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:
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?