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dimitrakopoulos avatar image
24 ●2 ●3 ●5

Convention of Pricing (Percentages)

While placing the service call { {protocol}}{ {host}}{ {api}}Extractions/ExtractWithNotes with the following body:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "Trade Date",
      "Universal Close Price",
      "Currency Code",
      "Exchange Code"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [
          { "Identifier": "US212616010=RRPS", "IdentifierType": "Ric"}
      ]
      },
    "Condition": {
      "AdjustedPrices": false,
      "QueryStartDate": "1980-01-01T00:00:00.000Z",
      "QueryEndDate": "2020-03-12T00:00:00.000Z"
    }
  }
}

, the data returned is in percentage form (e.g. 100.4325, 99.125 etc.) - this of course makes sense since the specific Ric is a Bond (ISIN USU0242AAD47 to be precise). Is there any attribute we could request back in the ContectFieldNames node that would indicate the returned price is a percentage? We are looking into converting the data to nominal prices (i.e. 1.004325, 0.99125 etc.) hence we would need an identifier that would help us distinguish whether we should divide by 100.00 or not.

dss-rest-apidatascope-selectdsspricingbonds
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4 Answers

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zoya faberov avatar image
32.2k ●40 ●11 ●19

Hello @dimitrakopoulos,

To me, it seems, this will work, and will save you an extra search request.

I would either test it on all different types of instruments on your requirements list, to confirm that the granularity of Asset Type is always sufficient for this purpose,

Or, as a customer, you can confirm if this will be sufficient with Refinitiv content experts, by opening a support case on Refinitiv Content Helpdesk online, or over the phone, dialing your local Refinitiv Helpdesk number.

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zoya faberov avatar image
32.2k ●40 ●11 ●19

Hello @dimitrakopoulos,

Don't think there is such as you describe, but instead you may be able to know when it's a percentage by running a search that returns InstrumentType.

For example

{
                {protocol}}{
                {host}}{
                {api}}Search/InstrumentSearch
{
  "SearchRequest": {
    "InstrumentTypeGroups": [
      "CollatetizedMortgageObligations",
      "Commodities",
      "Equities",
      "FuturesAndOptions",
      "GovCorp",
      "MortgageBackedSecurities",
      "Money",
      "Municipals",
      "Funds"
    ],
    "IdentifierType": "Ric",
    "Identifier": "US10YT=RRPS,JPY=,IBM.N, INVALID.RIC",
    "PreferredIdentifierType": "Ric"
  }
}

Results in

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Content.ValidatedInstrument)",
    "value": [
        {
            "Identifier": "IBM.N",
            "IdentifierType": "Ric",
            "Source": "NYS",
            "Key": "VjF8MHgwMDAzZGQwMDEzNzlkNDYwfDB4MDAwM2RjMDA0YTAyNGZkOHxOWVN8RVFRVXxFUVRZfE9EU0h8RXx8SUJNLk58MDA3Nw",
            "Description": "INTERNATIONAL BUSINESS MACHINES ORD",
            "InstrumentType": "EquityQuote",
            "Status": "Valid"
        },
        {
            "Identifier": "JPY=",
            "IdentifierType": "Ric",
            "Source": "RCT",
            "Key": "VjF8MHgwMDEwMGIwMDAzMGE5MDEyfDB4MDAwM2RjMDAzNDcyZjc2ZXxSQ1R8TU5RVXxNT05ZfE1PTll8WXx8SlBZPXwwMTQz",
            "Description": "US Dollar/Japanese Yen FX Spot Rate",
            "InstrumentType": "MoneyMarketQuote",
            "Status": "Valid"
        },
        {
            "Identifier": "US10YT=RRPS",
            "IdentifierType": "Ric",
            "Source": "EJV",
            "Key": "VjF8MHgwMDEwMmM4ZmU4ODQyMWZlfDB4MDAxMDJjNjYzNmFlMjFlM3xFSlZ8R0NCRHxHT1ZUfEdCTkR8R3xOfFVTMTBZVD1SUlBTfEdPUlA",
            "Description": "UST    0.625 05/15/30",
            "InstrumentType": "GovCorpBond",
            "Status": "Valid"
        }
    ]
}


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Upvotes
zoya faberov avatar image
32.2k ●40 ●11 ●19

To see the complete reference on any DSS Request API request, refer to REST API Reference Tree

and for additional clarification from Refinitiv content experts, as a customer, use Refinitiv Content Helpdesk to open a support case in product=DSS by "I need help finding content".

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dimitrakopoulos avatar image
24 ●2 ●3 ●5

Thank you for your quick answer! Would it be an option to also use the "Asset Type" attribute delivered by the { {protocol}}{ {host}}{ {api}}Extractions/ExtractWithNotes call? Is this a sort of identifier that could be used to distinguish between percentage prices and normal prices?


screenshot-2020-06-09-at-083443.png (266.8 KiB)
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