How to use python to get RIC of each components of a CDS index such as ITRAXX Europe Serie 35 (ve...

nicolas.cerrajero

...rsion 1) from Eikon?

For example ITRAXX Europe Serie 35 (version 1) has components as shown in the screenshot. I want to use python to get the RIC for each of them. What should I do? Thanks!

aramyan.h

Hi @nicolas.cerrajero ,

You can perhaps use Refinitiv Data Libraries for python as below:

import refinitiv.data as rd
rd.open_session()

df = rd.get_data("ITEEU7Y35=",fields = [
                                    "TR.CDSConstWeight",
                                    "TR.CDSConstFITIID",
                                    "TR.CDSConstOrgName", 
                                    "TR.CDSConstCUSIP", 
                                    "TR.CDSConstRED6",
                                    ])
df

This query returns some of the columns in the screenshot you have provided. I hope this helps, and If you are after another field, I would advice raising content query via Helpdesk.

Best regards,

Haykaz