Is there a way to obtain all static data for treasuries, for on the run and off the run?
By static data, I mean values such as COUPON, ISSUE_DATE, MATURITY_DATE, CUSIP, SECTOR.
Off-the-run treasuries can change from one day to the next, hence I want a way to query this from a Java side UPA process. I will then use the static data to subscribe to relevant bonds to get the bid and ask.
Perhaps there is a chain type construct to achieve this?
Is there a way to obtain all static data for treasuries, for on the run and off the run?
By static data, I mean values such as COUPON, ISSUE_DATE, MATURITY_DATE, CUSIP, SECTOR.
Off-the-run treasuries can change from one day to the next, hence I want a way to query this from a Java side UPA process. I will then use the static data to subscribe to relevant bonds to get the bid and ask.
Perhaps there is a chain type construct to achieve this?
You can obtain those data from their respective fields.
However, the fields are on the bond RIC itself, so you would have to subscribe to all of them to get all data.
The SpeedGuide page US/GOVT1 contains the list of chains that hold the on-the-run and off-the-run US treasuries. You can use the SpeedGuide tool to access the page.
