Which API provides CDS prices?

Best Answer

  • pierre.faurel
    pierre.faurel
    Answer ✓

    Eikon Scripting API could do this.

    # Step 1 : Retrieve all CDS id for RIC list

    data, error = ek.get_data(['VOD.L','AAPL.OQ','MSFT.OQ'],'TR.CDSPrimaryCDSRic')

      Instrument    Primary CDS RIC
    0      VOD.L    VOD5YEUAM=R
    1    AAPL.OQ    AAPL5YUSAX=R
    2    MSFT.OQ    MSFT5YUSAX=R

    # Step 2 : retrieve CDS prices

    cdsIdList = [str(cdsId) for cdsId in data.ix[:,1].values]<br>print('================')<br>result, err = ek.get_data(cdsIdList, ['PRIMACT_1', 'LONGLINK2'])

         Instrument   PRIMACT_1  LONGLINK2
    0   VOD5YEUAM=R      58.57   0#VODEUAMRBMK=
    1  AAPL5YUSAX=R      27.73   0#AAPLUSAXRBMK=
    2  MSFT5YUSAX=R      29.05   0#MSFTUSAXRBMK=

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