Get explorer list of CDS for specific tenor in Datastream API

jeroen.kouwenberg01
jeroen.kouwenberg01
in Datastream

Hi,

In the datastream explorer, one can find all Credit Default Swaps for a specific tenor and export this total list via excel (see example below). How do I request this list per tenor via the Datastream API in python?

E.g. CDS_list_6m=ds.get_data(......)


1634541999915.png


Tagged:

Best Answer

  • Jirapongse
    Jirapongse admin
    Answer ✓

    @jeroen.kouwenberg01

    The datastream web service has a symbol lookup but its feature is quite limited, as mentioned on this thread.

    However, you can export a list to an excel file and then use the pd.read_html('file.xls') method to load a file into a list of DataFrame objects.

Categories