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DSS Rest API returns None for content fields

The DSS Rest API returns no values for some ISINs even though there are values present in the composite template accessible through the DSS Web UI.

For example, for US46647PBW59:

Request:

{'ExtractionRequest': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest', 'ContentFieldNames': ['Fitch Rating', 'Moodys Rating', 'S&P Rating', 'Option Adjusted Duration', 'Option Adjusted Spread Duration', 'Econometric Corp Macaulay Duration', 'Econometric Corp Modified Duration', 'EOM OAS Duration', 'EOM Worst Corp Modified Duration', 'Maturity Corp Macaulay Duration', 'Maturity Corp Modified Duration', 'Maturity ISMA Macaulay Duration', 'Maturity 
ISMA Modified Duration', 'Maturity Standard Macaulay Duration', 'Maturity Standard Modified Duration', 'Worst Corp Mac Duration', 'Worst Corp Modified Duration', 'Worst ISMA Macaulay Duration', 'Worst ISMA Modified Duration', 'Worst Standard Macaulay Duration', 'Worst Standard Modified Duration', 'Maturity Corp DV01', 'Maturity Standard DV01', 'Option Adjusted DV01', 'Worst Corp DV01', 'Worst ISMA Dv01', 'Worst Standard Dv01', 'Maturity Corp OTR Term', 'Maturity ISMA Dv01', 'Accrual Date', 'Accrued Interest', 'Ask Clean Price', 'Ask Dirty Price', 'Ask Price', 'Ask Yield', 'Bid Clean Price', 'Bid Dirty Price', 'Bid Price', 'Bid Yield', 'Current Yield', 'Current Yield To Maturity', 'Universal Close Price', 'Universal Close Price Date', 'Currency Code'], 'IdentifierList': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList', 'InstrumentIdentifiers': [{'IdentifierType': 'Isin', 'Identifier': 'US46647PBW59'}]}, 'Condition': None}}


Response:

{'@odata.context': 'https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult', 'Contents': [{'IdentifierType': 'Isin', 'Identifier': 'US46647PBW59', 'Fitch Rating': None, 'Moodys Rating': None, 'S&P Rating': None, 'Option Adjusted Duration': None, 'Option Adjusted Spread Duration': None, 'Econometric Corp Macaulay Duration': None, 'Econometric Corp Modified Duration': None, 'EOM OAS Duration': None, 'EOM Worst Corp Modified Duration': None, 'Maturity Corp Macaulay Duration': None, 'Maturity Corp Modified Duration': None, 'Maturity ISMA Macaulay Duration': None, 'Maturity ISMA Modified Duration': None, 'Maturity Standard Macaulay Duration': None, 'Maturity Standard Modified Duration': None, 'Worst Corp Mac Duration': None, 'Worst Corp Modified Duration': None, 'Worst ISMA Macaulay Duration': None, 'Worst ISMA Modified Duration': None, 'Worst Standard Macaulay Duration': None, 'Worst Standard Modified Duration': None, 'Maturity Corp DV01': None, 'Maturity Standard DV01': None, 'Option Adjusted DV01': None, 'Worst Corp DV01': None, 'Worst ISMA Dv01': None, 'Worst Standard Dv01': None, 'Maturity Corp OTR Term': None, 'Maturity ISMA Dv01': None, 'Accrual Date': 
None, 'Accrued Interest': None, 'Ask Clean Price': None, 'Ask Dirty Price': None, 'Ask Price': None, 'Ask Yield': None, 'Bid Clean Price': None, 'Bid Dirty Price': None, 'Bid Price': None, 'Bid Yield': None, 'Current Yield': None, 'Current Yield To Maturity': None, 'Universal Close Price': None, 'Universal Close Price Date': '2023-10-18', 'Currency Code': 'USD'}], 'Notes': ['Extraction Services Version 17.3.46133 (6b8726ab2c9a), Built Aug  1 2023 18:07:45\r\nHoliday Rollover of Universal Close Price waived.\r\nProcessing started at 10/19/2023 14:54:03.\r\nUser ID: 9022998\r\nExtraction ID: 2000000628594701\r\nCorrelation ID: CiD/9022998/AAAAAA.08abac4540d930b6/RA\r\nSchedule: 0x08abac4540e930b6 (ID = 0x0000000000000000)\r\nInput List (1 items):  (ID = 0x08abac4540e930b6) Created: 10/19/2023 14:54:03 Last Modified: 10/19/2023 14:54:03\r\nReport Template (50 fields): _OnD_0x08abac4540e930b6 (ID = 0x08abac45410930b6) Created: 10/19/2023 14:54:02 Last Modified: 10/19/2023 14:54:02\r\nSchedule dispatched via message queue (0x08abac4540e930b6)\r\nSchedule Time: 10/19/2023 14:54:03\r\nProcessing completed successfully at 10/19/2023 14:54:04, taking 0.436 Secs.\r\nExtraction finished at 10/19/2023 12:54:04 UTC, with servers: x05q22, QSDHA1 (0.0 secs), QSHC14 (0.0 secs)\r\nUsage Summary for User 9022998, Client 109974, Template Type Composite\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type
              Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      1 Equities
                       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']}


However, when we tried accessing data through the web client, we were able to get values for some of the fields like Fitch and Moodys Rating (see attached file).

Test USA.zip

How can we use the API to access this data?

dss-rest-api#technology#product
test-usa.zip (4.2 KiB)
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@maximilian.mayrl

Thank you for reaching to us.

You can try this one:

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
        "ContentFieldNames": [
            "Fitch Rating",
            "Moodys Rating",
            "S&P Rating",
            "Option Adjusted Duration",
            "Option Adjusted Spread Duration",
            "Econometric Corp Macaulay Duration",
            "Econometric Corp Modified Duration",
            "EOM OAS Duration",
            "EOM Worst Corp Modified Duration",
            "Maturity Corp Macaulay Duration",
            "Maturity Corp Modified Duration",
            "Maturity ISMA Macaulay Duration",
            "Maturity ISMA Modified Duration",
            "Maturity Standard Macaulay Duration",
            "Maturity Standard Modified Duration",
            "Worst Corp Mac Duration",
            "Worst Corp Modified Duration",
            "Worst ISMA Macaulay Duration",
            "Worst ISMA Modified Duration",
            "Worst Standard Macaulay Duration",
            "Worst Standard Modified Duration",
            "Maturity Corp DV01",
            "Maturity Standard DV01",
            "Option Adjusted DV01",
            "Worst Corp DV01",
            "Worst ISMA Dv01",
            "Worst Standard Dv01",
            "Maturity Corp OTR Term",
            "Maturity ISMA Dv01",
            "Accrual Date",
            "Accrued Interest",
            "Ask Clean Price",
            "Ask Dirty Price",
            "Ask Price",
            "Ask Yield",
            "Bid Clean Price",
            "Bid Dirty Price",
            "Bid Price",
            "Bid Yield",
            "Current Yield",
            "Current Yield To Maturity",
            "Universal Close Price",
            "Universal Close Price Date",
            "Currency Code",
            "RIC"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "IdentifierType": "Isin",
                    "Identifier": "US46647PBW59",
                    "Source":"*"
                }
            ]
        },
        "Condition": {}
    }
}

I will return several instruments for this ISIN.

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@Jirapongse thank you for your response!

Is there a way to identify what source each instrument refers to? When I tried with the modified request dictionary, the response['Contents'] list contains 44 elements. Is there a way to map this to their respective sources and retrieve it?

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@maximilian.mayrl

Do you mean the "Exchange Code" content field?

            "RIC": "US46647PBW59=TE",
            "Exchange Code": "TWE"
Yes, this is the one, thank you!

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