Wrong currency EUR for RIC FLTRF.L

duncan.sands · October 2019

The latest bulk quotes file says the currency for 1-55836052673 (FLTRF.L) is 1-500111. However this is wrong, it is traded in GBp (pennies). I confirmed this using other Thomson-Reuters products, as well as other data vendors and the exchange itself.

I have a theory as to how it got this way: the currency used to be EUR but changed to GBp on 2019-05-27. PermID doesn't seem to support GBp properly: GBp quotes usually have no currency. Probably rather than replacing EUR with null, it left the EUR value alone (a bug).

Jirapongse · October 2019

@duncan.sands

I can see the problem.

<https://permid.org/1-55836052673&gt; <http://permid.org/ontology/financial/isQuotedIn&gt; <https://permid.org/1-500111&gt; .

<https://permid.org/1-500111&gt; <http://permid.org/ontology/currency/iso4217&gt; "EUR"^^<http://www.w3.org/2001/XMLSchema#string&gt; .

Comparing to 1-21523087992, it doesn't have the isQuotedIn entry.

-bash-3.00$ grep 1-21523087992 OpenPermID-bulk-quote-20190929_085631.ntriples
<https://permid.org/1-21523087992&gt; <http://permid.org/ontology/common/hasPermId&gt; "21523087992"^^<http://www.w3.org/2001/XMLSchema#string&gt; .
<https://permid.org/1-21523087992&gt; <http://permid.org/ontology/common/hasName&gt; "ALL ASIA ASSET CAPITAL ORD"^^<http://www.w3.org/2001/XMLSchema#string&gt; .
<https://permid.org/1-21523087992&gt; <http://permid.org/ontology/financial/isQuoteOf&gt; <https://permid.org/1-21522444720&gt; .
<https://permid.org/1-21523087992&gt; <http://permid.org/ontology/financial/hasRic&gt; "AAAL.L"^^<http://www.w3.org/2001/XMLSchema#string&gt; .
<https://permid.org/1-21523087992&gt; <http://permid.org/ontology/financial/hasExchangeTicker&gt; "AAA"^^<http://www.w3.org/2001/XMLSchema#string&gt; .
<https://permid.org/1-21523087992&gt; <http://www.w3.org/1999/02/22-rdf-syntax-ns#type&gt; <http://permid.org/ontology/financial/Quote&gt; .
<https://permid.org/1-21523087992&gt; <http://permid.org/ontology/financial/hasExchangeCode&gt; "LSE"^^<http://www.w3.org/2001/XMLSchema#string&gt; .
<https://permid.org/1-21523087992&gt; <http://permid.org/ontology/financial/hasMic&gt; "XLON"^^<http://www.w3.org/2001/XMLSchema#string&gt; .

I will report this issue to the Open PermID support team.

duncan.sands · July 2020

https://community.developers.refinitiv.com/discussion/comment/49780#Comment_49780

Any progress on this, it is still wrong. Here's a list of other permids with wrong currencies:
permid | quoted_in | aka | should_be
---------------+-----------+-----+-----------
1-21526557205 | 500111 | EUR | GBP
1-21530530889 | 500111 | EUR | GBP
1-21530530891 | 500111 | EUR | GBP
1-21550102165 | 500110 | USD | GBP
1-21629379085 | 500111 | EUR | GBP
1-21629381057 | 500111 | EUR | USD
1-21629382096 | 500201 | CHF | USD
1-21633180299 | 500140 | CAD | GBP
1-21698487225 | 500111 | EUR | GBP
1-55836044315 | 500111 | EUR | GBP
1-55836049625 | 500111 | EUR | GBP
1-55836050740 | 500111 | EUR | GBP
1-55836051203 | 500133 | NOK | GBP
1-55836051749 | 500110 | USD | GBP
1-55836052673 | 500111 | EUR | GBP
1-55836053308 | 500111 | EUR | GBP
1-55836053789 | 500110 | USD | GBP
1-55850813914 | 500110 | USD | GBP
1-55851542845 | 500111 | EUR | GBP
1-55853419694 | 500110 | USD | GBP
1-55865947384 | 500110 | USD | GBP

For example, permid 1-21530530889 (the second row above) has currency EUR according to openpermid but it should be GBB (actually GBp: pennies).

Jirapongse · July 2020

https://community.developers.refinitiv.com/discussion/comment/63673#Comment_63673

I have contacted the PermID team to verify this problem.

Wrong currency EUR for RIC FLTRF.L

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Wrong currency EUR for RIC FLTRF.L

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