Which API provides CDS prices?

Andrew Allan

Which API provides CDS prices?

pf

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=