Hi, I'm sorry if this is the wrong place to ask, but I couldn't find any better.
I am a student conducting a research about defaulted bonds. Hence, I need bond data for bonds with the attribute Asset Status = "In Default" in any point in time. I am able to use Thomson Reuters Eikon + Datastream.
I have 2 problems:
1. I could only find data for the current Asset Status + Asset Status Effective date, but I am not able to find historical data of the Asset Status and when it was effectively changed as it is shown in the bond interface. If there is a way to examine this data, I could extract all bonds I am interested in.
2. A second way would be to understand the dynamic of "Asset Status". If there are Asset Statuses that can only be changed to if the bond was prior set to "In default" (e.g. Liquidated), then I could search for bonds that are set to "In default" or to the mentioned Asset Statuses.
Any help is appreciated.
Thanks in advance
Hi @steffen-pluetzke, we do not really expose the asset status history in the API or Eikon Excel, I will ask if we have plans of adding this and will let you know. At the moment you can see it on a bond description page under the asset status history.
As for the life cycle of a debt instrument, I am not quite sure how to help you with that. You might be better off contacting your local Refinitiv support desk.
Hello the Refinitiv team,
I'm a graduate at the University of Arizona and I need to do a research project based on the Rotman Finance Lab data (featuring only Canadian companies) which we use for our reports. How can I find the historical data of the Asset Status?