Financial Python

Studies in Finance and Python

DTCC CDS Data

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I called DTCC many months ago asking whether they were planning on creating a feed of their CDS/Tranche data (they currently only offer weekly snapshots). The answer was something like, “We’ve been getting lots of requests, and we are planning to roll out something in the next few weeks that will allow users to download historical data.” Well, that was back in 2008. And as I understand it, the previous week’s data goes up in smoke when the new data comes arrives. I should know better. Anyway, Zero Hedge captures the weekly information caveman-style (he is promising more coverage of DTCC too, thank you very much), but c’mon DTCC! Can’t we get this data onto the website or get the FreeRisk guys to spider this stuff into a database someplace?

**End pout.**

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Written by DK

June 10, 2009 at 9:24 pm

Posted in Finance

Tagged with ,

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