Is there a way to access a full Ratings History in Eikon terminal if you enter a cusip (for a loan)?

n.wlezien
n.wlezien
in Eikon Data APIs

Hi, I am wondering if there is a way to access the full ratings history of a loan if I enter a cusip. Specifically I need to do this through the excel/vba api or python api. Also I would like to be able to find a full ratings history that can be exported to excel or a function in excel that will output the full ratings history. Thanks.

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Best Answer

  • marcin.bunkowski
    marcin.bunkowski
    Answer ✓

    @n.wlezien

    That can be done using Tranche Cusip and retrieving rating of the issuer

    ticker = '00030UAD9'
    start = "2017-01-01"
    end = "2019-01-01"
    df, err = ek.get_data(ticker, ['TR.IssuerRating.date','TR.IssuerRating','TR.IssuerRating.RatingSourceDescription'], {'SDate': start, 'EDate': end})
    df

    You can add more parameters to a function e.g. by choosing only selected rating source 

    ek.get_data(ticker, ['TR.IssuerRating.date','TR.IssuerRating','TR.IssuerRating.RatingSourceDescription'], {'SDate': start, 'EDate': end, 'IssuerRatingSrc': 'MCF'})

    I suggest you also to explore possibilities of building that formula using Eikon Excel Formula wizard to get the data directly in Excel.

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