CDS CHAINS AND ITS CONSTITUENTS

Victor.Melgar
Victor.Melgar
in Eikon Data APIs

My question in this time comes from the Eikon Data from Python, How can I get de CDS constituents of the CDX HY 5Y 34 with a chain like 0#SPX. I try with 0#CDXHY5Y43=MG but it doesn't work. I need this constituents in a dataframe with information in the fields like Historical IssuerRating from S&P. Thanks in advance.

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @Victor.Melgar

    I am not quite sure I understand the question.

    If you mean how to get constituents from a chain.

    You can follow this sample code: (sample chains are 0#.SPX and 0#.HSI)

    image


    But if you question is what is the chain for "CDX HY 5Y 34"

    This forum is not the best place to ask about content questions.

    For an authoritative answer to any content questions, the best resource is the Refinitiv Content Helpdesk.
    This forum is dedicated to things specific to the use of Eikon APIs.
    The moderators here do not have deep expertise in every type of content available through Eikon.
    The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
    Or by calling the Helpdesk number in your country.
    Or at https://my.refinitiv.com/


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