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Archi avatar image
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Datascope Best Source for Bond EOD Dirty Price per 100

What are the best fields to use to get an EOD Bond Dirty Price per 100.

I noticed Dirty Price is always blank.

Mid Dirty Price is provided:102.866,

but is it better to do a Close Price Plus Accrued Interest: 103.265 ?


They produced different numbers?


Thanks,

Adam



"IdentifierType": "Isin",

"Identifier": "AU3CB0206027",

"Trade Date": "2022-04-05",

"Ticker": "BNGBA",

"Security Description": "BNGBA 4.750 03/06/23 MTN",

"ISIN": "AU3CB0206027",

"Currency Code": "AUD",

"Close Price": 102.852,

"Dirty Price": null,

"Mid Dirty Price": 103.279,

"Mid Clean Price": 102.866,

"Option Adjusted Spread": 42.737738,

"Conversion Ratio": null,

"Accrued Interest": 0.413



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zoya faberov avatar image
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Hello @Archi ,

This forum can be of most help to you with DSS API usage questions.

For DSS content, the best and most efficient way to get answers is to engage with DSS content experts directly via Refinitiv Helpdesk Online -> Content -> DSS.

Let us know if you are able to proceed, or would like us to open a content case on your behalf?

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