Term SOFR trade date and rate null for intraday rates

astroisk
astroisk Newcomer
edited September 9 in DSS

Hi, This morning (CEST) I pulled the term SOFR (.SR1M, .SR3M, .SR6M, .SR1Y) intraday rates expecting the "Primary Activity" and "Trade Date" to show for Friday 5/9/25, but the values returned were null. Other RICS in the same request returned Friday's data. Why do some RICs return null? Thanks!

        {

            "IdentifierType": "Ric",

            "Identifier": ".SR1M",

            "UserDefinedIdentifier": "TSRM01",

            "RIC": ".SR1M",

            "Trade Date": null,

            "Primary Activity": null

        },

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @astroisk

    Thank you for reaching out to us.

    You may check the Notes for more information.

    As this forum is more for programming type queries, rather than content queries - I would recommend you raise a 'Data & Content' ticket with our helpdesk. That way a Content specialist can work closely with you and verify the assumption.

    Please include the URL of this discussion in your raised question to prevent it from being redirected back to this Q&A forum.

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