Credit default swaps

Observed corporate, index and sovereign credit derivatives trade prints and spreads.

One row is

Observed corporate, index and sovereign credit derivatives trade prints and spreads

Example response

Trimmed real output. No key needed.

GET /v1/datasets/cds/sample

Dates reflect the example, not current coverage.

{
  "data": {
    "source": "DTCC PPD",
    "asOf": "2026-10-08T00:00:00.000Z",
    "trades": [
      {
        "disseminationId": "5625692725000000101",
        "originalDisseminationId": "5625692725000000101",
        "actionType": "MODI",
        "eventTimestamp": "2022-03-01T22:26:14.000Z",
        "executionTimestamp": "2022-03-01T22:26:14.000Z",
        "effectiveDate": "2022-03-02",
        "expirationDate": "2026-12-20",
        "maturityDate": null,
        "issuerName": "Sabre Holdings Corporation",
        "underlierId": "US78573NAC65",
        "underlierIdSource": "ISIN",
        "upi": "QZPHX5SZ2BPF",
        "upiFisn": "NA/CDS Corp SN Sr",
        "upiUnderlierName": "SR SECD NT 144A",
        "notionalAmount": 1000000,
        "notionalCapped": false,
        "notionalCurrency": "USD",
        "fixedRate": 0.05,
        "reportedSpread": 0.000582,
        "spreadNotation": "3",
        "upfrontAmount": null,
        "upfrontCurrency": null
      },
      {
        "disseminationId": "5616787938000000201",
        "originalDisseminationId": null,
        "actionType": "NEWT",
        "eventTimestamp": "2023-02-02T19:06:26.000Z",
        "executionTimestamp": "2023-02-02T19:06:26.000Z",
        "effectiveDate": "2023-02-02",
        "expirationDate": "2027-12-20",
        "maturityDate": null,
        "issuerName": null,
        "underlierId": "999B35AH7",
        "underlierIdSource": "REDID",
        "upi": "QZR9FC1JS2BP",
        "upiFisn": "NA/CDS Corp SN Sr",
        "upiUnderlierName": "UNISYS CORPORATION",
        "notionalAmount": 2000000,
        "notionalCapped": false,
        "notionalCurrency": "USD",
        "fixedRate": 0.05,
        "reportedSpread": null,
        "spreadNotation": null,
        "upfrontAmount": 227900,
        "upfrontCurrency": "USD"
      },
      {
        "disseminationId": "5641428994000000101",
        "originalDisseminationId": null,
        "actionType": "NEWT",
        "eventTimestamp": "2023-04-27T14:43:28.000Z",
        "executionTimestamp": "2023-04-27T14:43:28.000Z",
        "effectiveDate": "2023-04-28",
        "expirationDate": "2028-06-20",
        "maturityDate": null,
        "issuerName": "COMPASS GROUP PLC",
        "underlierId": "XS1876068963",
        "underlierIdSource": "ISIN",
        "upi": "QZSHQ8TCF8MG",
        "upiFisn": "NA/CDS Corp SN Sr",
        "upiUnderlierName": "MEDIUM TERM NOTES GBP 2.0000 S.8/CALL",
        "notionalAmount": 3000000,
        "notionalCapped": false,
        "notionalCurrency": "EUR",
        "fixedRate": 0.01,
        "reportedSpread": null,
        "spreadNotation": null,
        "upfrontAmount": null,
        "upfrontCurrency": "EUR;EUR"
      },
      {
        "disseminationId": "5641428422000000101",
        "originalDisseminationId": null,
        "actionType": "NEWT",
        "eventTimestamp": "2023-04-27T14:43:28.000Z",
        "executionTimestamp": "2023-04-27T14:43:28.000Z",
        "effectiveDate": "2023-04-28",
        "expirationDate": "2028-06-20",
        "maturityDate": null,
        "issuerName": "HEINEKEN N.V.",
        "underlierId": "XS1330434389",
        "underlierIdSource": "ISIN",
        "upi": "QZ6VJX2P5SX6",
        "upiFisn": "NA/CDS Corp SN Sr",
        "upiUnderlierName": "EUR 1,50 HEINEKEN NV (REGS/23) 15-2024",
        "notionalAmount": 4534500,
        "notionalCapped": true,
        "notionalCurrency": "EUR",
        "fixedRate": 0.01,
        "reportedSpread": null,
        "spreadNotation": null,
        "upfrontAmount": null,
        "upfrontCurrency": "EUR;EUR"
      },
      {
        "disseminationId": "5641428424000000301",
        "originalDisseminationId": null,
        "actionType": "NEWT",
        "eventTimestamp": "2023-07-27T13:57:14.000Z",
        "executionTimestamp": "2023-07-27T13:57:14.000Z",
        "effectiveDate": "2023-07-28",
        "expirationDate": "2028-06-20",
        "maturityDate": null,
        "issuerName": "EXPERIAN FINANCE PLC",
        "underlierId": "XS1846741228",
        "underlierIdSource": "ISIN",
        "upi": "QZ4N5WK7Q88T",
        "upiFisn": "NA/CDS Corp SN Sr",
        "upiUnderlierName": "GBP 2,125 EXPERIAN FIN. PLC. (REGS/5) 18-2024",
        "notionalAmount": 2000000,
        "notionalCapped": false,
        "notionalCurrency": "EUR",
        "fixedRate": 0.01,
        "reportedSpread": null,
        "spreadNotation": null,
        "upfrontAmount": null,
        "upfrontCurrency": "EUR;EUR"
      }
    ]
  },
  "meta": {
    "dataset": "cds",
    "asOf": "2026-10-08T00:00:00.000Z",
    "source": [
      {
        "id": "credit-derivatives",
        "attribution": "Public credit derivatives reports",
        "licence": "Use subject to Gloom Datasets terms"
      }
    ],
    "historyStarts": null,
    "coverage": {
      "trades": 5
    },
    "lastUpdated": "2026-10-08T00:00:00.000Z",
    "disclaimer": "Reported credit derivatives prints are not executable quotes. Derived spreads may use fallback discount rates."
  }
}

Routes

Base URL https://api.gloom.sh. Send a key with each call; the key's account needs a plan.

GET /v1/cds4 credits

Reported corporate credit derivatives trades. Reads the existing dataset service and needs a key on an account with a plan; every plan reads every live dataset in full. Cached market reads can refresh their source data. Unknown, empty and repeated parameters are rejected. History and coverage metadata are null when the stored service cannot establish them.

Parameter: issuer
In: query
Type: string

Parameter: days
In: query
Type: integer 1 to 90

Parameter: limit
In: query
Type: integer 1 to 1000

Parameter	In	Type
`issuer`	query	string
`days`	query	integer 1 to 90
`limit`	query	integer 1 to 1000

Credits: 4 (search x2)
Plans: Basic, Desk, Enterprise

GET /v1/cds/history4 credits

Daily five-year corporate credit spreads. Reads the existing dataset service and needs a key on an account with a plan; every plan reads every live dataset in full. Cached market reads can refresh their source data. Unknown, empty and repeated parameters are rejected. History and coverage metadata are null when the stored service cannot establish them.

Parameter: days
In: query
Type: integer 30 to 1000

Parameter: issuer
In: query, required
Type: string

Parameter	In	Type	Notes
`days`	query	integer 30 to 1000
`issuer`	query, required	string

Credits: 4 (history x2)
Plans: Basic, Desk, Enterprise

GET /v1/cds/indexes50 credits

Credit index levels and daily history. Reads the existing dataset service and needs a key on an account with a plan; every plan reads every live dataset in full. Cached market reads can refresh their source data. Unknown, empty and repeated parameters are rejected. History and coverage metadata are null when the stored service cannot establish them.

Parameter: days
In: query
Type: integer 30 to 1000

Parameter	In	Type	Notes
`days`	query	integer 30 to 1000

Credits: 50 (bulk x2)
Plans: Basic, Desk, Enterprise

GET /v1/cds/sovereigns50 credits

Sovereign credit spreads and daily history. Reads the existing dataset service and needs a key on an account with a plan; every plan reads every live dataset in full. Cached market reads can refresh their source data. Unknown, empty and repeated parameters are rejected. History and coverage metadata are null when the stored service cannot establish them.

Parameter: days
In: query
Type: integer 30 to 1000

Parameter	In	Type	Notes
`days`	query	integer 30 to 1000

Credits: 50 (bulk x2)
Plans: Basic, Desk, Enterprise

Meta fields

Field: dataset
Here: The dataset id
In the example: "cds"

Field: asOf
Here: The observation date established by the service; otherwise null
In the example: "2026-10-08T00:00:00.000Z"

Field: source
Here: Attribution and usage terms of each source
In the example: 1 source

Field: historyStarts
Here: Earliest stored history when established by the service; otherwise null.
In the example: null, not stated yet

Field: coverage
Here: Service-established coverage; null when unavailable.
In the example: {"trades":5}

Field: lastUpdated
Here: The source update time established by the service; otherwise null
In the example: "2026-10-08T00:00:00.000Z"

Field	Here	In the example
`dataset`	The dataset id	`"cds"`
`asOf`	The observation date established by the service; otherwise null	`"2026-10-08T00:00:00.000Z"`
`source`	Attribution and usage terms of each source	1 source
`historyStarts`	Earliest stored history when established by the service; otherwise null.	null, not stated yet
`coverage`	Service-established coverage; null when unavailable.	`{"trades":5}`
`lastUpdated`	The source update time established by the service; otherwise null	`"2026-10-08T00:00:00.000Z"`

Sources

Source: Public credit derivatives reports
Usage terms: Use subject to Gloom Datasets terms

Source	Usage terms
Public credit derivatives reports	Use subject to Gloom Datasets terms

Errors

These routes can answer 400, 401, 402, 403, 404, 429, 503. See Errors for the codes.

Gloom Datasets reads stored data only: a call never starts a collection.