We are extracting CDOR rates using End OF day pricing template (DSS rest API). But CDORbatch .ne...

RB5NBVICDORSupport

...t program failed to extract CDOR rates for Feb 17th, 2020, Is CDOR rates availbale in DSS for Feb 17th, 2020 ?

We have run our code using “ history price” and “end of day” template to retrieve rate for – Feb/17/2020 using Rest API.

But CDORbatch .net program failed to extract CDOR rates for Feb 17th, 2020,

Is CDOR rates availbale in DSS for Feb 17th, 2020 ?

Is DSS Rest API is not avilable on Feb 17th , 2020, due to Holiday(Familiday) in Ontario?

Could you please confirm ?

veerapath.rungruengrayubkul

Hi @RB5NBVICDORSupport,

I have verified the Price History of the CA1MBAFIX= RIC and found the same result. There is no price for Feb 17th, 2020.

Using TimeSeriesExtraction REST API with "Return Null Code Values in Extraction Pricing Fields" checked in the User Preference, the Price returns Null Code: -9999402 which means Market holiday.

If you need more information about the event, please contact DSS Content support via MyRefinitiv.

RB5NBVICDORSupport

Daily we are able to extract CDOR rates . We were not able to extract rates only on 17/02/2020. We just need confirmation weather rates are available on Toronto Holiday(Family day). We are assuming due to holiday rates were not available in DSS for Feb 17th.

Below is our extraction request:

Dim extractionRequest = New EndOfDayPricingExtractionRequest With {

.IdentifierList = InstrumentIdentifierList.Create({New InstrumentIdentifier With {

.Identifier = "172",

.IdentifierType = IdentifierType.FileCode

}}, Nothing, False),

.Condition = New EndOfDayPricingCondition With {

.ScalableCurrency = True

},

.ContentFieldNames = {"Instrument ID", "RIC", "Currency Code", "Trade Date", "Bid Price", "Security Description"}

}

We need rates for Feb 17th, 2020 for following RICs

CA1MBAFIX

CA2MBAFIX

CA3MBAFIX

Please confirm weather rates are available on holidays(non-business days)?

Thanks