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Archi avatar image
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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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zoya faberov avatar image   zoya faberov

Hello @Archi,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

Jirapongse avatar image   Jirapongse

@Archi

Hi,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS


1 Answer

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veerapath.rungruengrayubkul avatar image
11.3k ●25 ●9 ●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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