Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
oriana.xfu avatar image
1 ●0 ●0 ●2

constituent bonds of a certain CDS

How to retrieve the constituent bonds of a certain CDS through python API?

refinitiv-dataplatform-eikon#technologypython apibonds
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
aramyan.h avatar image
5.2k ●16 ●2 ●7

Hi @oriana.xfu ,


If I got your question right and ITAIG5Y40= is a type of CDS RIC you might be after, then you can perhaps use the following code:

df, err = ek.get_data('ITAIG5Y40=', fields = [ "TR.CDSConstWeight", "TR.CDSConstFITIID", "TR.CDSConstOrgName", "TR.CDSConstCUSIP", "TR.CDSConstRED6"])
df

screenshot-2024-04-09-at-110313.png

Hope this helps.


Best regards,

Haykaz


screenshot-2024-04-09-at-110313.png (108.2 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

oriana.xfu avatar image oriana.xfu

Thank you for your help @aramyan.h. I note that your example (ITAIG5Y40=) refers to an index CDS. What I'm trying to retrieve are the reference obligations of specific single-name CDS instruments (e.g., AAPL5YUSAX=R), while Eikon returns nothing on the above-mentioned code. Is there any way to achieve this?

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.