Hello,
I am having trouble getting the Total Return Index from selected Credit Default Swaps.
The Error-Code: $$ER: E100,INVALID CODE OR EXPRESSION ENTERED keeps showing up, regardless of which CDS I choose in Datastream. I am able to get the Total Return Index for Stocks and Bonds, CDS are the only type that do not work:
Hi @enes.salija ,
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Thanks,
AHS
I found the similar issue regarding the AXL5$AX and RI. The answer of that issue is that the RI datatype is not available for CDS.
Therefore, if it returns NA, it could mean that the requested data type is not available for that instrument.
thank you for your answers. I will therefore work with the Spread Mid and not with the Total Return Index
Thank you for reaching out to us.
I couldn't retrieve RI for BAC5$AR with the static request.
It returns NA. Please contact the Datastream support team directly via MyRefinitiv to verify if this BAC5$AR can provide the Total Return Index (RI) data.
The data that shows on the website is Spread Mid (SM).
@Jirapongse ,
Thank you for your response, are you able to get the Total Return Index from any Credit Default Swap, that way maybe I know if it is even possible to get the Total Return Index from CDS in general. Is the Formular "X(RI)~USD" that I have used the same as "RI" that you have used, if not what does the X stand for exatly?
Unfortunately the Refinitiv support cannot help me due to their agreement with my university so I have to find another way.
The X in this formula ("X(RI)~USD") should be a symbol substitution.
I am not sure if this BAC5$AR instrument can provide the Total Return Index.
Can you retrieve it without currency conversion?
The same formula works fine with other instruments.
=@DSGRID("IBTRYML","X(RI)~U$","-2Y","-0D","D","RowHeader=true;ColHeader=true;DispSeriesDescription=false;YearlyTSFormat=false;QuarterlyTSFormat=false","")
I have tried it woithout the X and wthout the currency conversion but it still doesn't work.
I have also tried different Credit Default Swaps and I am only able to get the "Spread Mid" as you did. I also tried getting any Datatypes that are under the section of Credit Defaul Swap but unfortunately it only works for the Spread Mid as seen in the attached pictures.
