Field for MME Yield

aleksandr_kabantsev
aleksandr_kabantsev Newcomer
in EMA

I'm using C++ EMA API and I wonder if Refinitiv reports MME yield for bonds in any of the fields? The usual bid and ask yields are given in RT_YIELD_1 (356) and SEC_YLD_1 (970) as far as I know but what about MME yields?

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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @aleksandr_kabantsev,

    I would suggest you review the Data Model Discovery utility that lists details around the available properties for specific venues within the market data space. Additionally, you can also review the market data dictionary for the complete list of fields available.

    For example I do see some candidates that refer to MME yield fields, i.e.

    YLD_7DAY   "SEVEN DAY YIELD"      124  NULL  PRICE    17  REAL64           7
    !
    ! 7 day yield of money market funds.

    ...

    GYLD_7DAY  "GROSS YIELD 7D"      9935  NULL  PRICE    17  REAL64           7
    !
    ! Gross 7 Day Yield defined as the gross 7 day yield for a money market fund

    ...

    YLD_30DAY  "YIELD 30D"           9936  NULL  PRICE    17  REAL64           7
    !
    ! 30 Day Yield for a money market fund

    Alternatively, you can direct your question to the Refinitiv Helpdesk. They can bring in a content specialist to confirm if the data is available.

    Hope this help.

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