Understood how to bring constituents from a stock index, but a CDS INDEX constituent we cannot, e...

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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Accepted answers

Gurpreet

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

All comments

Gurpreet

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

Andres.Medellin

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?

Gurpreet

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]

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