Sofr RIC field value

ChunBongLee
ChunBongLee Newcomer
in TREP APIs

Dear,

I am trying to collect some SOFR RIC (eg. SONIAOSR=) field values through RFA, and I want to know,

1) if the fields are correct PRIMACT_1 (value) and VALUE_DT1, VALUE_TS1 (fixing date and time)

2) for the RIC /SARON.S, there are no such fields return


*For previous RIC with tenor (eg. HIHKD1YD=), I used to collect the data in fields BID, VALUE_DT1, VALUE_TS1.


Thanks for advice.


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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @ChunBongLee

    Thanks for the clarification. If you generally want to understand the data model used by the different RICs, you can use the value defined within FID 5357 (CONTEXT_ID). You can use the value of this FID within the Data Model Discovery site. For example:

    1627500690751.png

    The document returned gives a complete breakdown of the FIDs and what they contain.

Answers

  • Unknown
    Unknown

    Hi @ChunBongLee

    1) if the fields are correct PRIMACT_1 (value) and VALUE_DT1, VALUE_TS1 (fixing date and time)

    There should be no reason, unless you have found an issue, that the above fields are incorrect. If you believe there is an issue with the content, I would suggest you open a ticket within Refinitiv Support and they can assign a data specialist to investigate.

    2) for the RIC /SARON.S, there are no such fields return

    I was able to retrieve the above data, i.e.

    1626877969873.png

    You didn't provide any other details so I can only assume you are not permissioned to access this content. If this is the case, you can reach out to your Refinitiv Account Manager to discuss.


  • ChunBongLee
    ChunBongLee Newcomer

    Hi @nick.zincone12

    Thanks for reply.

    Sorry my previous question may be misleading. I just want to know the correct fields to get the data (and not saying the field value is incorrect)


    So for SONIAOSR= or EUROSTR=

    I am getting values successfully from: PRIMACT_1, VALUE_DT1, VALUE_TS1


    But for /SARON.S, I find there are no values returned from PRIMACT_1, VALUE_DT1, VALUE_TS1

    So I try to get the values from: TRDPRC_1, TRADE_DATE


    And want to know if these fields are correct. Thanks.

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