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refinipy

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Some helper functions to request data using the refinitiv eikon API.

Implemented at the moment are following functions:

  • ric_cds(ric_equity): get RIC codes of CDS for corresponding equity RIC
  • get_cds(ric_cds): get CDS data for corresponding CDS RIC
  • get_price_to_book(ric_equity): get price to book data for corresponding equity RIC
  • get_stockprice(ric_equity): get stock price data for corresponding equity RIC

Sample code

The file demo.py contains some democode which applies the relevant functions.

Note that you need to set the refinitiv eikon API-key to be able to fetch data.

You can do this using the eikon package:

import eikon as ek
ek.set_app_key(your_api_apikey)

Or use the utils contained in this package. If you want to utilize the util-function in config.py from this repo, create following class stored as credentials.py:

class apikeys:
    eikon = "your_api_key"

Then, run config.connect().

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util package to retrieve credit default swap and price to book data from refinitiv workspace

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