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ravi_ranjan avatar image
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Extract Govt 10 year yield using API

I need yields for govt issued 10 year bonds I am using the following request body which returns empty data.

 {
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
        "ContentFieldNames": [
            "Yield"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "GB10YT=RR",
                    "IdentifierType": "Ric"
                }
            ],
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2018-01-01T00:00:00.000Z",
            "QueryEndDate": "2018-02-01T00:00:00.000Z",
            "LastEntityOnly": false
        }
    }
}
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1 Answer

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nick.zincone avatar image
13.1k ●61 ●39 ●63

Hi @ravi_ranjan,

I don't believe the data is available for the specific asset you are specifying. According to the Data Content Guide For DataScope Select, this particular field is only available for the Money Market asset type.

I applied all the "yield" fields for this report template as:

Which resulted in this:

You may consider one of these values for your purposes. However, you should contact the Refinitiv HelpDesk for content-specific questions and they can verify and suggest the appropriate field.


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