How to use python to get RIC of each components of a CDS index such as ITRAXX Europe Serie 35 (versi


For example ITRAXX Europe Serie 35 (version 1) has components as shown in the screenshot. I want to use python to get the RIC for each of them. What should I do? Thanks!

1717770540116.png


Best Answer

  • aramyan.h
    Answer ✓

    Hi @nicolas.cerrajero ,


    You can perhaps use Refinitiv Data Libraries for python as below:


    import refinitiv.data as rd
    rd.open_session()
    df = rd.get_data("ITEEU7Y35=",fields = [
    "TR.CDSConstWeight",
    "TR.CDSConstFITIID",
    "TR.CDSConstOrgName",
    "TR.CDSConstCUSIP",
    "TR.CDSConstRED6",
    ])
    df

    screenshot-2024-06-10-at-113232.png

    This query returns some of the columns in the screenshot you have provided. I hope this helps, and If you are after another field, I would advice raising content query via Helpdesk.


    Best regards,

    Haykaz