question

Upvotes
Accepted
1 0 1 1

Field for accessing intraday bond yields

I'm trying to pull intraday yields on 10-year German and Japanese bonds using the REST API, but I'm not certain what field(s) to submit. I'm using RICs DE10YT=RRPS and JP10YT=RRPS. I believe the yield numbers should be available because they appear on the GUI (image below), but Close Ask Yld and Close Bid Yld don't appear to work as fields for intraday requests.


tick-history-rest-apihistoricalbondsyield
1603470755752.jpeg (44.7 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.

@christine.i.black

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

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

· Write an Answer
Upvote
Accepted
32.2k 40 11 20

Hello @christine.i.black,

Two ways to examine the list of available fields per request type:

We can request the list of all available fields for the specific type of request ( for example, TickHistoryTimeAndSales), using GetValidContentFieldTypes request:

{ {protocol}}{ {host}}{ {api}}Extractions/GetValidContentFieldTypes(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryTimeAndSales')

You can learn more of this request in one Refinitiv Tick History (RTH) - REST API Tutorials,

for example REST API Tutorial 4: On Demand tick data extraction -> Section "Get available field list for tick data - HTTP request".

The tutorial goes over tool called Postman and includes a download link to a Postman request collection that allows to easily test and tune your request.

Once you have had a chance to examine all fields for your target request type, there appears to be several different yield fields available

You can request the ones selected.

The other way is to examine Tick History Data Coverage Guide data_coverage_guide.xls, tab Field Descriptions, and select based on this info.


yield.gif (47.0 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.

This was extremely useful. Thank you!

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.