We are getting an interest rate file but 2 specific RIC Codes EONIA= and SARON.S are coming on separate files and we would like to receive 1 file for all rates. Does anyone know why these are coming separately and if they can be combined w/ the rest of the rates we are receiving?
Thanks to the file names you sent I found the explanation.
You must be running an Intraday request (which retrieves a snapshot of the current prices).
An Intraday request will:
You can see your permissions for individual venues in the 3rd party permissions screen. As an example, SARON.S is part of SWX, search for SIX SWISS EXCHANGE and check under VTX (yes, instruments were moved between VTX and SWX). I'm guessing that for VTX you should see Delayed in column Permission.
When data is embargoed you have the choice of:
You can change the behavior using these 3 settings in the Preferences screen:
I hope this helps to clarify what you observe, which is an expected behavior.
Attached rjo-interest-rate-ric-code-list.pngis the list of RIC Codes setup on our instrument list, however as mentioned above, the 2 highlighted RIC codes keep getting sent in their own file and are not included w/ the others. We want to receive 1 file that contains rates for all these RIC codes, but I don't know how to get this accomplished. Hope that clarifies the exact request.
rjo-interest-rate-set-v1-201811221250min.txtrjo-interest-rate-set-v1.txtI log into Datascope Select then I went to the custom solutions > instrument lists. I'm attaching 2 txt files since I can't attach all 4, one is the extract instrument list and the other is a file received with only EONIA= and not all other RICs. One file has a majority of the RIC Codes from the instrument list but the other 2 files contain just the 2 RIC codes that have been recently added (SARON.S and EONIA=). Again what I want to know is why these 2 are being sent on separate files and how can I make sure these are combined going forward. Thanks again.
Thanks for clarifying, this is very helpful. Just one last question, is there any way to have different preferences for different extract files? I'd like to have a new file w/ a complete report and another with partial non-embargoed data, however I'm not sure if this possible or not. If you can let me know that'd be much appreciated.