DatasetsMacro and positioning

Credit default swaps.

Observed corporate, index and sovereign credit derivatives trade prints and spreads. Every response carries its sources and dates.

Request4 credits
curl https://api.gloom.sh/v1/cds/trades \
  -H "Authorization: Bearer $GLOOM_DATASETS_KEY"

With your key, this call returns the latest data. The response is one record of the free sample, which needs no key.

Data through
Oct 26, 2026
Response · data[0]
{
  "issuerName": "KCC Corporation",
  "executionTimestamp": "2026-10-26T01:43:38.000Z",
  "notionalAmount": 5000000,
  "notionalCurrency": "USD",
  "fixedRate": 0.01,
  "reportedSpread": null
}

Trimmed real output

Who uses it.

  • Quant teams

    Credit spreads from reported trades.

  • Research agents

    Cite a CDS print and its spread.

Coverage and price.

routes
4
sources
2
credits for the cheapest call
4

In all 44 datasets on every plan, from $200/mo. See plans

Routes and credits4
  • GET /v1/cds/tradesReported corporate credit derivatives trades4 credits
  • GET /v1/cds/curvesDaily five-year corporate credit spreads4 credits
  • GET /v1/cds/indexesCredit index levels and daily history50 credits
  • GET /v1/cds/sovereignsSovereign credit spreads and daily history50 credits

Related.