We are extracting CDOR rates using End OF day pricing template (DSS rest API). But CDORbatch .ne...

RB5NBVICDORSupport
RB5NBVICDORSupport Newcomer
in DSS

...t program failed to extract CDOR rates for Feb 17th, 2020, Is CDOR rates availbale in DSS for Feb 17th, 2020 ?


We have run our code using “ history price” and “end of day” template to retrieve rate for – Feb/17/2020 using Rest API.

But CDORbatch .net program failed to extract CDOR rates for Feb 17th, 2020,

Is CDOR rates availbale in DSS for Feb 17th, 2020 ?

Is DSS Rest API is not avilable on Feb 17th , 2020, due to Holiday(Familiday) in Ontario?


Could you please confirm ?

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    Hi @RB5NBVICDORSupport,

    I have verified the Price History of the CA1MBAFIX= RIC and found the same result. There is no price for Feb 17th, 2020.

    imageUsing TimeSeriesExtraction REST API with "Return Null Code Values in Extraction Pricing Fields" checked in the User Preference, the Price returns Null Code: -9999402 which means Market holiday.

    image

    If you need more information about the event, please contact DSS Content support via MyRefinitiv.

Answers

  • RB5NBVICDORSupport
    RB5NBVICDORSupport Newcomer

    Daily we are able to extract CDOR rates . We were not able to extract rates only on 17/02/2020. We just need confirmation weather rates are available on Toronto Holiday(Family day). We are assuming due to holiday rates were not available in DSS for Feb 17th.

    Below is our extraction request:

    Dim extractionRequest = New EndOfDayPricingExtractionRequest With {

    .IdentifierList = InstrumentIdentifierList.Create({New InstrumentIdentifier With {

    .Identifier = "172",

    .IdentifierType = IdentifierType.FileCode

    }}, Nothing, False),

    .Condition = New EndOfDayPricingCondition With {

    .ScalableCurrency = True

    },

    .ContentFieldNames = {"Instrument ID", "RIC", "Currency Code", "Trade Date", "Bid Price", "Security Description"}

    }

    We need rates for Feb 17th, 2020 for following RICs

    CA1MBAFIX

    CA2MBAFIX

    CA3MBAFIX


    Please confirm weather rates are available on holidays(non-business days)?


    Thanks

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