Data query - Translate Eikon Excel functions into DDS API Calls
I need to convert an Excel file using Eikon to an application using the DDS API.
My problem currently is figuring out what instrument/identifier types to use to get for example moody ratings for Australia ten-year bonds.
The following is an example of the current Excel function:
TR(“AU10YT=RR”,"TR.FiIssuerMoodysRating","RatingScope=DMS")
I looked at the documentation but it seems to be more around the technical side of building up the query and the fields available. (https://developers.thomsonreuters.com/datascope-select-dss/datascope-select-rest-api/docs?content=6072&type=documentation_item)
My question is more data related - where do I find this data within DDS?
Best Answer
-
Refer to Data Item Browser, TR.FiIssuerMoodysRating is Issuer Moodys Long Rating.
You can get Moodys Issuer Long Rating from DSS by using the Composite report template. The endpoint is Extractions/Extract. The request is:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
"ContentFieldNames": [
"Instrument ID",
"Moodys Issuer Long Rating"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"ValidationOptions":{
"UseExchangeCodeInsteadOfLipper":true
},
"InstrumentIdentifiers": [
{
"Identifier": "AU10YT=RR",
"IdentifierType": "Ric"
}
]
}
}
}The response is:
{
"@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)",
"value": [
{
"IdentifierType": "Ric",
"Identifier": "AU10YT=RR",
"Instrument ID": "AU10YT=RR",
"Moodys Issuer Long Rating": "Aaa"
}
]
}For more information regarding On Demand composite extraction, please refer to REST API Tutorial 8: On Demand composite extraction.
You can also find a list of all available fields in DSS from Data Content Guide for DataScope Select.
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