For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
5 3 4 5

Retireve prices based on overriden price contributor through User Defined Identifer2 -- DSS API -- .Net SDK

Hi Team,

Currently we are using DSS .Net SDK solution (API) to get pries using ‘’Premium End of Day Pricing’ template.

As per the user guide if we pass User Defined Identifier2 with a value ‘CPL,PA’ it will override the default price source and prices will retrieved based on overridden price source.

This is not working with SDK solution and the default price source prices are always retrieved.

Could someone share any sample code how we can accomplish this?

dss-rest-apidatascope-selectdss.net
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
82.6k 279 53 77

@mithun.ghosh

There is an attribute named Source in the InstrumentIdentifer.

instrumentIdentifiers[0] = new InstrumentIdentifier
{
    IdentifierType = IdentifierType.Isin,
    Identifier = "US47770VBQ23",
    Source = "MB1"               
};

However, if I search for US47770VBQ23 in the DSS GUI. There are two sources (EJV and MB1) for US47770VBQ23.



1599103380901.png (63.9 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
82.6k 279 53 77

@mithun.ghosh

As I know, User Defined Identifiers are used for internal auditing and tracking purposes. It likes closures for identifiers.

You can specify User Defined Identifiers in instruments:

 instrumentIdentifiers[0] = new InstrumentIdentifier
 {
     IdentifierType = IdentifierType.Ric,
     Identifier = "IBM.N",
     UserDefinedIdentifier = "EQUITYTEST"
 };
 instrumentIdentifiers[1] = new InstrumentIdentifier
 {
     IdentifierType = IdentifierType.Cusip,
     Identifier = "438516AC0",
     UserDefinedIdentifier = "BONDTEST"
 };

Then, you can retrieve it in the ExtractionRow.

 foreach (ExtractionRow row in extractionDataRows)
 {
     Console.WriteLine(row.UserDefinedIdentifier);
...

Can you point me to the user guide that mentions " if we pass User Defined Identifier2 with a value ‘CPL.PA’ it will override the default price source and prices will be retrieved based on overridden price source."?


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

When we extract from DSS portal, we are able to override price source by creating instrument list in this format

Eg. if default source for this instrument is EJV, but we want to override with CPL


Identifier Type, Identifier, User Defined Identifier, Price Source

ISN,US47770VBQ23,,CPL,


Also screenshot from user guide. How do we accomplish this through .NET SDK API?

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.