Problems with TermsAndConditions request

I'm using the TermsAndConditionsExtractionRequest for the first time (I've used the Ratings request in the past without any problems). I send an instrument list with 256 ISINs, a field list with 45 field names, and I get:

- the first time, ONE result row (instead of 256) !

- the second time, after having changed the days ago from 7 to 365, 58 results rows only (instead of 256), and for each instrument, I get only 6 fields, always the same, instead of 45 !

what's going on ? what am I doing wrong ?

Here my request code:

extractTandCondRequest = New TermsAndConditionsExtractionRequest With {.IdentifierList = instrumentList, .ContentFieldNames = fieldNames,

.Condition = New TermsAndConditionsCondition With {

.IssuerAssetClassType = IssuerAssetClassType.AllSupportedAssets,

.ExcludeWarrants = False,

.DaysAgo = 365,

.FixedIncomeRatingSources = FixedIncomeRatingSource.StandardAndPoors}}

I don't understand the effect of the "FixedIncomeRatingSources" attribute. I'm requesting, amongst other fields, ratings from Fitch, Moody's and S&P. Can I skip this attribute, or formulate it differently ?

Thanks for help

Bernard

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datascope-select

terms-and-conditions

Accepted answers

nityanand.koppad

@BTh

There are two types of extractions available with T&C.

1. Reference Data for any instrument

2. Ratings data from delta request.

From your query it appears you are looking for Reference Data and hence this request really doesn't need Ratings data changes. So you can remove ratings source & delta time from your request.

If in case you are looking for Ratings data changes then you will see flipflops of data extractions based on the Delta days selected. Ideally Delta days are upto 31 days and alternatively you can request for specific date. What it means is, that whenever you select day or date then any changes that occurred on that day will be returned in your request and more specifically changes should have happened with respect to Ratings.

For more data related queries, kindly contact Refinitiv Helpdesk.

All comments

nityanand.koppad

@BTh

There are two types of extractions available with T&C.

1. Reference Data for any instrument

2. Ratings data from delta request.

From your query it appears you are looking for Reference Data and hence this request really doesn't need Ratings data changes. So you can remove ratings source & delta time from your request.

For more data related queries, kindly contact Refinitiv Helpdesk.

BTh

@nityanand.koppad

Thanks a lot for your speedy answer I did not know about the rating changes stuff. I ditched the days ago and the rating souces, and I get 256 rows retuned

BUT: I still get ONLY 6 fields instead of 45 ! and that can't be right !

I get the 6 following fields:

ISIN
RIC
Issuer Name
Issue Date
Maturity Date
Issuer OrgID

whereas I have requested the 45 following fields:

ISIN
Valoren
RIC
Issuer Name
Issue
Instrument Type Code
Instrument Type Code Description
Debt Type
Debt Type Description
Asset Type
Asset Type Description
Asset SubType
Asset SubType Description
Seniority Type Code
Seniority Type Description
Sovereign Class
Sovereign Class Description
Floater Flag
Thomson Reuters Classification Scheme
ISO Currency
Total Amount Outstanding
Issue Date
Maturity Date
Domicile
Domicile Description
ISO Country Code
Fitch Long Term Issue Credit Rating
S&P Rating
Moodys Rating
ECB Indicator
Industry Sub-Sector Code
Industry Sub-Sector Description
Issuer Country Code
S&P Issuer Long Rating
S&P Issuer Long Rating - F
S&P Issuer Short Rating
S&P Issuer Short Rating - F
Fitch Issuer Long Rating
Fitch Issuer Long Rating - F
Moodys Issuer Long Rating
Moodys Issuer Long Rating - F
Issuer OrgID
Legal Entity OrgID
Immediate Parent OrgID
Ultimate Parent OrgID
Tranche Characteristic Code
Credit Principal Code
Credit Principal Code Description

What could be the reason of that behaviour ? Permissions ?

Thanks again

Bernard

Christiaan Meihsl

@BTh,

DaysAgo

This parameter is used to restrict the resulting data to "all data that has been announced within the specified number of days of the extraction execution". The smaller the value, the lower the probability of receiving results. The StartDate parameter is similar in its effects.

FixedIncomeRatingSources

This parameter is used to select the source of FI ratings. You can select Fitch, Moodys or StandardAndPoors. There are cases where you can skip this attribute, but it is mandatory if you use DaysAgo or StartDate.

That said, you can skip all conditions. Example in Postman:

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
           "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Currency Code",
           "Fitch Rating", "Moodys Rating", "S&P Rating"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [ { "Identifier": "US4592001014", "IdentifierType": "Isin" } ]
        }
    }
}

This will deliver:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Isin",
            "Identifier": "US4592001014",
            "RIC": "IBM.N",
            "CUSIP": "459200101",
            "ISIN": "US4592001014",
            "SEDOL": "2005973",
            "Issuer OrgID": "18228",
            "Currency Code": "USD",
            "Fitch Rating": null,
            "Moodys Rating": null,
            "S&P Rating": null
        }
    ],
    "Notes": [ ... removed from this snippet ... ]
}

I guess you saw the T&C C# tutorial, but it does not add explanations relative to these specific queries.

There are also some explanations in the API Reference Tree, you will find them after selecting the appropriate API call in the first dropdown, in this case TermsAndConditionsExtractionRequest.

Hope this helps a bit.

BTh

Hi Christiaan

No, I actually did not see the T&C C# tutorial, I based my code on the DSS API examples, and they don't give any details about these 2 parameters, hence my problems ...

And I have the answer to my 2nd question about fields: I very clearly have a permission problem: all the missing fields show a lock in the full field list in the DSS GUI... So I will have to initiate yet another round of permissioning for our bank for the T&C fields

But I have a small check for you to do: my field list is based on the newest DSS_12_3 Excel, and it contains some fields that the DSS GUI does NOT show as T&C fields. And given the fact that I do not get any validation error on my request, I assume that the DSS API finds such fields as valid (so it agrees with the Excel field list), whereas the DSS GUI does not yet know that they have been officially added (and therefore disagrees with the Excel field list)... Could that be ?

Regards

Bernard

Christiaan Meihsl

@BTh, yes, the lock icon is a clear indication of an access restriction. I will do the check on the field list and come back to you rapidly.

BTh

For info: I just asked the bank's market data group in London to ask TR to get us permissioned for all T&C fields.

Christiaan Meihsl

@BTh,

Investigation and explanations

The list of fields available through an API call can be retrieved via the API. For T&C that would be a GET to this endpoint:

https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'TermsAndConditions')

Using that, I checked all your 45 fields, I could not find these 3:

Legal Entity OrgID, Immediate Parent OrgID, Ultimate Parent OrgID

For the Excel sheet I guess you are referring to this one. Opening tab "Field Descriptions" and filtering column C on "Terms and Conditions" I see what looks like the same list of fields as was returned by the GET call above. Removing the filter on column C, and filtering column D on the field name Legal Entity OrgID we see it is delivered by the Composite, Legal Entity, Ownership and Starmine templates, not T&C. A similar test on the other 2 field names shows they are only delivered by the Composite and Legal Entity templates, not T&C.

Unsupported fields cause an API request to fail. A T&C including those 3 fields delivers an error:

{
    "error": {
        "message": "Validation Error:\r\n\r\nInvalid content FieldName \"Legal Entity OrgID\"\r\nInvalid content FieldName \"Immediate Parent OrgID\"\r\nInvalid content FieldName \"Ultimate Parent OrgID\""
    }
}

Creating a T&C template in the GUI allows seeing the supported fields. I searched for those 3 fields and could not find them, so everything seems to be in sync.

Conclusion

Everything looks all right to me. Could you tell us which fields exactly you are referring to when you say: "my field list is based on the newest DSS_12_3 Excel, and it contains some fields that the DSS GUI does NOT show as T&C fields".

BTh

oh my bad, I gave you the wrong field list. These 3 fields are, in my source table of field names, under the "Legal Entity Detail" template, NOT under the T&C template. But I copied the WHOLE field names column from my table for my previous mail, not realizing that I was thus showing fields of both templates, and I made the same mistake when comparing the fields in the DSS GUI and my field names list... So the DSS GUI and the Excel are indeed aligned, and I "take back everything and pretend the contrary", as they so nicely say in German when admitting an error

Christiaan Meihsl

@BTh, no worry, I'm glad there is no issue after all :-)

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