Given the current coronavirus-induced financial crisis and the possibility that it evolves in an economical crisis trough Companies (See: Credit Is the Scariest Market to Watch, Not the Dow or S&P). I would be interested in getting some individual credit risk data to get market implied probabilities of default.
I was mostly thinking about single names CDS - (I don't think I really need intraday data). Ideally, the goal would be to replicate the graph here.
Is there any free ressources to get this kind of data ?