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27 8 13 13

Chain RICS for US Govt Treasury

Hi

I am using Chain RICS to get data for US bond treasuries but its throwing error, does not recognize RICs I am passing as input. If I am passing input RICs (belong to US bonds) as --

9128283U2=,9128283V0=,9128284H0=,9128284L1=,9128284N7=,912810SC3=,9128284U1=,912828XZ8=,9128285U0=,9128285M8=,9128285T3=,9128285R7=,9128285S5=

It throws an error. Are the above RICs valid? Do they belong to US chain RICs? How to know, if these are valid RICs?

But passing the below RICs (EURO RICs) gives the data

EURAB6E1Y=,EURAB6E2Y=,EURAB6E3Y=,EURAB6E4Y=,EURAB6E5Y=,EURAB6E6Y=,EURAB6E7Y=,EURAB6E8Y=,EURAB6E9Y=,EURAB6E10Y=

My code to get chain RICs is :

MarketPrice theMarketPrice;

str = "9128283U2=";

theMarketPrice = new MarketPrice.Builder()

.withOmmConsumer(ommConsumer)

.withName(str)

.withServiceName("ELEKTRON_DD")

.withSynchronousMode(AUTO_DISPATCH)

.build();

theMarketPrice.open();

Thanks

Dhruv


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Hello @dhruv.arora,

I am glad that you have found what you were looking for, this is most important. After equal comes the source of the treasury quote, i.e. 9128284H0=RRPS is Refinitiv Evaluated, while 9128284H0= TWEB is from Tradeweb. It's important to request the RICs that your user id is permissioned for.

To be precise, a chain RIC in our terminology ( please see the article link above) is the RIC that carries links to other RICs, and not the values such as prices. The RICs you mention carry prices. Hope this clarification helps.

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Hello @dhruv.arora,

Both sets of RICs that you list appear to be valid RICs.

None of the RICs that you list appear to be "chain RICs", i.e. their fields are links to other RICs to be retrieved, to better understand what chains are, please see This article about chains. The RICs that you list are are all quote level RICs.

For example "0#TUS:" or "0#.DJI" are chain RICs.

I think the reason you are not seeing the first set of RICs may be that you are not permissioned. If you believe you should be permissioned, I would like to suggest to check with your Refinitiv account manager on this.

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27 8 13 13

I checked from Refinitiv Account Manager, these are chain RICs and should be suffixed with RRPS. For example, 9128283U2= should be 9128283U2=RRPS. I tried that and it worked for me.

Thanks

Dhruv

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