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vuk.magdelinic avatar image
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Cannot fetch high yield and low yield

When I try to fetch high yield and low yield for

{'IdentifierType': 'Ric', 'Identifier': '89352HAD1='}

in python using dss. It showed me that 

{"error":{"message":"Validation Error:\r\n\r\nInvalid content FieldName \"High Yield\"\r\nInvalid content FieldName \"Low Yield\""}}

and 

requests.exceptions.HTTPError: 400 Client Error: Bad Request for url: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw

Also, the mid yield is empty but on dss web ui, I can see the values of High Yield, Low Yield and Mid Yield for this ric. What's the problem? The following is the request type.

'#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest'

screen-shot-2021-11-26-at-11208-pm.png

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wasin.w avatar image   wasin.w

Hello @vuk.magdelinic

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

raksina.samasiri avatar image   raksina.samasiri

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

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Jirapongse avatar image
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@vuk.magdelinic

"High Yield" and "Low Yield" fields are available in the "Price History" and "Intraday Pricing".

For example, I can use the following request to retrieve the data.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
        "ContentFieldNames": [            
            "RIC",
            "Trade Date",            
            "Yield",
            "Open Yield",
            "High Yield",
            "Low Yield"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "89352HAD1=",
                    "IdentifierType": "Ric"
                }
            ],
            "ValidationOptions": {
                "AllowHistoricalInstruments": true
            },
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "AdjustedPrices": true,
            "QueryStartDate": "2021-11-01T00:00:00.000Z",
            "QueryEndDate": "2021-11-29T00:00:00.000Z"
        }
    }
}

The output is:

1638182837862.png

You can refer to the Refinitiv DataScope Select Data Content Guide for available fields in each report template.



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