RIC lookup for bonds by ISIN

We are currentlly using the old TRTH v1. We are using the search function there to lookup RICs for Bonds. We are using the ISIN to get a list of RICs and then select by a specific logic the in your case correct one.

We are now looking for a way to make the same thing using DSS. Can you please adivce how to lookup RICs for bonds using DSS by ISIN codes?

Thanks!

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Accepted answers

Philipp

We are now using /Search/HistoricalSearch for most of our RIC lookups based on ISIN. It is much closer to the TRTHv1 search than all the other RIC search methods available.

All comments

Philipp

One addition: We have tried to search for Bond RICs using extraction type "Search/EquitySearch" but we get e.g. no results for the ISIN you can see in the screenshot.

zoya faberov

@Philipp

Please go to DSS-> REST->Downloads or follow this link:

Datascope Select REST API Downloads

Download "Java Code Examples", one of the included examples is DSS2SearchByIsinClient.

The approach would be the same if you would prefer not to use Java.

veerapath.rungruengrayubkul

As far as I know, the expired/matured bond cannot be searched in DSS. However it still can be used as input for other on-demand extraction type (i.e. Terms and Conditions extraction).

The maturity date of DE0001135317 is 2017-01-04, so it should be the case.

Philipp

I tried that example with a bond ISIN (DE0001141620) but I do not get any results, even when I remove the 'InstrumentTypeGroups' attribute from the request.

Can you please have a look at this? Any help is highly appreciated!

Christiaan Meihsl

@Philipp

I tried with DE0001141620. EquitySearch and FuturesAndOptionsSearch do not deliver anything (which is expected, because this is a bond), but InstrumentSearch delivers results.

Here is the body of the POST request to endpoint Search/InstrumentSearch:

{
  "SearchRequest": {
    "InstrumentTypeGroups": [
      "CollatetizedMortgageObligations",
      "Commodities",
      "Equities",
      "FuturesAndOptions",
      "GovCorp",
      "MortgageBackedSecurities",
      "Money",
      "Municipals",
      "Funds"
    ],
    "IdentifierType": "Isin",
    "Identifier": "DE0001141620",
    "PreferredIdentifierType": "Ric"
  }
}

The list of fields in the results is not configurable, but it includes a field for the source.

This delivers the list of 50 RICs:

{
  "@odata.context": "https://ppe.hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Content.ValidatedInstrument)",
  "value": [
    {
      "Identifier": "DE114162=RRPS",
      "IdentifierType": "Ric",
      "Source": "EJV",
      "Key": "VjF8MHgwMDA0MDUwODdkZTA2MmY2fDB4MDAwNDA1MDg3ZGVhOTYwOHxFSlZ8R0NCRHxHT1ZUfEdCT0JMfEd8RXxERTExNDE2Mj1SUlBTfEdPUlA",
      "Description": "DEGV   0.750 02/24/17",
      "InstrumentType": "GovCorpBond",
      "Status": "Valid"
    },
    {
      "Identifier": "DE114162=",
      "IdentifierType": "Ric",
      "Source": "CPL",
      "Key": "VjF8MHgwMDA0MDUwODdkZTA2MmY2fDB4MDAwNDA1MDg3ZGZmOTcxY3xDUEx8R0NCRHxHT1ZUfEdCT0JMfEd8RXxERTExNDE2Mj18",
      "Description": "DEGV   0.750 02/24/17",
      "InstrumentType": "GovCorpBond",
      "Status": "Valid"
    },
    {
      "Identifier": "DE0001141620=ICAP",
      "IdentifierType": "Ric",
      "Source": "IBL",
      "Key": "VjF8MHgwMDA0MDUwODdkZTA2MmY2fDB4MDAwNDA1MDg3ZTA4NTQyYnxJQkx8R0NCRHxHT1ZUfEdCT0JMfEd8RXxERTAwMDExNDE2MjA9SUNBUHw",
      "Description": "DEGV   0.750 02/24/17",
      "InstrumentType": "GovCorpBond",
      "Status": "Valid"
    },

etc....

Looks like Veerapath nailed the root cause, i.e. that expired bonds cannot be found with a search.

To answer your query on the Java sample:

Out of the box that example will not deliver results for your bond, because the filter on InstrumentTypeGroups limits results to Equities. To get the results you can either use a more inclusive filter:

.put("InstrumentTypeGroups", new JSONArray()
    .put("CollatetizedMortgageObligations")
    .put("Equities")
    .put("FuturesAndOptions")
    .put("GovCorp")
    .put("MortgageBackedSecurities")
    .put("Money")
    .put("Municipals")
    .put("Funds"))

Or remove the filter completely, and reduce the query to this:

JSONObject searchJSONObject = new JSONObject()
    .put("SearchRequest", new JSONObject()
        .put("IdentifierType", "Isin")
        .put("Identifier", "DE0001141620")
        .put("PreferredIdentifierType", "Ric"));

Both variants deliver results.

veerapath.rungruengrayubkul

@Philipp

I have tried the GovCorpSearch type and been able to get results for DE0001135317.

Please try the following POST request to https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/GovCorpSearch. The AssetStatuses has been modified to include "MAT" which means "Expired/Matured".

{
    "SearchRequest": {
        "AssetStatuses": ["CLD", "CAN", "DFS", "RDM", "EXC", "MAT", "FNG", "DEF", "ISS", "LIQ", "NAC", "PRE", "PUT", "RPN", "REF", "RMK", "RBM", "FDD", "REP", "RES", "TEN", "TBC", "TBE", "TBI", "TBP", "TBR", "TBB", "WHN"],
        "Coupon": null,
        "CurrencyCodes": null,
        "Group": {
            "Agency": true,
            "Government": true,
            "Corporate": true,
            "Supra": true
        },
        "MoodyRatingsCodes": null,
        "StandardPoorsRatingsCodes": null,
        "Callable": false,
        "Convertable": false,
        "Extendable": false,
        "Putable": false,
        "Sinkable": false,
        "IssueDate": null,
        "MaturityDate": null,
        "NextPayDate": null,
        "Identifier": "DE0001135317",
        "IdentifierType": "Isin",
        "PreferredIdentifierType": "Ric"
    }
}

Philipp

Great, I will have a look at that!

Philipp

Thx a lot! I will have a look at this right away.

Philipp

We are using this approach now. Works for the bonds in our test cases at the moment.

Philipp

Still we have a problem with exchange codes. In TRTHv1 we are getting 'ETX' for XS1017615920 (RIC XS1017615920=TX) while the DSS result shows for the same RIC a source 'TLX' (see screenshots attached).

Is there a difference between TRTHv1 exchange codes and DSS source fields? If yes, can you provide a mapping we can apply to existing configurations in a data migration?

veerapath.rungruengrayubkul

The DSS source field could be the source that provides price data. The source might not always be exchange, so I do not think it can be converted directly to exchange code.

By the way, I have found this page which provides a mapping between Price Source ("price_src" column) and Exchange Code ("mkt_exch_cd") in case that Price Source is an exchange.

Philipp

We are now using /Search/HistoricalSearch for most of our RIC lookups based on ISIN. It is much closer to the TRTHv1 search than all the other RIC search methods available.

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