Understood how to bring constituents from a stock index, but a CDS INDEX constituent we cannot, exam

Andres.Medellin
Andres.Medellin
in Eikon Data APIs
Understood how to bring constituents from a stock index, but a CDS INDEX constituent we cannot, example, we need constituents from 0#CDXHY5Y31C=MP, anyone knows how to do it?, we are using python.
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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Just as you would expand a stock index.

    >>> df, err = ek.get_data('0#CDXHY5Y31C=MP',['CF_NAME'])

    >>> df.count()
    Instrument    90
    CF_NAME       90
    dtype: int64

    >>> df.head(20)
           Instrument           CF_NAME
    0      CDXHY5Y=MP  CDXHY.35.5Y
    1    MSPRDHEADER=  HEADER RIC
    2   ADTX5YUSAX=MP  ADT SECURITY
    3   AESC5YUSAX=MP  AES CORP
    4   AKST5YUSAX=MP  AK STEEL CORP
    5   GMAC5YUSAX=MP  ALLY FINANCIAL
    6    AMD5YUSAX=MP  AMD
    7    AMR5YUSAX=MP  AMERICAN AIRLINE
    8   AXLA5YUSAX=MP  AMERICAN AXLE
    9   AMKR5YUSAX=MP  AMKOR TECHNOLOGY
    10  ARAM5YUSAX=MP  ARAMARK SERVICES
    11   ASH5YUSAX=MP  ASHLAND
    12   POL5YUSAX=MP  AVIENT
    13  CARF5YUSAX=MP  AVIS BUDGET GRP
    14   AVP5YUSAX=MP  AVON PRDCTS
    15   BLL5YUSAX=MP  BALL
    16   BVF5YUSAX=MP  BAUSCH HEALTH
    17   BZH5YUSAX=MP  BEAZER HOMES USA
    18   BBD5YUSAX=MP  BOMBARDIER
    19   BYD5YUSSX=MP  BOYD GAMING

Answers

  • Andres.Medellin
    Andres.Medellin

    Thanks Gurpreet, I tried with many fields and never thought with just the name will work, great, thank you, now that I have the constituents how can I link the result to ask for historical data from each constituent?

  • Gurpreet
    Gurpreet

    You will have to use a loop of some sort to get timeseries data. For e.g.

    df, err = ek.get_data('0#CDXHY5Y31C=MP',['CF_NAME'])
    for instr in df['Instrument']:
       # another eikon API call to get timeseries data

    If you are interested in just getting a single field at certain date, something like this would work too:

    >>> df2, err = ek.get_data(df['Instrument'].tolist(), ['CF_NAME', 'TR.OPENPRICE(SDate=2021-03-01)'])

    >>> df2
           Instrument           CF_NAME  Open Price
    0      CDXHY5Y=MP  CDXHY.35.5Y             <NA>
    1    MSPRDHEADER=  HEADER RIC              <NA>
    2   ADTX5YUSAX=MP  ADT SECURITY         245.803
    3   AESC5YUSAX=MP  AES CORP              89.329
    4   AKST5YUSAX=MP  AK STEEL CORP         83.087
    ..            ...               ...         ...
    85  CSAL5YUSAX=MP  UNITI GROUP          392.035
    86  UHSI5YUSAX=MP  UNIVERSAL HEALTH     111.236
    87   UVN5YUSAX=MP  UNIVISION COMM        445.73
    88  VSTG5YUSAX=MP  VISTRA CORP           67.098
    89   YUM5YUSAX=MP  YUM! BRANDS          126.499

    [90 rows x 3 columns]


  • Unknown
    Unknown

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