Sectorial CDS Historical Data

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student25

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Sectorial CDS Historical Data

Hello, I would like to know if it is there anyway to download the sectorial CDS at a certain date. I can get the RIC list for the different tenor and the info of the CDS points but only at the date of today.

How can I get that same information but at a past date, fe: 12/31/2021 ??

Thanks in advance,

eikon-data-api python python api time-series credit-ratings

1647002255641.png (36.1 KiB)

Mar 11, 2022 at 12:41 PM

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raksina.samasiri Mar 21, 2022 at 02:57 AM

hi @student25 ,

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 or could you provide the information required for further investigation, please?

Thanks,
AHS

Shadab Hussain Mar 28, 2022 at 06:38 AM

Hi @student25,

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

Thanks,

AHS

Answer 1 · 2022-03-11T16:09:40Z

jonathan.legrand

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Hi @student25 ,

Not all fields on Eikon Data API are historical. Please use the DIB, as per this video, to search for historical fields.

If this fails, would you mind sharing with us a screenshot of the historical data you're after exactly on Workspace/Eikon?

Mar 11, 2022 at 04:09 PM

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