DSS REST APi Strings via SAP

neha.kabra
neha.kabra LSEG
in DSS

Hi,


Client is using the SAP systems to pull in data from DSS REST API - need your advice on below questions.


The questions are as follows:

  1. We are working with our technical team, but we still trying to find out what is the expected API string for Refinitiv example for currencies. Instrument id is GBPEUR= for GBP-EUR exchange rate, type M. What is the string expected by Refinitiv from SAP?

The best would be: You can take example of one exchange rate currency, one swap and one interest rate. What is the API string you would expect from SAP and once Refinitiv receives it, what is the response we will get back for those three from Refinitiv. And highlight columns in your file that we need to mandatorily send in API string. This will also help us to know static and variable part of API.

  1. We have a Property field in SAP for currencies, reference interest rates. It is a mandatory field, which column from your excel file is mapped to it? Does Refinitiv expects it from SAP?
  2. In which column is the rate type mapped for exchange rate, swap rates – like we define ‘M’ – average exchange rate in SAP. This needs to be passed in the API I guess.
  3. For Yield curve interest rates, which rates are mapped for GBP, USD, EUR. It is not very clear from the descriptions.

Regards,

Neha

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Best Answer

  • gareth.teage
    gareth.teage LSEG
    Answer ✓

    request.txt@neha.kabra Hi Neha

    The DSS REST API has no direct relevance to SAP, it is just a mechanism to extract data from DSS; getting a response back from what is requested.

    I'm going to assume use of Intraday Pricing report template here, attached an example request, response below:

    {
        "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",
        "Contents": [
            {
                "IdentifierType": "Ric",
                "Identifier": "GBPEUR=",
                "RIC": "GBPEUR=",
                "Base Currency Code": "GBP",
                "Secondary Currency Code": "EUR",
                "Price Decimals": 4,
                "Instrument Snap Time": "21/06/2022 185835",
                "Trade Date": "2022-06-21",
                "Trade Time": "17:58",
                "Bid Price": 1.1642,
                "Mid Price": 1.1645,
                "Ask Price": 1.1648
            }
        ],
        "Notes": [
            "Extraction Services Version 16.0.43633 (806c08a4ae8f), Built May  9 2022 17:21:07\r\nUser has overridden estimates broker entitlements.\r\nProcessing started at 21/06/2022 185835.\r\nUser ID: 9004676\r\nExtraction ID: 2000000410889970\r\nCorrelation ID: CiD/9004676/AAAAAA.080fa28f7c8dfe4c/RA\r\nSchedule: 0x080fa28f7c9dfe4c (ID = 0x0000000000000000)\r\nInput List (1 items):  (ID = 0x080fa28f7c9dfe4c) Created: 21/06/2022 185835 Last Modified: 21/06/2022 185835\r\nReport Template (16 fields): _OnD_0x080fa28f7c9dfe4c (ID = 0x080fa28f7cadfe4c) Created: 21/06/2022 185831 Last Modified: 21/06/2022 185831\r\nSchedule dispatched via message queue (0x080fa28f7c9dfe4c)\r\nSchedule Time: 21/06/2022 185833\r\nReal-time data was snapped at 21/06/2022 185835, it was scheduled to snap at 21/06/2022 185833.\r\nProcessing completed successfully at 21/06/2022 185835, taking 0.242 Secs.\r\nExtraction finished at 21/06/2022 175835 UTC, with servers: x09q27, QSDHA1 (0.0 secs), QSHC15 (0.0 secs)\r\nNo embargo required for this report.\r\nUsage Summary for User 9004676, Client 65506, Template Type Intraday Pricing\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type                                Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      1 Money Market                                                     N/A            N/A\r\n-------\r\n      1 Total instrument charged.\r\n      0 Instruments with no reported data.\r\n=======\r\n      1 Instrument in the input list.\r\nNo Evaluated Pricing Service complex usage to report -- 1 Instrument in the input list had no reported data.\r\n"
        ]
    }

    Best regards,

    Gareth

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