Cannot fetch high yield and low yield

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vuk.magdelinic
vuk.magdelinic Newcomer
in DSS

When I try to fetch high yield and low yield for

{'IdentifierType': 'Ric', 'Identifier': '89352HAD1='}

in python using dss. It showed me that 

{"error":{"message":"Validation Error:\r\n\r\nInvalid content FieldName \"High Yield\"\r\nInvalid content FieldName \"Low Yield\""}}

and 

requests.exceptions.HTTPError: 400 Client Error: Bad Request for url: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw

Also, the mid yield is empty but on dss web ui, I can see the values of High Yield, Low Yield and Mid Yield for this ric. What's the problem? The following is the request type.

'#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest'

screen-shot-2021-11-26-at-11208-pm.png

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @vuk.magdelinic

    "High Yield" and "Low Yield" fields are available in the "Price History" and "Intraday Pricing".

    For example, I can use the following request to retrieve the data.

    {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
            "ContentFieldNames": [            
                "RIC",
                "Trade Date",            
                "Yield",
                "Open Yield",
                "High Yield",
                "Low Yield"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "89352HAD1=",
                        "IdentifierType": "Ric"
                    }
                ],
                "ValidationOptions": {
                    "AllowHistoricalInstruments": true
                },
                "UseUserPreferencesForValidationOptions": false
            },
            "Condition": {
                "AdjustedPrices": true,
                "QueryStartDate": "2021-11-01T00:00:00.000Z",
                "QueryEndDate": "2021-11-29T00:00:00.000Z"
            }
        }
    }

    The output is:

    1638182837862.png

    You can refer to the Refinitiv DataScope Select Data Content Guide for available fields in each report template.


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