For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
3 4 6 7

bond schedules extraction

Hello,

I am trying to get bond schedule extraction from Reuter , below is my code. I am sending request for only ONE ISIN. But it returns 8 extraction Row. I want Single row with latest "Coupon Floor Rate" and "Coupon Cap Rate". How can I achieve this.

public class Program
{
private static ExtractionsContext extractionsContext;

private static Uri dssUri = new Uri("https://hosted.datascopeapi.reuters.com/RestApi/v1/");

static void Main(string[] args)
{
var extractionsContext = new ExtractionsContext(new Uri("https://hosted.datascopeapi.reuters.com/RestApi/v1/"), "userid", "pwd", clientSessionId: "24d26ef6-f602-49fe-a901-74490e6d5658");

extractionsContext.Preferences.WaitSeconds = 5;


var extractionRequestbond = new BondScheduleExtractionRequest
{
IdentifierList = InstrumentIdentifierList.Create(
new[] { new InstrumentIdentifier { Identifier = "XS0205055675", IdentifierType = IdentifierType.Isin },

}, null, false),
ContentFieldNames = new[] { "Coupon Floor Rate", "Coupon Cap Rate", "Asset Type" },
Condition = new BondScheduleCondition
{
BondScheduleTypeCodes = new[] { "COUP" }
}
};


ExtractionResult extraction = null;

ThomsonReuters.Dss.Core.RestApi.DssCollection<ExtractionRow> extractedRows = new ThomsonReuters.Dss.Core.RestApi.DssCollection<ExtractionRow>();

try
{
extraction = extractionsContext.ExtractWithNotes(extractionRequestbond);
extractedRows = extraction.Contents;

foreach (ExtractionRow extractonRow in extractedRows)
{
List<object> RowValues = new List<object>();
foreach (var field in extractonRow.DynamicProperties)
{
Console.WriteLine(field.Key + " : " + field.Value);
}
}

}

catch (Exception ex)
{

}

Console.ReadKey();

}
}

dss-rest-apidatascope-selectdss
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.

@vaibhav.korade

Hi.

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

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

Else please post again offering further insight into your question.

Thanks

AHS

@vaibhav.korade

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

Thanks,

AHS

Upvotes
Accepted
61 1 0 0

The Bond Schedule template by nature returns more than one row for a given asset_id. This schedule combines two views: one that shows the historical coupons and one that defines the rules that will govern the interest calculation. You are interested in the latter of the two, but as all rows are combined, you'd have to write the query to just pull the row you want. This particular bond you are looking at is a fixed to float bond. The key field you need to add a condition on is "Interest Effective Date". If this column is NULL, you want to ignore it. For this bond, 2 of the 8 rows have a non-null Interest Effective Dates. You want to make sure to pick the one that is currently effective. It is not always the maximum date; you will have to compare all of the non-null Interest Effective Dates, and compare that with today's date, and then you can return the one row. In this case, the cap is 8, and the floor is 0.

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.

@Bruce.Colthup

Do you mean that I need to pickup the row who have latest "Interest Effective Date". And then pickup required field value from that Row.

Hi @vaibhav.korade

If you're looking for the latest values for cap and floor rates, then yes, you need to pick the row with the latest non null Interest Effective Date. However, since the value of the latest Interest Effective Date may be in the future, if you're looking for the cap and floor rates that are in effect today, you need to pick the row with the latest Interest Effective Date that is less or equal to today's date.

I hope this clarifies.

Upvotes
11.3k 25 9 14

@vaibhav.korade

I have added more fields related to coupon effective date:

"Coupon Rate Effective Date" and "Interest Effective Date" and found differences in the fields. The 8 extraction rows might be due to the difference of the effective date.

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.

@veerapath.rungruengrayubkul , I want latest data for that fields. I am expecting For one ISIN single row response from Reuter with latest values of these fields. How to do this.

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.