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Mariano Neves da Rocha avatar image
42 ●6 ●6 ●6

Price Corrections through EndOfDayPricingExtractionRequest template

Hello

I can see that the Extract operation using EndOfDayPricingExtractionRequest template has 2 parameters named IsDelta and IsErrorCorrected (under Condition). The API documentation summarizes them as "This option allows you to extract only validated prices that have undergone pricing correction for the trading day"

I have tested this template using both parameters set to true but it appears to make no difference when compared to having them as false.

What I am trying to determine is if there is an way to pull price corrections for a given instruments universe (GovCorp bonds in this particular case).

Please advise.

Thanks

dss-rest-apidatascope-selectdsspricing
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Jirapongse avatar image   Jirapongse

Contacted Troy to answer the question.

wasin.w avatar image   wasin.w

I have contacted the DSS_SWAT team to look into this issue.

Nipat Kunvutipongsak avatar image   Nipat Kunvutipongsak

Escalated this to DSS_SWAT (Thomson-DSS_SWAT@thomson.com) team via email and cc. Troy into the loop as well.

Nipat Kunvutipongsak avatar image   Nipat Kunvutipongsak Nipat Kunvutipongsak

I still haven't received any response from DSS_SWAT nor Troy, so I sent a follow-up email to them again. Its triage has been extended 1 more week.

zoya faberov avatar image   zoya faberov

Hello @Mariano Neves da Rocha,

Thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the most appropriate reply. This will help community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks,

-AHS

3 Answers

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Bruce.Colthup avatar image
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As Troy mentioned, Price Corrections really only exist for Equity, Money, Futures, and Options, and not for Fixed income. The reason is that typically, FI securities are not priced on exchanges, whereas the corrections primary come from Exchanges on the non-FI universe. If you want to question the price for any given FI security, you can use the ASK TRPS functionality in the GUI, or if you prefer the REST API also has the ability to challenge prices.

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Troy Dalldorf avatar image
465 ●3 ●5 ●3

We don’t have correction records for Govcorp. Those two parameters are specifically for Equity, Money and Futures & Options.

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Nipat Kunvutipongsak avatar image   Nipat Kunvutipongsak

Hello @Troy Dalldorf,

It seems like the customer has an additional question. Can you please comeback and assist the customer?

Thanks,

AHS

moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

Hello @Troy Dalldorf,

Client has additional question Can you please help?

Is there any mechanism to pull price corrections for Bonds via Data Scope Select at all or the only way to do so would be by pulling historical prices again?

moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

Hello @Troy Dalldorf,

Can you please help?

Is there any mechanism to pull price corrections for Bonds via Data Scope Select at all or the only way to do so would be by pulling historical prices again?

Thanks,

Upvotes
Mariano Neves da Rocha avatar image
42 ●6 ●6 ●6

Is there any mechanism to pull price corrections for Bonds via Data Scope Select at all or the only way to do so would be by pulling historical prices again? Thanks

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