Historical reference data for mature/inactive instruments

jack.coppinger1

I am trying to obtain reference data (in particular currency info) for mature bonds. Example is GB190819=RRPS. When I check this within the historical search of the GUI on TRTH, I can see the currency listed as GBP.

However, when I attempt to run a historical search via API, I don't receive any data for currency. Do I need to add a condition or a particular field to obtain this data? Thank you.

Christiaan Meihsl

@jack.coppinger1,

the historical search only delivers the fields you see, no more, no less.

To find what API calls deliver specific fields, for instance the currency, you can use the Data Dictionary. In tab "Field Descriptions", filter the "Field Name" column to find what you are searching. This is described in more detail in the Programming without SDK tutorial, in this section.

A T&C call delivers the currency. Note that for historical instruments you need to add the following options to the instrument list:

            "ValidationOptions": { "AllowHistoricalInstruments": true },
            "UseUserPreferencesForValidationOptions": false

That said, I tried it on a set of expired instruments, not all deliver a value for the currency. As an example, using a POST to the ExtractWithNotes endpoint and this body:

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [ "RIC", "Currency Code" ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                { "Identifier": "DE0001135317", "IdentifierType": "Isin" },
                { "Identifier": "TRIL.L", "IdentifierType": "Ric" },
                { "Identifier": "GB190819=RRPS", "IdentifierType": "Ric" }
            ],
            "ValidationOptions": { "AllowHistoricalInstruments": true },
            "UseUserPreferencesForValidationOptions": false
        }
    }
}

I receive only one currency:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Isin",
            "Identifier": "DE0001135317",
            "RIC": null,
            "Currency Code": "EUR"
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "TRIL.L",
            "RIC": "TRIL.L",
            "Currency Code": null
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "GB190819=RRPS",
            "RIC": "GB190819=RRPS",
            "Currency Code": null
        }
    ],
    "Notes": [
...
    ]
}

If you need to understand why the currency value is null for your specific instrument, please directly contact the TRTH support team via MyRefinitiv. In the product field, select "Thomson Reuters Tick History v2".

jack.coppinger1

Hi Christaan, thanks for getting back to me.

I use your method and it returns a currency value whenever I use the ISIN or SED or a bond. It doesn't return any values for RICs for mature bonds however, so I suspect it's a mapping issue within the product.

Thanks for your help with this.

Christiaan Meihsl

https://community.developers.refinitiv.com/discussion/comment/52073#Comment_52073

@jack.coppinger1, you are welcome, and thank you for the added details