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Which API provides CDS prices?
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Thanks,
-AHS
Hello again!
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
AHS
4.3k
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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=
