How to access instrument details from MBS Search in DSS

Clarity Andrew

I need to get some details from an instrument found using a MortgageSearch. The ValidatedInstrument object returned does not include the items I need like Pool Number, Net Coupon, Close Price, etc. How do I get this data using the C# SDK? I was not able to find what I needed in the docs or examples.

If I use the UI I can see the data I want. See attachments

Gurpreet

For content-type questions, please raise a Content query from MyRefinitiv which will allow you to communicate with a Content expert. Select I need help understanding content within the product and appropriate product e.g. 'Datascope Select'.

From what I can see, there is no single call which can provide this data. Once you find out the necessary calls from the content expert, use the SDK to invoke those API endpoints.

I briefly tried Extract With Notes, for this CUSIP and was able to get some summary data.

Request:
{
 "ExtractionRequest": {
  "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.MBSFactorHistoryExtractionRequest",
  "ContentFieldNames": [
   "Security Description",
   "Asset Type",
   "Asset Type Description",
   "Asset SubType",
   "Asset SubType Description",
   "CUSIP",
   "Usage Instrument Type",
   "Instrument ID",
   "Instrument ID Type"
  ],
  "IdentifierList": {
   "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
   "InstrumentIdentifiers": [{
     "Identifier": "21H0226A4",
     "IdentifierType": "Cusip"
    }
   ],
   "ValidationOptions": None,
   "UseUserPreferencesForValidationOptions": False
  }
 }
}

Response:
{
 "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
 "Contents": [{
   "IdentifierType": "Cusip",
   "Identifier": "21H0226A4",
   "Security Description": "G2JUMB 2.5 N OCT",
   "Asset Type": "TBA",
   "Asset Type Description": "Mortgage Pass-Thru TBA",
   "Asset SubType": "GNM2",
   "Asset SubType Description": "GNMA2 Generics",
   "CUSIP": "21H0226A4",
   "Usage Instrument Type": "Mortgage Pass-Thru TBA",
   "Instrument ID": "21H0226A4",
   "Instrument ID Type": "CSP"
  }
 ],

You can see the example of Extract With Notes in the C# sample application provided with SDK under On Demand Extractions item. You will have to invoke similar calls for getting pricing data for this instrument.