Is it possible to get none-price information for bond , for example issuer and maturity?

shigekawa.shuichi.rr4
shigekawa.shuichi.rr4 Newcomer
in EMA
Is it possible to get none-price information for bond , for example issuer and maturity?
Tagged:

Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    Hi @shigekawa.shuichi.rr4,

    Yes, I mean exactly that. Datascope has way more information on terms and conditions than you can get through EMA. Datascope is the feed for fundamental and reference data. EMA is an API you can use to retrieve data from Elektron, which is the market data feed. The overlap between Datascope and Elektron is very small. These data feeds are largely complimentary. If all you need is issuer name, coupon and maturity, Elektron may be sufficient. Even then I would suggest thoroughly checking whether Elektron will satisfy all your data needs before you make a decision to migrate. It's not only the data fields that you need to check. You also need to verify instrument coverage. E.g. Elektron has very limited coverage for munis, MBS and ABS. And if you need more than issuer name, coupon and maturity, it's highly unlikely that Elektron will provide everything you need.

Answers

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭

    Hi @shigekawa.shuichi.rr4,

    From the market data feed you can get limited terms and conditions info on fixed income instruments. Issuer name can be found in FID DSPLY_NAME, maturity in FID MATUR_DATE, coupon in FID COUPN_RATE.

    You can get full terms and conditions from Datascope product family.

  • shigekawa.shuichi.rr4
    shigekawa.shuichi.rr4 Newcomer

    Thanks Alex

    Our legacy system is using Datascope to retrieve terms and conditions of instruments.

    And we are considering of use EMA to replace Datascope.

    You mentions that " You can get full terms and conditions from Datascope product family.",

    Does it mean that Datascope has more information of terms and conditions than EMA ?

Categories