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jhonny avatar image
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Retrieve list of issued CDS where the underlying is issued in specific country

My goal is to obtain a list of all CDS contracts (identified by ISIN or RIC) that have been outstanding in the last 5 years and where the underlying debt is issued by corporates in the Eurozone.

Can I do this using Eikon API for Python? If not, do I have access to RSearch through the COM APIs and can I access them on a Mac?

I do have a list of all stocks (~ 5k securities) issued by corporates in the eurozone, so that I could retrieve the field `TR.CDSPrimaryCDSRic` (~ 230 securities). However, I would miss out on CDS where the underlying is issued by a company that is not listed. While I also have a list of all debt securities issued by corporates in the Eurozone (~ 1,1 mn securities), I would need to retrieve so much data that it might exceed the data limit.

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wasin.w avatar image   wasin.w

Hello @jhonny

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,


AHS

Alex Putkov.1 avatar image   Alex Putkov.1

@jhonny

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

-AHS

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chavalit-jintamalit avatar image
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Hi @jhonny

I am not aware of CDS search capability using the API.

However, you can use CDSSRCH app on Eikon Desktop or Eikon Web to export the identifier list.


Note that Eikon Desktop only available on Windows.

For Mac, you can still use Eikon Web access to perform the same task.



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jhonny avatar image jhonny

I appreciate your quick and very helpful response, @chavalit.jintamalit . Does this tool also allow me to see historical CDS?

chavalit-jintamalit avatar image chavalit-jintamalit jhonny

Once you have a list of RIC code.

Please look at this post. https://community.developers.refinitiv.com/questions/49123/historical-cds-prices.html

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