For CUSIP: 01069SGF5, the standard logic is to apply a two day settlement to calculate accrued in...

...terest. Is there a way to use the API to calculate accrued interest using same day settlement?

For CUSIP: 01069SGF5, the standard logic is to apply a two day settlement to calculate accrued interest. Is there a way to use the API to calculate accrued interest using same day settlement?

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Accepted answers

Alex Putkov.1

Upon their investigation the Helpdesk concluded that accrued interest is only available for bonds that have RICs assigned to them, which excludes most US munis.

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Alex Putkov.1

Yes, you can specify the settlement date as a request parameter

ek.get_data('01069SGF5','TR.AccruedAmountAnalytics',
            {'SettlementDate':'20200610'})

usama.azam

Thanks Alex. We tried using the approach you mentioned, but I was unable to retrieve accrued interest for cusip:

663547AA5

it doesnt return anything. Using excel adfin functions, I was able to get the expected result

Alex Putkov.1

@usama.azam

I raised the issue of accrued amount not being returned for CUSIP 663547AA5 with Refinitiv Helpdesk on your behalf. Someone from the Helpdesk will be reaching out to you with the results of their investigation or if they need any clarification. Just in case you need to contact Refinitiv Helpdesk to follow up on this issue, the case number is 08824216.

usama.azam

my apologies... i was more worried that the formula you provided shows n/a's for CUSIP 663547AA5

ek.get_data('01069SGF5','TR.AccruedAmountAnalytics',
{'SettlementDate':'20200610'})

usama.azam

also adding the python script:

Alex Putkov.1

@usama.azam

I'm not sure I understand the purpose of your last two posts on this thread. Did you mean to provide additional details or clarify something?
As I said earlier the problem is being investigated by Refinitiv Support organization aka the Helpdesk, who will reach out to you with the resolution or any clarifications they may require. If you need to follow up on this issue, you can liaise directly with the Helpdesk.
This community forum is not the best place to report problems with Refinitiv services like the one you uncovered. Problems that require escalation and investigation should be reported to Refinitiv Support, which is why I opened a case with the Helpdesk on your behalf.

Alex Putkov.1

Upon their investigation the Helpdesk concluded that accrued interest is only available for bonds that have RICs assigned to them, which excludes most US munis.

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