DSS REST API - How to request Price History data for MBS CUSIP with Status = Matured/Expired

I have a list of Mortgage Pool CUSIPs, which are not directly searchable in DSS , they show as not found via GUI search. So these instruments have to be searched as Mort Pass-Thru MBS and Status set to Expired/Matured
I do not know how to construct the instrument identifier list in request-body of the REST API call for Pricing History template, I'd appreciate any help/guidance:
requestBody={
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
"ContentFieldNames": [
"Ask Price", "Bid Price", "Instrument ID", "Instrument ID Type", "Mid Price"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "31340AAA9", "IdentifierType": "Cusip" }
],
"ValidationOptions": { "AllowHistoricalInstruments": "true" },
"UseUserPreferencesForValidationOptions": "false"
},
"Condition": {
"AdjustedPrices": "true",
"QueryStartDate": "2007-01-01T00:00:00.000Z",
"QueryEndDate": "2021-07-30T23:59:59.999Z"
}
}
}
Best Answer
-
Hello @EDP.Habib.Ahsan ,
Just in case, the search via API could be:
{{protocol}}{{host}}{{api}}Search/MortgageSearch
{
"SearchRequest": {
"Identifier": "31340AAA9",
"IdentifierType": "Cusip",
"PreferredIdentifierType": "Cusip",
"AssetStatuses": [
"ExpiredMatured"]
}
}Resulting in:
{
"@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#Collection(DataScope.Select.Api.Content.ValidatedInstrument)",
"value": [
{
"Identifier": "31340AAA9",
"IdentifierType": "Cusip",
"Source": "N/P",
"Key": "VjF8MHgwMDAwMGIwMDA1OTFiYzIzfDB4MDAwMDBiMDAwNTkxYmMyM3xOL1B8UE9PTHxNb3J0Z2FnZXN8fFB8Tnx8TU9SVA",
"Description": "FHGL 140001 11.250 Pd Down",
"InstrumentType": "MortgagePool",
"Status": "Valid"
}
]
}0
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