Free Credit Market Data API

curl --compressed "https://api.quotelinks.com/v1/credit/cmdi/latest"

{"dataset":"cmdi","title":"Corporate Bond Market Distress Index",
 "source":"Federal Reserve Bank of New York","source_url":"https://www.newyorkfed.org/research/policy/cmdi",
 "credit":"Federal Reserve Bank of New York, Corporate Bond Market Distress Index Report",
 "frequency":"weekly","units":"index, 0 (no distress) to 1 (max distress); percentiles = …",
 "release":"monthly, last Wednesday ~10:00 ET (weekly observations, weeks ending Friday)",
 "disclaimer":"The Corporate Bond Market Distress Index is not an official estimate of …",
 "count":1,"as_of":"2026-10-23","updated":"2026-11-11T08:49:50Z",
 "data":{"date":"2026-10-23","market":0.25,"ig":0.25,"hy":0.16,
   "percentiles":{"p5":0.09,"p10":0.1,"p25":0.14,"p50":0.2,"p75":0.31,"p90":0.47,"p95":0.58,"p99":0.76},
   "recession":false}}

{"dataset":"index","title":"Credit Market Data API","updated":"2026-11-11T08:49:50Z",
 "docs":"https://www.quotelinks.com/api/credit-market-data/","terms":"https://www.quotelinks.com/tos.html",
 "datasets":[{"dataset":"cmdi","title":"Corporate Bond Market Distress Index","source":"Federal Reserve Bank of New York",
   "frequency":"weekly","as_of":"2026-10-23","first":"2005-01-07","endpoints":["/v1/credit/cmdi","/v1/credit/cmdi/latest"]},
  {"dataset":"hqm", … ,"as_of":"2026-10","first":"1984-01","as_of_end_of_month":"2026-10", … },
  {"dataset":"cds", … ,"as_of":"2026-10-23","first":"2012-11-09", … }]}

{"dataset":"cmdi", … ,"count":1138,"as_of":"2026-10-23","updated":"2026-11-11T08:49:50Z",
 "data":[{"date":"2005-01-07","market":0.35,"ig":0.25,"hy":0.35,
   "percentiles":{"p5":0.2,"p10":0.22,"p25":0.24,"p50":0.3,"p75":0.36,"p90":0.42,"p95":0.44,"p99":0.46},
   "recession":false}, … ,
  {"date":"2026-10-23","market":0.25,"ig":0.25,"hy":0.16,"percentiles":{ … },"recession":false}]}

{"dataset":"hqm_par", … ,"units":"percent, monthly average","basis":"monthly_average",
 "tenors":["2y","5y","10y","30y"],"count":514,"as_of":"2026-10","updated":"2026-11-11T08:49:50Z",
 "data":[{"month":"1984-01","2y":11.36,"5y":11.98,"10y":12.58,"30y":11.57}, … ,
  {"month":"2026-10","2y":5.16,"5y":5.51,"10y":5.92,"30y":6.43}]}

GET https://api.quotelinks.com/v1/credit/hqm/eom/spot/10

{"dataset":"hqm_spot", … ,"units":"percent, end of month","basis":"end_of_month","maturity":10,
 "count":514,"as_of":"2026-10","updated":"2026-11-11T08:49:50Z",
 "data":[{"month":"1984-01","rate":12.66}, … ,{"month":"2026-09","rate":6.17},{"month":"2026-10","rate":5.88}]}

GET https://api.quotelinks.com/v1/credit/hqm/curve/latest

{"dataset":"hqm_curve", … ,"units":"percent, monthly average","basis":"monthly_average",
 "as_of":"2026-10","updated":"2026-11-11T08:49:50Z",
 "data":{"month":"2026-10",
   "spot":[{"maturity":0.5,"rate":4.56},{"maturity":1.0,"rate":4.8},{"maturity":1.5,"rate":5.01}, … ,
     {"maturity":10.0,"rate":6.02}, … ,{"maturity":100.0,"rate":7.05}],
   "par":{"2y":5.16,"5y":5.51,"10y":5.92,"30y":6.43}}}

{"dataset":"cds_history", … ,"notes":[ … ],"count":720,
 "missing_weeks":["2013-09-27","2013-10-04","2013-10-11","2018-12-21", … ,"2023-01-13"],
 "as_of":"2026-10-23","updated":"2026-11-11T08:49:50Z",
 "data":[{"date":"2012-11-09","methodology":"2012-estimated","estimated":true,
   "notional":{"total":22316141,"cleared":2700012,"uncleared":19616129,"hy":472319,"ig":3015854,"other":4656022,
     "regions":{"asia":370527,"europe":4411957,"north_america":4174934}},
   "tickets":{"total":38385,"cleared":null,"uncleared":null},
   "dollar_volume":{"total":null,"cleared":null,"uncleared":null}}, … ,
  {"date":"2026-10-23","methodology":"2022-12","estimated":false,
   "notional":{"total":8343898,"cleared":5987064,"uncleared":2356834,"hy":1346169,"ig":6512237,"other":485492,
     "regions":{"asia":129531,"europe":4067401,"north_america":3653420,"other_regions":493546}},
   "tickets":{"total":12160,"cleared":10856,"uncleared":1304},
   "dollar_volume":{"total":999458,"cleared":747255,"uncleared":252203}}]}

{"dataset":"cds_snapshot", … ,"notes":[ … ],"as_of":"2026-10-23","updated":"2026-11-11T08:49:50Z",
 "data":{"as_of":"2026-10-23","released":"2026-11-09","methodology":"2022-12","layout":"D","estimated":false,
   "headline":{"notional":{"total":8343898, … },"tickets":{"total":12160, … },"dollar_volume":{"total":999458, … }},
   "gross_notional":{"units":"millions USD",
     "by_cleared":{"columns":["cleared","uncleared","total"],
       "rows":[{"key":"index_tranche_index_other","label":"Index Tranche / Index / Other*","kind":"product","parent":null,
                "values":{"cleared":5987064,"uncleared":2356834,"total":8343898}},
               {"key":"asia","label":"Asia","kind":"region","parent":"index_tranche_index_other",
                "values":{"cleared":63844,"uncleared":65687,"total":129531}}, … ,
               {"key":"total","label":"TOTAL","kind":"total","parent":null,"values":{ … }}],
       "table":"13a"},
     "by_grade":{ … },"by_participant_cleared":{ … },"by_participant_grade":{ … }},
   "ticket_volume":{"units":"number of transactions", … },
   "dollar_volume":{"units":"millions USD", … },
   "report_url":"https://www.cftc.gov/sites/default/files/2026-11/CFTC_Swaps_Report_11_09_2026.xlsx"}}

{"dataset":"cds_dates", … ,"count":720,"missing_weeks":["2013-09-27", … ,"2023-01-13"],"as_of":"2026-10-23",
 "data":[{"as_of":"2012-11-09","released":null,"methodology":"2012-estimated"},
  {"as_of":"2012-11-16","released":"2012-11-23","methodology":"2012-estimated"}, … ]}

{"status":404,"message":"No data for this date, month or maturity. See /v1/credit/cds/dates (weekly as-of dates, Fridays) or /v1/credit/hqm/maturities (0.5 to 100 in 0.5 steps)."}

const r = await fetch("https://api.quotelinks.com/v1/credit/cmdi");
const { data } = await r.json();
for (const w of data.slice(-4))
  console.log(w.date, w.market, w.ig, w.hy);

import json, urllib.request

url = "https://api.quotelinks.com/v1/credit/hqm/par"
with urllib.request.urlopen(url) as r:
    rows = json.load(r)["data"]
for m in rows[-3:]:
    print(m["month"], m["10y"], m["30y"])

$h = json_decode(file_get_contents(
    "https://api.quotelinks.com/v1/credit/cds/history"
), true);
foreach (array_slice($h["data"], -5) as $w)
    echo $w["date"], " ", $w["notional"]["total"], " ", $w["tickets"]["total"], "\n";