IHS Markit datasets available via the Data Lake
Customer Logins
Obtain the data you need to make the most informed decisions by accessing our extensive portfolio of information, analytics, and expertise. Sign in to the product or service center of your choice.
Customer Logins
CDS Single Name Pricing Sensitivities and Liquidity
{
"infinite": true,
"speed": 600,
"fade":true,
"adaptiveHeight": true,
"slidesToScroll": 1,
"slidesToShow":1,
"dots": false,
"arrows": false,
"autoplay": true
}
Single Name CDS Prices: coupon spreads, par spreads and upfront prices across European, Asian and North American Closes. London prices include EOD close and a midday prices. Sensitivity metrics such as DV01, IR01, DTZ as well as on the run and off the run (where available) liquidity metrics (bid ask spreads and market depth) are also included.
Industry Domain:
Financial Markets
Publisher:
IHS Markit
Content Type:
Structured
Access/Delivery Methods:
REST, Python, S3 Proxy, SQL
Keywords
Interested in this data? Download free data samples, dictionaries and documentation
Data Set
| Dataset Name | Dataset Description | Data Format | Publishing Frequency |
|---|---|---|---|
| CDS Single Name Pricing Sensitivities and Liquidity | Single Name CDS Prices: coupon spreads, par spreads and upfront prices across European, Asian and North American Closes. London prices include EOD close and a midday prices. Sensitivity metrics such as DV01, IR01, DTZ as well as on-the-run and off-the-run (where available) liquidity metrics (bid ask spreads and market depth) are also included. | Parquet | Weekday |
Discover 1,500+ datasets across diverse industries. Fast.
Use our free data discovery platform to search, browse, and
evaluate our vast data estate - including financial services,
automotive, maritime, and energy. All from a single user interface.
Discover the universe of IHS Markit Data
As the volume and variety of available data grows, firms have unparalleled opportunities to gain new strategic insights.
The IHS Markit Data Lake Catalogue gets you to the right data, faster.
Bringing together our vast, multi - industry data estate in one simple user interface, you can search, browse, and evaluate our datasets in an instant.
Why signup?
- Discover 1500+ datasets from diverse industries: financials, energy, automotive, and maritime
- Browse and search the IHS Markit data estate from a single interface
- Rapidly find and evaluate datasets, using data dictionaries and samples
Data packages curated by IHS Markit specialists
IHS Markit analysts, data scientists, financial experts and industry specialists
{"items" : [
{"name":"share","enabled":true,"desc":"<strong>Share</strong>","mobdesc":"Share","options":[ {"name":"facebook","url":"https://www.facebook.com/sharer.php?u=http%3a%2f%2fihsmarkit.com%2fproducts%2fcds-single-name-pricing-sensitivities-and-liquidity-data-lake.html","enabled":true},{"name":"twitter","url":"https://twitter.com/intent/tweet?url=http%3a%2f%2fihsmarkit.com%2fproducts%2fcds-single-name-pricing-sensitivities-and-liquidity-data-lake.html&text=CDS+Single+Name+Pricing+Sensitivities+and+Liquidity+%7c+IHS+Markit+Data+Lake","enabled":true},{"name":"linkedin","url":"https://www.linkedin.com/sharing/share-offsite/?url=http%3a%2f%2fihsmarkit.com%2fproducts%2fcds-single-name-pricing-sensitivities-and-liquidity-data-lake.html","enabled":true},{"name":"email","url":"?subject=CDS Single Name Pricing Sensitivities and Liquidity | IHS Markit Data Lake&body=http%3a%2f%2fihsmarkit.com%2fproducts%2fcds-single-name-pricing-sensitivities-and-liquidity-data-lake.html","enabled":true},{"name":"whatsapp","url":"https://api.whatsapp.com/send?text=CDS+Single+Name+Pricing+Sensitivities+and+Liquidity+%7c+IHS+Markit+Data+Lake http%3a%2f%2fihsmarkit.com%2fproducts%2fcds-single-name-pricing-sensitivities-and-liquidity-data-lake.html","enabled":true}]}, {"name":"rtt","enabled":true,"mobdesc":"Top"}
]}