Hi @paolo.piantadosi ,
you can first get the list of CDS for a given RIC, eg for Microsoft.
data, err = ek.get_data(['MSFT.OQ'],'TR.CDSPrimaryCDSRic') data
And then (or If you have them already) you can use CDS RIC(s) and request spread prices. Example below shows PARMIDSPREAD for MSFT5YUSAX=R:
data, err = ek.get_data(['MSFT5YUSAX=R'],['TR.PARMIDSPREAD.date', 'TR.PARMIDSPREAD'], {'SDate': '2016-01-01', 'EDate': '2021-12-31'}) data
For more fields you can look at Data Item Browser(DIB) section of Workspace. See below a screenshot for available spreads:
Hope this helps!
@haykaz.aramyan thanks a lot for your help. I don’t know if I am in the wrong forum but I hoped that I can do those steps on the excel add-in because i am not a phyton user actually.
I really will appreciate if you know ho to do this in excel. Thanks.
@paolo.piantadosi, unfortunately, I can't assist re excel addin, this is a support forum for accessing Refinitiv data through APIs. For excel related questions I would advice opening a query via Helpdesk.