Hi, For a new project we need daily access to various central bank daily reference interest rates (avareges), including: * Fed Fund Rate * deposit facility rate * SARON – Swiss Average Rate Overnight * SONIA – Sterling Overnight Index Average * ON Deposite Rate * CORRA – Canadian Overnight Repo Rate Average * AUD Overnight…
I have a question concerning Tick History. I’ve been trying to access implied volatility data using the ‘Trade - Implied Volatility’ field, but that data comes back as NaN. The Rics I have been testing with are LCO and NG. Is there no implied volatility data for these markets or do I need to use different fields/Rics? I’m…
... facing problem in Step 3 which is to create the report template. i have no issue for TickSalesTimeAndSalesReportTemplate. POST: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/TickHistoryTimeAndSalesReportTemplates Request: { "@odata.type":…
Hello, I have following questions on ChainRICs using DSS API. 1. Can we extract Prices (Settlement Price or Universal Close Price) for all 'Valid Constituents' or live RICs using Chain RIC? 2. How should the Extraction Request look like? Example: ChainRIC 0#LGO: I need Extraction Request to pull following fields (in bold)…
How can a user, viewing the qualifiers for trades on futures (ex: HGQ3-U3 on 2023-08-21), identify implied trades. We've noticed that Bloomberg removes implied trades from the volume and wanted to match that number (166 for the example in bloomberg vs the 177 using futures time and sales data from DataScope Select). are…
Dear All, We are using below DSS EndOfDayPricingExtractionRequest which is working fine. { "ExtractionRequest":{ "@odata.type":"#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest", "ContentFieldNames":[ "RIC", "Security Description", "Universal Close Price Date", "Universal Close Price",…
Dear All, We are using DSS REST API request and we need daily access to various central bank reference interest rates for below RIC: USF= USFFTARGET= ECBDF=ECBF SARON.S SONIAOSR= EUROND= CORRA= AUDOND= JPONMU=RR We need to request above RIC to the DSS Rest API request and get response for the below fields: * RIC * Security…
Hi, I'm using DSS REST API for my app. (access to selectapi.datascope) Are there regurally downtimes caused by maintenance etc. on DSS REST API? And if so, how to capture the status of that in my app? or all api system inherit system-arch concept of the answer in below link?…
We are trying to incorporate a process where we can fetch the below two columns into our system. These are part of “Bond Schedules” Template and the Bond Schedule Type is “Regulatory Capital Info” “Loss Absorption Regulation Code” “Loss Absorption Regulation Code Description” But we are getting below error while trying to…
Hello Team, I have a client receiving error code 202 when submitting the query in API. Client says this is not good for they want to know if by removing "Prefer": "respond-async" from requestHeaders will help? Thanks!
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