Historical coupon dates for a Bond in REST API

Pashutan

Hi,

Could please provide me a complete example on how to get the historical coupon dates for a Bond in DSS REST API?

Thank you very much.

zoya faberov

Hello @Pashutan,

In my best understanding, the request will be BondScheduleExtractionRequest, and it will look similar to:

{{protocol}}{{host}}{{api}}Extractions/ExtractWithNotes

{
   "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.BondScheduleExtractionRequest",
    "ContentFieldNames": [ "RIC", "Coupon Date" , "Coupon Rate", "Coupon Rate Effective Date"],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
      "InstrumentIdentifiers": [
        {                   
            "Identifier": "05490NAG0",
                   "IdentifierType": "Cusip"
               }
      ]
    },
   "Condition": {
            "BondScheduleTypeCodes": ["COUP"]
        }
  }
}

This returns many relevant historical coupon dates for the instrument.

However, there are several types of BondSchedule extractions, and to meet your specific content requirements, as a customer, I would suggest working through your requirements with a content expert via Refinitiv Helpdesk Online -> Content -> DSS, directly.

The complete spec of BondScheduleExtractionRequest can be reviewed via DSS API Reference Tree.