No bond schedules in on-demand extraction request?

ext.richard.dixon

Hi,

I'm submitting a HTTP request to extract bond schedules on demand. However all I get back is the instrument details and no bond schedule records.

Here's the request I'm submitting.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.BondScheduleExtractionRequest",
        "ContentFieldNames": [
            "Instrument ID",
            "Instrument ID Type",
            "Asset ID",
            "Asset Type",
            "CUSIP",
            "Common Code",
            "Extend Holders Option Flag",
            "MIC",
            "RIC",
            "SEDOL",
            "SICC",
            "Schedule Type",
            "Security Description",
            "User Defined Identifier",
    "Coupon Date" , 
    "Coupon Rate", 
    "Coupon Rate Effective Date"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                   "Identifier": "05490NAG0",
                   "IdentifierType": "Cusip"
                },
                {
                    "Identifier": "IBM.N",
                    "IdentifierType": "Ric"
                }
            ],
            "ValidationOptions": null,
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "BondScheduleTypeCodes": [
                "CALL",
                "PUT"
            ]
        }
    }
}

And here's the response I'm getting.

@{"@odata.context":"https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult","Contents":[{"IdentifierType":"Cusip","Identifier":"05490NAG0","Instrument ID":"05490NAG0","Instrument ID Type":"CSP","Asset ID":"0x001005aa321c0270","Asset Type":"CMBS","CUSIP":null,"Common Code":null,"Extend Holders Option Flag":null,"MIC":null,"RIC":null,"SEDOL":null,"SICC":null,"Schedule Type":null,"Security Description":"BBCMS 15RRI D Sub Seq Flt","Coupon Date":null,"Coupon Rate":4.56,"Coupon Rate Effective Date":"2018-01-15"},{"IdentifierType":"Ric","Identifier":"IBM.N","Instrument ID":"IBM.N","Instrument ID Type":"RIC","Asset ID":"0x0003dd001379d460","Asset Type":"EQTY","CUSIP":null,"Common Code":null,"Extend Holders Option Flag":null,"MIC":null,"RIC":"IBM.N","SEDOL":null,"SICC":null,"Schedule Type":null,"Security Description":"INTERNATIONAL BUSINESS MACHINES ORD","Coupon Date":null,"Coupon Rate":null,"Coupon Rate Effective Date":null}],"Notes":["Extraction Services Version 16.0.43633 (806c08a4ae8f), Built May  9 2022 17:21:07\r\nProcessing started at 2022/06/10 10:56:46.\r\nUser ID: 9031569\r\nExtraction ID: 2000000406922157\r\nCorrelation ID: CiD/9031569/AAAAAA.080c0053a97df708/RA\r\nSchedule: 0x080c0053a98df708 (ID = 0x0000000000000000)\r\nInput List (2 items):  (ID = 0x080c0053a98df708) Created: 2022/06/10 10:56:45 Last Modified: 2022/06/10 10:56:45\r\nReport Template (22 fields): _OnD_0x080c0053a98df708 (ID = 0x080c0053a99df708) Created: 2022/06/10 10:56:30 Last Modified: 2022/06/10 10:56:30\r\nSchedule dispatched via message queue (0x080c0053a98df708)\r\nSchedule Time: 2022/06/10 10:56:31\r\nColumn 'CUSIP' suppressed for lack of 'CUSIP & CUSIP based ISINs' permission.\r\nColumn 'MIC' suppressed for lack of 'SEDOLs (including MIC and OPOL)' permission.\r\nColumn 'SEDOL' suppressed for lack of 'SEDOLs (including MIC and OPOL)' permission.\r\nProcessing completed successfully at 2022/06/10 10:56:46, taking 1.475 Secs.\r\nExtraction finished at 2022/06/10 10:56:46 UTC, with servers: x04q10, QSDHA1 (0.0 secs), QSHC19 (0.1 secs)\r\nUsage Summary for User 9031569, Client 114200, Template Type Bond Schedules\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type                                Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      1 Commercial Mortgage-Backed Security                              N/A            N/A\r\n      1 Equities                                                         N/A            N/A\r\n-------\r\n      2 Total instruments charged.\r\n      0 Instruments with no reported data.\r\n=======\r\n      2 Instruments in the input list.\r\n"]}

Where are the bond schedule records?

zoya faberov

Hello @ext.richard.dixon ,

Please see this previous discussion thread. Is this helpful?

Otherwise, please provide more details. In Refinitiv DataScope Select Data Content Guide, per BondsScedule request, do you see the fields that you are looking to extract?

gteage

@ext.richard.dixon Hi,

RIC: IBM.N is a quote-level identifier for an Equity: for International Business Machines in NYS exchange, there won't be any data for for non-Fixed Income Asset Types in Bond Schedules.

CUSIP: 05490NAG0 is a CMBS there may be some Schedule Types which have data for this so not all options will be relevant to the CMBS data model:

Though something like Tranche Accrual History for example does. I will post additional comments to cover the example request and response.

Best regards,

Gareth

ext.richard.dixon

Hi @zoya faberov thanks for the suggestion, yes I've fixed it now. Realised I wasn't requesting an identifier with multiple schedule records. I've repeated the test with a different identifier and am now seeing multiple bond schedule records.

ext.richard.dixon

Hi @gteage Refinitiv use IDM.N as their example on the bond schedule extraction request example in the REST API reference tree. It seems strange to use this in the example if no schedule records are expected?

gteage

https://community.developers.refinitiv.com/discussion/comment/94421#Comment_94421

Example Request: DssRestApi.TrancheAccrualHistory.ExampleRequest.txt with response snippet:

{

"@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",

"Contents": [

{

"IdentifierType": "Cusip",

"Identifier": "05490NAG0",

"Issue PermID": "44434633513",

"Asset ID": "0x001005aa321c0270",

"Schedule Type": "TAH",

"Reset Date": "2018-01-15",

"Accrual Days": 31,

"Accrual End Date": "2018-02-14",

"Accrual Start Date": "2018-01-15",

"Actual Payment Date": "2018-02-15",

"Determination Date": "2018-01-11",

"Factor Date": "2018-02-15",

"Last Change Date Time": "Jan 12 2018 4:52AM",

"Next Determination Date": "2018-02-13",

"Next Unadjusted Payment Date": "2018-03-15",

"Unadjusted Payment Date": "2018-02-15"

}, ...

gteage

https://community.developers.refinitiv.com/discussion/comment/94417#Comment_94417

Hi @ext.richard.dixon ,

I agreed, generally from when these examples were packaged IBM.N it's intended to demo the functionality of the API rather than necessarily from a content point of view, I will discuss this point internally to see if anything can be done to improve this in the future.

Best regards,

Gareth