Historical CDS Data for all S&P 500 firms
Hello,
I want to export historical data on 3-year CDS spreads for firms included in the S&P 500 index, with an annual snapshot as of March 31st for each year from 2014 through 2023.
As I am new to working with financial data sets, I would greatly appreciate a step-by-step guide on how to access and export this specific dataset. If I have to access it through the API, a detailed instruction that is suitable for an absolute beginner would be very helpful.
Thank you in advance!
Best Answer
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Hi @buehrmar ,
Hi,
We just happen to have a beginner’s guide in the article “Summary of Common LSEG Refinitiv APIs”.I would advise following the information given there, specifically the “Others” section.
As per that section, you will want to use the DIB; in your case, however, it would be best to start with the Advanced Search – Credit Default Swaps. You can find this Workspace app on Workspace by searching – on its top search bar – for “Advanced Search – Credit Default Swaps”:
From there, you can find the RICs you are after and look for fields on DIB:
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Answers
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Thank you, this already helped very much!
However, if I follow the mentioned steps, the actual values won't get shown (see screenshot below). Did I do something wrong, or do I lack access or something?
Thank you for your help!
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