Currency not populated (set to null)

ramsundar.govindarajan

I tried to send in the folllowing request to DSS end point.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
        "ContentFieldNames": [
            "Trade Date",
            "Universal Close Price",
            "Currency Code",
            "Mid Dirty Price",
            "Modified Duration",
            "FXIR Scaling Factor"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                
                {
                    "Identifier": "IE00BMYDM794",
                    "IdentifierType": "Isin"
                }
            ]
        },
        "Condition": {
            "AdjustedPrices": true,
            "QueryStartDate": "2022-01-03T00:00:00+01:00",
            "QueryEndDate": "2023-01-09T00:00:00+01:00"
        }
    }
}

I see no currency populated in the response field. A sample element looked like this.

        {
            "IdentifierType": "Isin",
            "Identifier": "IE00BMYDM794",
            "Trade Date": "2022-01-03",
            "Universal Close Price": null,
            "Currency Code": null,
            "Mid Dirty Price": null,
            "Modified Duration": null,
            "FXIR Scaling Factor": null
        }

Is it normal to see null values for currency code ? What are the workarounds / best practices to get the currency of the ISIN then ?

Jirapongse

@ramsundar.govindarajan

Thanks for reaching out to us.

I got the same data (null) as yours. You need to contact the Datascope Select support team directly via MyRefinitiv to verify the content.

However, if I set the source of the ISIN code in the request, the currency code is populated properly.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
        "ContentFieldNames": [
            "Trade Date",
            "Universal Close Price",
            "Currency Code",
            "Mid Dirty Price",
            "Modified Duration",
            "FXIR Scaling Factor"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                
                {
                    "Identifier": "IE00BMYDM794",
                    "Source": "FRA",
                    "IdentifierType": "Isin"
                }
            ]
        },
        "Condition": {
            "AdjustedPrices": true,
            "QueryStartDate": "2023-01-03T00:00:00+01:00",
            "QueryEndDate": "2023-01-09T00:00:00+01:00"
        }
    }
}

The output is:

        {
            "IdentifierType": "Isin",
            "Identifier": "IE00BMYDM794",
            "Trade Date": "2023-01-03",
            "Universal Close Price": 4.654,
            "Currency Code": "EUR",
            "Mid Dirty Price": null,
            "Modified Duration": null,
            "FXIR Scaling Factor": null
        },