Chain RICS for US Govt Treasury

dhruv.arora

Hi

I am using Chain RICS to get data for US bond treasuries but its throwing error, does not recognize RICs I am passing as input. If I am passing input RICs (belong to US bonds) as --

9128283U2=,9128283V0=,9128284H0=,9128284L1=,9128284N7=,912810SC3=,9128284U1=,912828XZ8=,9128285U0=,9128285M8=,9128285T3=,9128285R7=,9128285S5=

It throws an error. Are the above RICs valid? Do they belong to US chain RICs? How to know, if these are valid RICs?

But passing the below RICs (EURO RICs) gives the data

EURAB6E1Y=,EURAB6E2Y=,EURAB6E3Y=,EURAB6E4Y=,EURAB6E5Y=,EURAB6E6Y=,EURAB6E7Y=,EURAB6E8Y=,EURAB6E9Y=,EURAB6E10Y=

My code to get chain RICs is :

MarketPrice theMarketPrice;

str = "9128283U2=";

theMarketPrice = new MarketPrice.Builder()

.withOmmConsumer(ommConsumer)

.withName(str)

.withServiceName("ELEKTRON_DD")

.withSynchronousMode(AUTO_DISPATCH)

.build();

theMarketPrice.open();

Thanks

Dhruv

zoya faberov

Hello @dhruv.arora,

I am glad that you have found what you were looking for, this is most important. After equal comes the source of the treasury quote, i.e. 9128284H0=RRPS is Refinitiv Evaluated, while 9128284H0= TWEB is from Tradeweb. It's important to request the RICs that your user id is permissioned for.

To be precise, a chain RIC in our terminology ( please see the article link above) is the RIC that carries links to other RICs, and not the values such as prices. The RICs you mention carry prices. Hope this clarification helps.