Fixed Income instruments Terms and Conditions

jason.dance

We have a situation when requesting reference information for our Fixed Income instrument, our current process is to send a list of ISINs to the Historical Report, 99% there is enough information reported so we then send the same list of ISIN's to the Terms and Conditions report, what we have noticed is that it will always default to the EJV source and return the RIC from this source rather than for EG the RIC from the exchange.

Is this a known behaviour? and is there a way to prioritize which RIC is retuned when using and ISIN?

Jirapongse

@jason.dance

Thanks for reaching out to us.

You can specify the source property when using ISIN. For example:

If I send this request for US4592001014, it will return IBM.N.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
           "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Currency Code"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [               
                { "Identifier": "US4592001014", "IdentifierType": "Isin" }
            ]
        }
    }
}

However, if I specify the source property to AOI, it will return IBM.AOI.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
           "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Currency Code"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [               
                { "Identifier": "US4592001014", "IdentifierType": "Isin", "Source":"AOI" }
            ]
        }
    }
}

I hope that this information is of help.