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Mariano Neves da Rocha avatar image
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Default Pricing Source on DSS

Hi, I am extracting historical "Bid Yield" for Gov/Corp Bonds from DSS via Rest API using TimeSeriesExtractionRequest.

At the moment, I am explicitly using EJV as Pricing Source but I noticed that in some cases it may return nothing. If I remove the Pricing Source, it does return data.

Here are some ISINs as example:

BE6256887967

CH0126325353

DE000A1MBCA5

DE000A1PGNJ5

US65557DAQ43

XS0237883813

XS0531584984

I am wondering what is the default Pricing Source in DSS and if having or not having that as part of the request will make any difference in terms of performance.

Also, is it possible that over time the Pricing Source for a specifc instrument can change and if I don't explicitly specify it in the request I may end-up getting data from different sources?

dss-rest-apidatascope-selectdssrest-apipricing
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Neil Shah avatar image   Neil Shah

Hi Mariano, If this answers your question could you mark it as correct. Thanks

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veerapath.rungruengrayubkul avatar image
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According to the DSS User Guide document, if user does not specify a pricing source when importing bonds into an instrument list. EJV is used as the default pricing source. If no EJV price is available, then price is retrieved from an alternative source.

It might imply that if you specify the EJV pricing source, data can be retrieved only from EJV. and EJV price may not be available for the ISINs you provided.

Hope this help.


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