QPS Financial Contracts API - Service Unavailable
Harry.Nan
LSEG
Hello, I ran into the following error today:
{'error': {'id': '3a4945f9-f869-4b70-9108-c4022368608a', 'code': 'QpsCommon.ERROR_BACKEND_ACCESS_FAILURE', 'status': 'Service Unavailable', 'message': '[QpsDps] I/O error on POST request for "https://qps-dps-use1.int.refinitiv.com/pricing/prepare": Read timed out'}}
My code was running fine before, could you please advise? Thanks!
0
Answers
-
Here's a sample request body. It had been running ok until today
{
"fields": [
"MarketValueInDealCcy",
"ErrorMessage"
],
"universe": [
{
"instrumentDefinition": {
"instrumentTag": "1730T0T58",
"dealCcy": "USD",
"inputs": [
{
"type": "string",
"name": "CUSIP",
"value": "1730T0T58"
},
{
"type": "string",
"name": "Issuer",
"value": "C"
},
{
"type": "string",
"name": "Callable",
"value": "True"
},
{
"type": "string",
"name": "PrincipalAtRisk",
"value": "False"
},
{
"type": "string",
"name": "RangeAccrualType",
"value": "A"
},
{
"type": "string",
"name": "SOFR",
"value": "False"
},
{
"type": "string",
"name": "NumOfAssets",
"value": "1"
},
{
"type": "date",
"name": "TradeDate",
"value": "24/06/2014"
},
{
"type": "date",
"name": "ValuationDate",
"value": "27/06/2034"
},
{
"type": "date",
"name": "MaturityDate",
"value": "27/06/2034"
},
{
"type": "date",
"name": "StartDate",
"value": "27/06/2014"
},
{
"type": "date",
"name": "EndDate",
"value": "27/06/2034"
},
{
"type": "date",
"name": "RangeStart",
"value": "27/06/2015"
},
{
"type": "date",
"name": "CallStart",
"value": "27/06/2015"
},
{
"type": "date",
"name": "CallEnd",
"value": "27/06/2034"
},
{
"type": "string",
"name": "CMS_Long",
"value": "30Y"
},
{
"type": "string",
"name": "CMS_Short",
"value": "2Y"
},
{
"type": "string",
"name": "CpnB",
"value": "0.7"
},
{
"type": "string",
"name": "FixedCpn",
"value": "0.13"
},
{
"type": "string",
"name": "Cap",
"value": "0.13"
},
{
"type": "string",
"name": "Notional",
"value": "100"
},
{
"type": "string",
"name": "PayFreq",
"value": "Q"
},
{
"type": "string",
"name": "CallFreq",
"value": "Q"
},
{
"type": "string",
"name": "CallGap",
"value": "-5B"
},
{
"type": "string",
"name": "ResetGap",
"value": "-2B"
},
{
"type": "string",
"name": "PayGap",
"value": "0B"
},
{
"type": "string",
"name": "DateRule",
"value": "ModifiedFollowing"
},
{
"type": "string",
"name": "Calendar",
"value": "NYSE"
},
{
"type": "string",
"name": "DayCount",
"value": "30/360"
},
{
"type": "string",
"name": "A_1",
"value": "SP500"
},
{
"type": "string",
"name": "Initial_1",
"value": "1949.98"
},
{
"type": "string",
"name": "ResetArrear",
"value": "False"
},
{
"type": "string",
"name": "Leverage_Steps",
"value": "1"
},
{
"type": "string",
"name": "Leverage",
"value": "4.0"
},
{
"type": "string",
"name": "Spread",
"value": "-0.0025"
}
],
"payoffDescription": [
[
"Schedule type",
"Schedule description",
"Spot_1",
"WorstPerform",
"CMS_Spread",
"nday",
"Actday",
"Cpn",
"Redemption",
"Price"
],
[
"AtDate",
"TradeDate",
"Initial_1",
"",
"",
"$n=0",
"$act=0",
"",
"",
""
],
[
"AllTheTime",
"FromTo(RangeStart,MaturityDate,1b)",
"EqSpot(A_1)",
"Spot_1[t]/Spot_1[1]",
"",
"$n=$n+IF(WorstPerform[t]>=CpnB,1,0)",
"$act=$act+1",
"",
"",
""
],
[
"OnSchedule",
"DateTable(StartDate,RangeStart,PayFreq,DayCount,PayGap:=PayGap,ResetGap:=ResetGap,Arrear:=Yes,DateRule:=DateRule,Calendar:=Calendar)",
"",
"",
"",
"",
"",
"FixedCpn*InterestTerm()",
"",
"Receive Notional*Cpn[t]"
],
[
"OnSchedule",
"DateTable(StartDate,EndDate,PayFreq,DayCount,PayGap:=PayGap,ResetGap:=ResetGap,Arrear:=Yes,DateRule:=DateRule,Calendar:=Calendar)",
"",
"",
"Max(0,SwapRate(USD,EventDate(),CMS_Long)-SwapRate(USD,EventDate(),CMS_Short)+Spread)",
"",
"",
"",
"",
""
],
[
"OnSchedule",
"DateTable(RangeStart,EndDate,PayFreq,DayCount,PayGap:=PayGap,ResetGap:=0B,Arrear:=Yes,DateRule:=DateRule,Calendar:=Calendar)",
"",
"",
"",
"",
"",
"$n/$act*Min(Cap,Leverage*IF(\"ResetArrear\"==\"False\",CMS_Spread[LastDate(-1)],CMS_Spread[LastDate]))*InterestTerm()",
"",
"Receive Notional*Cpn[t];$n=0;$act=0"
],
[
"OnSchedule",
"DateTable(CallStart,CallEnd,CallFreq,DayCount,PayGap:=PayGap,ResetGap:=CallGap,Arrear:=False,DateRule:=DateRule,Calendar:=Calendar)",
"",
"",
"",
"",
"",
"",
"",
"CallableBy(Them,Notional)"
],
[
"AtDate",
"ValuationDate",
"EqSpot(A_1)",
"Spot_1[t]/Spot_1[1]",
"",
"",
"",
"",
"1",
"Receive(MaturityDate,Notional*Redemption[t])"
]
]
},
"pricingParameters": {
"models": [
{
"underlyingCode": "USD",
"underlyingName": "USD",
"underlyingCurrency": "USD",
"assetClass": "InterestRate",
"modelName": "HullWhite1Factor",
"modelParameters": {
"volatilityTermStructure": [
{
"value": 1.0,
"unit": "Percent"
}
],
"meanReversionTermStructure": [
{
"value": 1.0,
"unit": "Percent"
}
],
"volatilityModel": "NormalVolatility"
}
},
{
"underlyingCode": ".SPX",
"underlyingName": "SP500",
"underlyingCurrency": "USD",
"assetClass": "Equity",
"modelName": "Dupire"
}
],
"numericalMethod": {
"allTheTimePointsPerYear": 260,
"method": "AmericanMonteCarlo",
"additionalPoints": 12,
"simulationCount": 1000
},
"fundingSpreadInBp": 0,
"forceDecreasingDiscountFactor": false,
"includeCashFlowsAtValuationDate": false,
"correlationReferenceCoefficientPercent": -100,
"correlationMultiplier": 0.995,
"numeraireType": "Cash",
"useBasisSwap": false,
"valuationDate": "2022-09-01"
},
"instrumentType": "StructuredProduct"
}
]
}0 -
I just tried on API playground as well. It seems any request with
"instrumentType": "StructuredProduct"
is failing to price now, as long as there's an equity underlying in the request body.
Could you please advise? Thanks
0 -
Thank you for reaching out to us.
This forum is dedicated to technical queries on LSEG APIs. According to the error, it looks like to be the problem on the backend or server side.
Please contact the Instrument Pricing Analytics - Delivery Platform support team directly via MyAccount to verify the request message and issue on the server side.
0
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