chain for issuer corporate bond in C#/.NET

philip.perrault

In C# trying to mimic the what the Eikon GOVERNMENT AND COPRORATE BONDS SEARCH screen returns for Ticker CZR (Caesar's -- Casinos), which returns 31 Corporate Bonds.

I have tried many chains but none returns all 31 bonds from the SEARCH screen, or even a super set of the 31 to which an issuer filter could be applied:
- 0#CZR=BND : returns 13 bonds
- 0#CZRCEO=BND: returns same 13 bonds
- 0#USDHIGHYIELD, 0#FIXEDINCOME, "0#USFISUPERRICS, "0#USCORPBONDS=, 0#USCOUNTRY=, 0#USSECTOR=, 0#BONDS, 0#US-BONDS: none of these seemed to have what am looking for.

Am using the C# sample program RealtimeChainSubscriptionDemo from the APIDemo.v11 to try out the chains.

Also contacted the original two authors of the GOVERNMENT AND COPRORATE BONDS SEARCH screen but neither works at TR anymore

any ideas?

thx

philip.perrault

Was hoping there would be an Issuer chain but not presently although this will probably happen in future.

Use the RSearch API for which there are samples in C#, C++ and Excel.

Zhenya Kovalyov

Hi Philip,

There're some issuer chains, but they're based off the credit market coverage, where a good basket of bonds is not a priority. For instance, if you go to , in FID 800 you will find a link to the related bonds - <0#RUSSIA=BND>. It has both Reg S and 144A issues on file, and looks fine. However, I've checked one for Gazprom <0#GAZP=BND>, it's empty and says 'NO LIQUID BONDS', which is not correct.

The only way you could get it is through RSearch, but usability of it heavily depends on the market you're trying to cover. This will perfectly work for the developed markets, but is useless if you're looking for sukuks or emerging eurobonds. It's a consequence of the EJV data structure.

Regards,
Evgeny