Hello @paolo.piantadosi
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
Hello @paolo.piantadosi ,
Please provide the additional information as suggested by @nick.zincone so that the discussion can progress.
Thanks,
-AHS
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!
Hey @haykaz.aramyan,
I just had the same question and your answer seems pretty helpful. There is just one thing I do not understand. Where am I supposed to copy this lines of codes in ? In the example codes that are already provided by Refinitiv or do I have to start a new page ? I was looking for something like that. You can see my question in my profil maybe you could help me out with my problem as well. Because I am not looking for the historical data of a certain RIC I am rather looking for all the CDS´s that were traded during a specific time range.
Thanks in advance
@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.