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nicolas.cerrajero avatar image
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How to use python to get RIC of each components of a CDS index such as ITRAXX Europe Serie 35 (version 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!

1717770540116.png


eikon#product#content
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aramyan.h avatar image
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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

screenshot-2024-06-10-at-113232.png

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


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