Unexplained price jump for bond by DSS

maximilian.syndikus

I am trying to get historical close price timeseries for a bond DE000HLB74U8 via Datascope Select (PriceHistoryExtractionRequest). Full API request below.

I see end of 2022 a price jump by factor 10:

{           

"IdentifierType": "Isin",           
"Identifier": "DE000HLB74U8",           
"Trade Date": "2022-12-27",           
"Last Trade Price": 92.499,           
"Universal Close Price": 92.499,           
},
{           
"IdentifierType": "Isin",
"Identifier": "DE000HLB74U8",
"Trade Date": "2022-12-28",
"Last Trade Price": 925.144, 
"Universal Close Price": 925.144,   
}

Is this something I can fix via the API request or is this a data glitch? If so, where do I have to raise this?

Thank you!

API request:

{  "ExtractionRequest": {    "@odata .type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",    "ContentFieldNames": [      "Trade Date",      "Last Trade Price",      "Universal Close Price",      "Alternate Close Price"    ],    "IdentifierList": {      "@odata .type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",        "InstrumentIdentifiers": [        {                    "Identifier": "DE000HLB74U8",                    "IdentifierType": "Isin"                }      ],      "ValidationOptions": { "AllowHistoricalInstruments": true },      "UseUserPreferencesForValidationOptions": false    },    "Condition": {      "AdjustedPrices": true,      "QueryStartDate": "2022-12-20T00:00:00.000Z",      "QueryEndDate": "2023-01-05T00:00:00.000Z"    }  }}

Jirapongse

@maximilian.syndikus

Thank you for reaching out to us.

I checked the data on the LSEG Workspace and got the same data.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the DSS support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

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