Receiving some RIC codes on separate files

We are getting an interest rate file but 2 specific RIC Codes EONIA= and SARON.S are coming on separate files and we would like to receive 1 file for all rates. Does anyone know why these are coming separately and if they can be combined w/ the rest of the rates we are receiving?

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Accepted answers

Christiaan Meihsl

@mmnookin,

Thanks to the file names you sent I found the explanation.

You must be running an Intraday request (which retrieves a snapshot of the current prices).

An Intraday request will:

Quickly deliver data for all venues where you have Real Time permission.
Embargo data for venues where you do not have Real Time permission - in other words it will deliver data after a delay period, which depends on the venue that delivers the data. In your case EONIA= was embargoed for 1250 minutes (you can see that in the file name).

You can see your permissions for individual venues in the 3rd party permissions screen. As an example, SARON.S is part of SWX, search for SIX SWISS EXCHANGE and check under VTX (yes, instruments were moved between VTX and SWX). I'm guessing that for VTX you should see Delayed in column Permission.

When data is embargoed you have the choice of:

Receiving all data in 1 file, at the end of the longest embargo period.
Receiving data in separate files as it becomes available, i.e. some as soon as it was extracted, and others later, when the individual embargo periods have passed. This is what you are observing.

You can change the behavior using these 3 settings in the Preferences screen:

You will find some information on embargoes in the DSS REST Tutorial 3, and detailed explanations in the DSS .Net Tutorial 4.

I hope this helps to clarify what you observe, which is an expected behavior.

All comments

Christiaan Meihsl

@mmnookin, please post the exact request you are making, and also give us at least one RIC that is in the main file (i.e. separate from EONIA= and SARON.S). That will help us investigate.

mmnookin

Attached rjo-interest-rate-ric-code-list.pngis the list of RIC Codes setup on our instrument list, however as mentioned above, the 2 highlighted RIC codes keep getting sent in their own file and are not included w/ the others. We want to receive 1 file that contains rates for all these RIC codes, but I don't know how to get this accomplished. Hope that clarifies the exact request.

Christiaan Meihsl

@mmnookin, can you please also tell us exactly what type of request you are making, and how you are making the request:

If you are using the GUI, then please export the report template, and attach it to your response.
If it is using the API, then please post the entire request (end point URL, and JSON request body).

We would appreciate text files instead of screenshots, they will be easier to use in the investigation.

mmnookin

rjo-interest-rate-set-v1-201811221250min.txt rjo-interest-rate-set-v1.txtI log into Datascope Select then I went to the custom solutions > instrument lists. I'm attaching 2 txt files since I can't attach all 4, one is the extract instrument list and the other is a file received with only EONIA= and not all other RICs. One file has a majority of the RIC Codes from the instrument list but the other 2 files contain just the 2 RIC codes that have been recently added (SARON.S and EONIA=). Again what I want to know is why these 2 are being sent on separate files and how can I make sure these are combined going forward. Thanks again.

-Mike

Christiaan Meihsl

@mmnookin,

Thanks to the file names you sent I found the explanation.

You must be running an Intraday request (which retrieves a snapshot of the current prices).

An Intraday request will:

Quickly deliver data for all venues where you have Real Time permission.
Embargo data for venues where you do not have Real Time permission - in other words it will deliver data after a delay period, which depends on the venue that delivers the data. In your case EONIA= was embargoed for 1250 minutes (you can see that in the file name).

When data is embargoed you have the choice of:

Receiving all data in 1 file, at the end of the longest embargo period.
Receiving data in separate files as it becomes available, i.e. some as soon as it was extracted, and others later, when the individual embargo periods have passed. This is what you are observing.

You can change the behavior using these 3 settings in the Preferences screen:

You will find some information on embargoes in the DSS REST Tutorial 3, and detailed explanations in the DSS .Net Tutorial 4.

I hope this helps to clarify what you observe, which is an expected behavior.

mmnookin

Thanks for clarifying, this is very helpful. Just one last question, is there any way to have different preferences for different extract files? I'd like to have a new file w/ a complete report and another with partial non-embargoed data, however I'm not sure if this possible or not. If you can let me know that'd be much appreciated.

-Mike

Christiaan Meihsl

@mmnookin, I'm sorry to say that is not possible. You can either:

Receive all data in 1 file, that will be available after all embargoes are over
Receive 1 file for non-embargoed data, and 1 file with all embargoed data
Receive 1 file for non-embargoed data, and 1 or more files with embargoed data, as they become available

Additionally you can opt to receive data that changed between the time you received it and the final delivery of embargoed data.

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