Workspace by searching – on its top search bar – for “Advanced Search – Credit Default Swaps”:

A screenshot of a computerDescription automatically generated

From there, you can find the RICs you are after and look for fields on DIB:

All comments

jonathan.legrand

Hi @buehrmar ,

Hi,

We just happen to have a beginner’s guide in the article “Summary of Common LSEG Refinitiv APIs”.

I would advise following the information given there, specifically the “Others” section.

A screenshot of a computerDescription automatically generated

From there, you can find the RICs you are after and look for fields on DIB:

buehrmar

Hi @jonathan.legrand

Thank you, this already helped very much!

However, if I follow the mentioned steps, the actual values won't get shown (see screenshot below). Did I do something wrong, or do I lack access or something?

Thank you for your help!

cds.png

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