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Looking for historical credit rating bond data for a large amount of bonds on Eikon
I am looking to find historical credit ratings for a vast amount of bonds (spanning about 10 years). I can't search for a specific date because they were all issued at different times. When using codebook, I managed to find ratings for a large number of bonds but that was the rating at the time of my search instead of…
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Historical bond ratings (Fitch and Moodys) time series for all US firms
Hi everyone I need to retrieve the Fitch and Moody's long term issuer credit ratings for all (or substantially all) US firms, as at the end of each month for the period from 2003-01-31 to 2023-12-31. I'm completely new to APIs and Python, but from what I understand an API will be the best approach to retrieve such a large…
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How can I use RFA.NET to get Bond Credit Rating
I am writing to inquire about API tools for credit rating. I have a few questions and would appreciate your assistance in providing some clarification. Firstly, I would like to know Refinitiv Robust Foundation API (RFA) - .NET can get Credit Rating data? It would be helpful if you could provide some insight or information…
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time series data of 10 years for the upgrade and downgrade of sovereign credit ratings for Southeast
Hi, I am looking for time series data of 10 years for the upgrade and downgrade of sovereign credit ratings for Southeast Asian countries, like INDIA, PAKISTAN, BANGLADESH, NEPAL, BHUTAN, etc. How do I need to navigate on the Refinitiv interface? Kindly provide a path for the same.
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Search API: how to structure the credit rating data like in the GOVSRCH interface?
If I add a credit rating filter to my query in GOVSRCH, I get a nicely formatted table with a nested column containing e.g. Moody's Long-term Issuer Rating. See screenshot. If I run the same query with the API, I get several columns that look like they are related to the credit rating filter, but contain only the raw data.…
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How to obtain Credit Ratings at a Specific Date?
I have a list of ISINs for which I would like to obtain the Fitch Long-term Issue Credit Rating at a specific date using the Eikon API. More precisely, I would like to obtain such rating for the 30th December 2022. I have tried using the following command: data, err = ek.get_data(instruments=AllISIN_test[0:1000],…
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Index average credit rating
Goodmorning, I'm using DSWS (PyDSWS) through Python in order to get the average rating of an index (es. MLEXPTL) at a specific date with the field code "CRAT". I would like to understand better what type rating is. Is it a second-best rating? Is it a rating calculated by the index provider or by datastream?
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History of Credit Rating Outlook
Hi, is there a way to get the full history of a firms rating outlooks? Currently, it appears to me that the API only outputs the most recent outlook opinion of any given rating agency. I am running with the following code: START = '1995-01-01'END = '2022-07-05'OL = ['TR.CommonName', 'TR.IO.OutlookDate',…
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Sectorial CDS Historical Data
Hello, I would like to know if it is there anyway to download the sectorial CDS at a certain date. I can get the RIC list for the different tenor and the info of the CDS points but only at the date of today. How can I get that same information but at a past date, fe: 12/31/2021 ?? Thanks in advance,
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Retrieve single name probability of default curve or CDS quotes (RDP)
Hi, I would like to know if it is possible to retrieve bootstrapped probability of default curves from CDS of single names through Refinitiv Data Platform. Failing this, I would like to retrieve directly the CDS quotes. This data is available in the Eikon Desktop Application, but I am wondering if it can be obtained…
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Issuer SP Long Rating not working
Hi, I was using the field "TR.FiIssuerSPLongRating" to retrieve information from S&P credit rating. However it stopped working some time ago. Do you know if the field name changed? For Moodys and Fitch it works fine.Is just S&P which has the problem. Hereby I attached the code. Thanks TODOS,e = ek.get_data(CDS_paises,…
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Problem with S&P Credit Ratings
It appears that S&P Ratings data is not flowing via the Eikon API, see code and resulting df: CUSIPS = ['002824BF6', '00724FAC5', '001055AM4', '037833BY5'] fields = [ek.TR_Field('TR.FIIssuerDescription'), ek.TR_Field('TR.ADF_COUPON'), ek.TR_Field('TR.FIMaturityDate'), ek.TR_Field('TR.YieldToWorstDateAnalytics'),…
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Access to denied to S&P credit rating data - Excel download available but API not
I have problems doing the following call: ek.get_data(['AU1YT=RR','UA1YT=RR'],['TR.IssuerRating','TR.IO.Outlook'], {'IssuerRatingSrc':'SPI'}) I get the following output: ( Instrument Issuer Rating Outlook 0 AU1YT=RR <NA> Neg 1 UA1YT=RR <NA> Sta, [{'code': 246, 'col': 1, 'message': 'Access to S&P data denied', 'row': 0},…
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Bond Amount Outstanding and Rating
What is the field for grabbing Bond Amount Outstanding by get_data()? Besides, how can I get the bond rating by date specificly? ek.get_data(RIC, ['TR.GR.Rating(BondRatingSrc=FTC:S&P:MDY)'])
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How can I run the Ratings Transition Matrix given I copied the code in Documentation ?
How can I run the Ratings Transition Matrix given I copied the code in Documentation ?
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Monitoring Rating Watch updates for securities
Rating Watch Code is available for instruments under Description: Can Watch Code changes be tracked using the API. Thanks.
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Unable to get Issuer Rating details response (more than 1000) in .Net SDK Solution
Hi Team, We are using the ‘.Net SDK Code based: On Demand extract features with large Entity Identifier List (7000), 22 attributes and 16 rating source. But we are not able to generate response file with .Net SDK code and getting the below error : “ThomsonReuters.Dss.Api.TooManyRequestsException: 'Too many requests for…
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Would Eikon API allow to download a universe of 80,000 companies with all historical ratings all at
Query raised by an internal client on behalf of external client A client has questions about our EIKON API, https://developers.refinitiv.com/eikon-apis/eikon-data-api/quick-start. Would it allow to download our complete universe of 80,000 companies with all their historical ratings in one script? If not what other…
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using Python to get ratings for a list of ISIN
Hi there, I'd like to get: * Moody's Long-term Issue Credit Rating * Fitch Long-term Issue Credit Rating * S&P Long-term Issue Credit Rating for a list of bonds; I can see data in the single <ISIN> description: but I have no idea how to find the proper Python formula. Any help would be more then welcome. Thank you
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no download ratings from ek.get_data
Hi. I'm using the function ek.get_data('AXP30YUSAX=R',['RATING','RATING_2','GV3_TEXT']) to download ratings of the instrument but just send me results in blank ' ', earlier the same function give me the ratings of the instrument. You know if the function change the field from this ratins or exist some problem to download…
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Can't find the DSS field names for 4 issuer ratings requested by my users
My users request the following aditional ratings for all entities we select in DSS: * Fitch Short-term Issuer Default Rating (FDS) * Fitch Short-term Issue Credit Rating (FST) * S&P Short-term Issuer Credit Rating (SIS) * S&P Short-term Debt Rating (SDT) * Moody's Short-term Bank Deposit (MSD) But I cant find the DSS field…
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Only MDY rating for securities ?
Today we discovered that, when we request ratings for securities (bonds mainly) over the DSS REST API, we get no Fitch and S&P ratings at all, but only the bog standard MDY Moody's rating, although we request a number of rating codes. Is this normal ? We get Fitch and S&P ratings as well as Moody's ratings when requesting…
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Does DSS offer country ratings ?
There is a requirement for this bank to get country ratings. I can't seem to find out if DSS has country ratings data from S&P, Moody's, Fitch... Can you help ?
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Issuer Rating in REST API
Hi Team, When performing a request on ratings data with the use of DSS REST API (as per attachment), I receive the below reponse: IssuerID="0x0000fa0010c1c5ee" AssetID=NULL IssuerWatchSourceCode="MOC" IssuerWatchEffectiveDate=NULL IssuerOutlookSourceCode="MOC" IssuerOutlookEffectiveDate=NULL IssuerRatingSourceCode="MOC"…
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Request Corporate and Sovereign S&P Ratings
Hello, I am trying to obtain historical data for credit ratings for both corporate and sovereigns. For corporate, I used many of the DataTypes available when searching for "S&P Ratings", but I always get NAN. Is this normal? (example: Rating - S&P Current Creditwatch (Bond)ISPCWRating - S&P Current Local Rating…
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Rating data for equities in DSS
HI, Are you able to provide an API script example of how to pull Moodys ratings for an Equity? Thanks Preshan
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Difference between Eikon Excel and Python API results
Hi, I've noticed a discrepancy between data results using Eikon Formulas in Excel and Python API. This is the Excel formula and results: =TR("US29355XAD93",$F$3:$J$3,"TOP=5 CH=Fd RH=IN",E6) While this is the Python ones: campi=['TR.GR.RatingSourceCode', 'TR.GR.RatingDate', 'TR.GR.Rating ', 'TR.GR.RatingSPEquivalentRank',…