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 creditsGET /v1/cds/curvesDaily five-year corporate credit spreads4 creditsGET /v1/cds/indexesCredit index levels and daily history50 creditsGET /v1/cds/sovereignsSovereign credit spreads and daily history50 credits