question

Upvotes
Accepted
1 0 0 0

Field for MME Yield

I'm using C++ EMA API and I wonder if Refinitiv reports MME yield for bonds in any of the fields? The usual bid and ask yields are given in RT_YIELD_1 (356) and SEC_YLD_1 (970) as far as I know but what about MME yields?

ema-api#contentyield
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

@aleksandr_kabantsev

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS


1 Answer

· Write an Answer
Upvotes
Accepted
17.2k 82 39 63

Hi @aleksandr_kabantsev,

I would suggest you review the Data Model Discovery utility that lists details around the available properties for specific venues within the market data space. Additionally, you can also review the market data dictionary for the complete list of fields available.

For example I do see some candidates that refer to MME yield fields, i.e.

YLD_7DAY   "SEVEN DAY YIELD"      124  NULL  PRICE    17  REAL64           7
!
! 7 day yield of money market funds.

...

GYLD_7DAY  "GROSS YIELD 7D"      9935  NULL  PRICE    17  REAL64           7
!
! Gross 7 Day Yield defined as the gross 7 day yield for a money market fund

...

YLD_30DAY  "YIELD 30D"           9936  NULL  PRICE    17  REAL64           7
!
! 30 Day Yield for a money market fund

Alternatively, you can direct your question to the Refinitiv Helpdesk. They can bring in a content specialist to confirm if the data is available.

Hope this help.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.