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question

ricardo.henriquez avatar image
10 2 2 3

Is Straight construction criteria (Corporate Bond)

Hi,

I just want to verify the criteria for the construction of the variable: TR.FiIsStraight, before using it as a filter.

According to the definition:

"Y/N flag indicating whether the bond qualified as "straight", meaning the bond is not callable, putable, convertible, or issued in more than one currency."

However, when looking at bond XS0161488498, it don't see why it is flagged as non straight. Maybe I am missing an additional criteria.

screen-shot-2022-03-10-at-74632-pm.png

df, err = ek.get_data(
    instruments = ['XS0161488498'],
    fields = [
        'TR.FiIsPutable',
        'TR.FiIsCallable',
        'TR.FiIsConvertible',
        'TR.WarrantIssuePriceCurrency',
        'TR.FiCurrency',
        'TR.FiIsDualCurrency',
        'TR.FiIsStraight',
        'TR.FiCouponTypeDescription',
        'TR.FiIsSinkable'
    ]
)
rdp-apirefinitiv-data-platformbonds
10 |1500

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1 Answer

nick.zincone avatar image
11.7k 57 39 60

Hi @ricardo.henriquez

I would recommend you open a ticket within Refinitiv Support to challenge the value defined within the TR.FilStraight and confirm. When I attempt to utilize the Search API, I get a different result, i.e.

ahs.png

response =rdp.Search.search(
    view=rdp.SearchViews.GovCorpInstruments,
    filter="ISIN eq 'XS0161488498'",
    select="CouponTypeDescription,IsStraight,IsConvertible,CouponType, \
            IsWarrant,IsDualCurrency,IsSinkable,IsCallable,IsPutable, \
            ISIN,Currency"
)
response.data.df

ahs.png (7.5 KiB)
1 comment
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Thank you for the response. Two more questions: (i) which method is likely to be more reliable (RDP or Search API)? (ii) How do do you loop your code in order to have the data for 3k+ corporate bonds?