Markit CDS Indices (iTraxx etc)
Posted: 23 September 2014 05:36 PM   [ Ignore ]
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Hi Joost and all other users,

I am trying to retrieve CDS market indices from Markit. Alas, the WRDS setup only allows me to search for Company Codes and not for indices regarding CDS spreads.
The search for an identifier for these indices and other static data searches (shortname, data quality) shows that these data are available actually.

Any suggestions how to get the time series of CDS spreads? Markit Ticker and REDCODE only seem to work for company codes…

I am very thankful for any help!

Cheers

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Posted: 24 September 2014 07:39 AM   [ Ignore ]   [ # 1 ]
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hi smallkahuna,

I have not used Markit data before (it sounds exciting! smile)

I posted your question to the Google Groups. (I will post replies here.)

best regards,

Joost

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To reply/post new questions: Please use the group WRDS/SAS on Google Groups! http://groups.google.com/d/forum/wrdssas

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Posted: 24 September 2014 12:52 PM   [ Ignore ]   [ # 2 ]
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Joost Impink - 24 September 2014 07:39 AM

hi smallkahuna,

I have not used Markit data before (it sounds exciting! smile)

I posted your question to the Google Groups. (I will post replies here.)

best regards,

Joost

Thank you so far, Joost!

Now I’ve received an official answer from WRDS:
It’s not possible at the moment but they will soon include similar indices (next few weeks).

best regards,

Tim

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Posted: 24 September 2014 01:11 PM   [ Ignore ]   [ # 3 ]
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hi Tim,

Thanks for following up!

best regards,

Joost

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To reply/post new questions: Please use the group WRDS/SAS on Google Groups! http://groups.google.com/d/forum/wrdssas

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