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» CDX (credit default swap) data
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| Author | Topic: CDX (credit default swap) data (6 messages, Page 1 of 1) |
 josh -Interested User- Posts: 89 Joined: Sep 14, 2011 |
Posted: Jun 22, 2013 11:40 PM
Msg. 1 of 6
My last post 3 days ago did not receive a reply from IQFeed staff so hopefully my luck will be better with this one.
This article: http://www.bloomberg.com/news/2013-06-21/u-s-corporate-credit-swaps-fall-after-reaching-six-month-high.html ...mentions an index called "Markit CDX North American Investment Grade Index" and I would like to see if IQFeed has any index that measures credit default swaps. Surely with the relatively large database of IQFeed there must be some CDX symbol out there. I found "TRSCDX.X" but could not really get what it was from the description. |
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DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004 
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Posted: Jun 24, 2013 08:58 AM
Msg. 2 of 6
Josh
I am still checking for a symbol that will work for you. Since this is new to us we do not have one. |
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DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004
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Posted: Jun 24, 2013 03:19 PM
Msg. 3 of 6
Josh
the Symbol is @WIGU13 There is not activity on it yet. |
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josh -Interested User- Posts: 89 Joined: Sep 14, 2011 |
Posted: Jun 24, 2013 03:59 PM
Msg. 4 of 6
Thanks Loren--do you know when it will begin trading?
Also, a slightly off-topic question. You have TNX.XO for 10 year yield and TYX.XO for 30 year yield. Do you have anything for 2, 5, and 7 year yields? |
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josh -Interested User- Posts: 89 Joined: Sep 14, 2011 |
Posted: Jun 24, 2013 08:16 PM
Msg. 5 of 6
Actually I found from the CBOE the 5-year yield, as well as the 13-week yield. Could not find a 2 year. But do you have any indexes which will show the yield for non-bond-pit times (currently TNX.XO only shows yields for 7:20 to 14:00 CT, for example--looking for an index which calculates this 24 hours).
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DTN_CurtisT -DTN Technical Support- Posts: 323 Joined: Jun 14, 2007
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Posted: Jun 24, 2013 09:13 PM
Msg. 6 of 6
Hello Josh, according to our Market Data Services dept. there is no 24 hour index for the Treasury Yields. As for the 2 year you can try the index symbol GB2.X which is the 2 Year Government Bond Index, or the 2 Year Interest Rate Swap Future of @T1# which is the continuous contract, or @T1M13 for the Sept 2013 individual contract.
Curtis Thompson support@iqfeed.net support@dtniq.com support@prophetx.com Trading Markets Customer Service 1-800-397-7000 |
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