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Looking for historical credit rating bond data for a large amount of bonds on Eikon
I am looking to find historical credit ratings for a vast amount of bonds (spanning about 10 years). I can't search for a specific date because they were all issued at different times. When using codebook, I managed to find ratings for a large number of bonds but that was the rating at the time of my search instead of…
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Historical bond ratings (Fitch and Moodys) time series for all US firms
Hi everyone I need to retrieve the Fitch and Moody's long term issuer credit ratings for all (or substantially all) US firms, as at the end of each month for the period from 2003-01-31 to 2023-12-31. I'm completely new to APIs and Python, but from what I understand an API will be the best approach to retrieve such a large…
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How can I use RFA.NET to get Bond Credit Rating
I am writing to inquire about API tools for credit rating. I have a few questions and would appreciate your assistance in providing some clarification. Firstly, I would like to know Refinitiv Robust Foundation API (RFA) - .NET can get Credit Rating data? It would be helpful if you could provide some insight or information…
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time series data of 10 years for the upgrade and downgrade of sovereign credit ratings for Southe...
...ast Asian countries, like INDIA, PAKISTAN, BANGLADESH, NEPAL, BHUTAN, etc. How do I need to navigate on the Refinitiv interface? Hi, I am looking for time series data of 10 years for the upgrade and downgrade of sovereign credit ratings for Southeast Asian countries, like INDIA, PAKISTAN, BANGLADESH, NEPAL, BHUTAN, etc.…
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Search API: how to structure the credit rating data like in the GOVSRCH interface?
If I add a credit rating filter to my query in GOVSRCH, I get a nicely formatted table with a nested column containing e.g. Moody's Long-term Issuer Rating. See screenshot. If I run the same query with the API, I get several columns that look like they are related to the credit rating filter, but contain only the raw data.…
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How to obtain Credit Ratings at a Specific Date?
I have a list of ISINs for which I would like to obtain the Fitch Long-term Issue Credit Rating at a specific date using the Eikon API. More precisely, I would like to obtain such rating for the 30th December 2022. I have tried using the following command: data, err = ek.get_data(instruments=AllISIN_test[0:1000],…
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Index average credit rating
Goodmorning, I'm using DSWS (PyDSWS) through Python in order to get the average rating of an index (es. MLEXPTL) at a specific date with the field code "CRAT". I would like to understand better what type rating is. Is it a second-best rating? Is it a rating calculated by the index provider or by datastream?
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Retrieve single name probability of default curve or CDS quotes (RDP)
Hi, I would like to know if it is possible to retrieve bootstrapped probability of default curves from CDS of single names through Refinitiv Data Platform. Failing this, I would like to retrieve directly the CDS quotes. This data is available in the Eikon Desktop Application, but I am wondering if it can be obtained…
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History of Credit Rating Outlook
Hi, is there a way to get the full history of a firms rating outlooks? Currently, it appears to me that the API only outputs the most recent outlook opinion of any given rating agency. I am running with the following code: START = '1995-01-01'END = '2022-07-05'OL = ['TR.CommonName',…
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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,
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Issuer SP Long Rating not working
Hi, I was using the field "TR.FiIssuerSPLongRating" to retrieve information from S&P credit rating. However it stopped working some time ago. Do you know if the field name changed? For Moodys and Fitch it works fine.Is just S&P which has the problem. Hereby I attached the code. Thanks TODOS,e = ek.get_data(CDS_paises,…
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Problem with S&P Credit Ratings
It appears that S&P Ratings data is not flowing via the Eikon API, see code and resulting df: CUSIPS = ['002824BF6', '00724FAC5', '001055AM4', '037833BY5'] fields = [ek.TR_Field('TR.FIIssuerDescription'), ek.TR_Field('TR.ADF_COUPON'), ek.TR_Field('TR.FIMaturityDate'), ek.TR_Field('TR.YieldToWorstDateAnalytics'),…
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Access to denied to S&P credit rating data - Excel download available but API not
I have problems doing the following call: ek.get_data(['AU1YT=RR','UA1YT=RR'],['TR.IssuerRating','TR.IO.Outlook'], {'IssuerRatingSrc':'SPI'}) I get the following output: ( Instrument Issuer Rating Outlook 0 AU1YT=RR <NA> Neg 1 UA1YT=RR <NA> Sta, [{'code': 246, 'col': 1, 'message': 'Access to S&P data denied', 'row': 0},…
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Bond Amount Outstanding and Rating
What is the field for grabbing Bond Amount Outstanding by get_data()? Besides, how can I get the bond rating by date specificly? ek.get_data(RIC, ['TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY)'])
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How can I run the Ratings Transition Matrix given I copied the code in Documentation ?
How can I run the Ratings Transition Matrix given I copied the code in Documentation ?
