Through a partnership with Markit, historical data on Credit Default Swaps is available in a time-series format in Morningstar's Commodity DataServer suitable for analysis alongside other data sets such as debt-issuer price histories.
The Markit data set includes Credit Default Swap data for some ~1800 equities which trade on U.S. exchanges, as well as equities that trade on international bourses. The data set includes rates on swaps denominated in all available currencies, for various protection terms and restructuring clauses.
This 2 part video will provide insights to the API's available and how data can be read and written to the Commodity DataServer database.
Morningstar's premiere analytical tool for assisting in the modeling and evaluation of trading opportunities. The Commodity Query product uses a menu-driven interface to create near-English questions or "queries" about historical data.
A concise training video that takes you through the most important features of Commodity Charts.
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