Default price for bonds - Python API

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Question by blucap · Sep 18, 2019 at 04:11 AM · python api python api eikon timeseries cds default swaps

Default price for bonds - Python API

With Datastream it is possible to retrieve Default Prices for bonds - for time series. If my mind serves me right it is MPD.

Is there an equivalent code for Eiokn, specifically the Eikon API for Python?

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Answer 1 · 2019-09-18T10:43:23Z

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Answer by marcin.bunkowski · Sep 18, 2019 at 10:43 AM

Hi @blucap

Here is an example you can use to retrieve the time series of a bond using an ISIN as an input

ek.get_data('DE000DB7XHP3',['TR.BIDPRICE.date','TR.BIDPRICE'],{"Sdate":'2016-01-01', "Edate":'2016-01-31'})

ahs.jpg (109.5 KiB)

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blucap · Sep 18, 2019 at 10:20 PM 0

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Thank you - However I am looking for CDS spreads, any help appreciated as I am a newby on spreads.

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marcin.bunkowski blucap · Sep 19, 2019 at 08:08 AM 0

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Hi @blucap if you are looking for CDS spreads then I recommend you to use CDSSRCH app in Eikon to find RIC codes, then you can use an example syntax to fetch the data:

ek.get_data('DB5YEUAM=R',['TR.PARMIDSPREAD.date','TR.PARMIDSPREAD'],{"Sdate":'0D', "Edate":'-10D'})

blucap · Sep 30, 2019 at 08:22 PM 0

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Thanks marcin.bunkowski - that is what I am looking for!

Answer 2 · 2019-09-18T04:31:37Z

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Answer by chavalit.jintamalit · Sep 18, 2019 at 04:31 AM

Hi @blucap

Can you provide Eikon Desktop screenshot on the data you would like to retrieve via Python API ?

Thanks.

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blucap · Sep 18, 2019 at 05:18 AM 0

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See below:

blucap · Sep 18, 2019 at 05:20 AM 0

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To be honest, any item that acts as a proxy for CDS spreads will do.

Answer 3 · 2019-09-18T05:18:08Z

Answer by blucap · Sep 18, 2019 at 05:18 AM

@chavalit.jintamalit see below:

eikon-cds1.png (31.8 KiB)

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chavalit.jintamalit ♦♦ · Sep 18, 2019 at 06:21 AM 0

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Is this screeshot from Datastream product?

Default price for bonds - Python API

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