TRTH ric search gov bonds

RTPKRSQT48

@Christiaan M

Hi,

I'm trying to get
market depth data with TRTH c# API, for french gov bonds, on the MTS France
(MTF) market.

I'm making my request
with an Isin.

If I do not specify the
source, TRTH returns 60 different rics.

If I specify the
source, I'm getting 4 different rics, which is much better but not sufficient:
I only want the ric that corresponds to the MTF market.

For example, I'm making
the following request:

InstrumentIdentifier.Create(IdentifierType.Isin,
"FR0000187635", "MTF");

for the following date : 20180131

I get data on the
following rics:

FR000018763=HT

FR0000187635=MI

FR0000187635=MY

FR0000187635=PA

FR018763=TX

however, the only valid
isin that corresponds to "MTF" is the following:
"FR0000187635=MY"

All other isins
correspond to other sources.

I tried something else:
I wanted to retrieve first the correct RIC, then run the market depth request
with a RIC instead of an Isin, as recommended in your help manual. For this I
tried running the method “TermsAndConditionsWithoutNotes()” from your C#
examples downloaded from your website. However, this method do not return anything for the
Isin "FR0000187635".

Could you please tell
me how to solve this issue?

Regards,

M.Girard

veerapath.rungruengrayubkul

Hi @RTPKRSQT48,

The "TermsAndConditionsWithoutNotes()" method from the C# example includes "DaysAgo", "FixedIncomeRatingSources" and "StartDate" parameters in the Condition of the request, so the request is Delta Extraction. The Delta Extraction contains only data for instruments that have had a ratings change since the last extraction execution, so in this case, there is no data generated.

Please remove the parameters from the TermsAndConditionsCondition. Below are the results after the parameters were removed.

FR0000187635 (Isin) Conversion Terms End Date=, Index Principal Flag=N, Conversion Terms Start Date=, RIC=FR0000187635=MY, Round Lot Size=, Redemption Value=100, Original Issue Amount=3686000, Issue Price=99.53, First Coupon Date=10/25/2001 12:00:00 AM, Issue Date=6/12/2001 12:00:00 AM, Par Value=1, Accrual Date=10/25/2000 12:00:00 AM, Base Index=, Factor=, Original Issue Discount Flag=, End Of Month Payment Flag=N, ISIN=FR0000187635, Index Linked Bond Base Index=, Coupon Frequency Description=Annually, Total Amount Outstanding=32162322600, Maturity Date=10/25/2032 12:00:00 AM, Total Amount Issued=32162322600, Capitilization Flag=N, Currency Code=EUR, Trading Status=1

For next time, you can use ExtractWithNotes() instead of Extract() to get Note information. The Note normally provides reason why data is not generated.

RTPKRSQT48

Hi Veerapath Rungruengrayubkul,

Thanks, it's working now.

regards