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Archi avatar image
39 ●2 ●4 ●7

Get Universe Data Into Isins

In a different data provider I could retrieve an investable universe using a search function.

The universe I need is

FI: Aussie (Aussie Fixed Income Securities) +

FI: Aussie issuers (to pick up Aussie companies issuing overseas in different currencies) +

FI: Kangaroo (To pick up overseas companies issues in Aus).

The output put I need is Isins.


I then want to feed these isins into an EOD Datascope Extract query which I have already constructed.

I note DataScope has the search function - GovCorpSearch - however it does not appear to have the search critieria I need.

CurrencyCodes might be useful but there appeared to be isins missing eg. AU3CB0237873 which I know is a non-matured bond issued by Apple.

There also appeared to be no nice search criteria for aussie issuers - issuing overseas in different currencies.

Any ideas on how to achieve this - I have both datascope api and datastream available api - I do not want to perform this on a desktop.

dss-rest-apidatascope-selectdssdatastream-apiweb
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1 Answer

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veerapath.rungruengrayubkul avatar image
11.3k ●25 ●8 ●14

Hi @Archi,

I have tried the following request provided by DSS support on the similar query and can find ISIN AU3CB0237873 in the result. However, I'm not content expert. I would suggest you discuss this with DSS support by opening a query on MyRefinitiv.

END POINT : https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/GovCorpSearch

HEADERS
Authorization: Token <your_auth_token_goes_here>
Prefer: respond-async;odata.maxpagesize=20000
Content-Type: application/json

BODY
{
"SearchRequest":{
"@odata.context":"http://hosted.datascopeapi.reuters.com/RestApi.Help/$metadata#ThomsonReuters.Dss.Api.Search.GovCorpSearchRequest",

"AssetStatuses":["ISS"],
"GovCorpContributorCode":"",
"CountryCode": "AU",
"CurrencyCodes": ["AUD"],
"Group":{
"Agency":"false",
"Government":"true",
"Corporate":"true",
"Supra":"false"
},
"PreferredIdentifierType": "Isin"
}
}
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plantifulansoul avatar image plantifulansoul

Thanks for all the links provided, it is most helpful!
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