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Data query - Translate Eikon Excel functions into DDS API Calls
I need to convert an Excel file using Eikon to an application using the DDS API.
My problem currently is figuring out what instrument/identifier types to use to get for example moody ratings for Australia ten-year bonds.
The following is an example of the current Excel function:
TR(“AU10YT=RR”,"TR.FiIssuerMoodysRating","RatingScope=DMS")
I looked at the documentation but it seems to be more around the technical side of building up the query and the fields available. (https://developers.thomsonreuters.com/datascope-select-dss/datascope-select-rest-api/docs?content=6072&type=documentation_item)
My question is more data related - where do I find this data within DDS?
Refer to Data Item Browser, TR.FiIssuerMoodysRating is Issuer Moodys Long Rating.
You can get Moodys Issuer Long Rating from DSS by using the Composite report template. The endpoint is Extractions/Extract. The request is:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
"ContentFieldNames": [
"Instrument ID",
"Moodys Issuer Long Rating"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"ValidationOptions":{
"UseExchangeCodeInsteadOfLipper":true
},
"InstrumentIdentifiers": [
{
"Identifier": "AU10YT=RR",
"IdentifierType": "Ric"
}
]
}
}
}
The response is:
{
"@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)",
"value": [
{
"IdentifierType": "Ric",
"Identifier": "AU10YT=RR",
"Instrument ID": "AU10YT=RR",
"Moodys Issuer Long Rating": "Aaa"
}
]
}
For more information regarding On Demand composite extraction, please refer to REST API Tutorial 8: On Demand composite extraction.
You can also find a list of all available fields in DSS from Data Content Guide for DataScope Select.