diff options
Diffstat (limited to 'python/markit_red.py')
| -rw-r--r-- | python/markit_red.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/markit_red.py b/python/markit_red.py index 3771abc1..ff01b622 100644 --- a/python/markit_red.py +++ b/python/markit_red.py @@ -16,7 +16,8 @@ for report in ['REDEntity', 'REDObligation', 'REDEntityDelta', 'REDObligationDel 'report':report, 'version':9} if report in ['CredIndexAnnex', 'CredIndexAnnexSplit']: - payload['family']='CDX' + #payload['family']='CDX' + payload['family'] = 'ITRAXX-EUROPE' r = requests.get('https://www.markit.com/export.jsp', params=payload) with zipfile.ZipFile(io.BytesIO(r.content)) as z: for f in z.namelist(): @@ -25,7 +26,7 @@ for report in ['REDEntity', 'REDObligation', 'REDEntityDelta', 'REDObligationDel basedir = os.path.join(root, "Tranche_Data", "Red") -fh = open(os.path.join(root, "Tranche_Data", "Red_reports", "V9 Red Indices1412606559411.xml")) +fh = open(os.path.join(root, "Tranche_Data", "Red_reports", "V9 Red Indices1416860143432.xml")) e = etree.parse(fh) root = e.getroot() |