Currency not populated (set to null)

ramsundar.govindarajan
ramsundar.govindarajan
in DSS

I tried to send in the folllowing request to DSS end point.


{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
        "ContentFieldNames": [
            "Trade Date",
            "Universal Close Price",
            "Currency Code",
            "Mid Dirty Price",
            "Modified Duration",
            "FXIR Scaling Factor"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                
                {
                    "Identifier": "IE00BMYDM794",
                    "IdentifierType": "Isin"
                }
            ]
        },
        "Condition": {
            "AdjustedPrices": true,
            "QueryStartDate": "2022-01-03T00:00:00+01:00",
            "QueryEndDate": "2023-01-09T00:00:00+01:00"
        }
    }
}


I see no currency populated in the response field. A sample element looked like this.


        {
            "IdentifierType": "Isin",
            "Identifier": "IE00BMYDM794",
            "Trade Date": "2022-01-03",
            "Universal Close Price": null,
            "Currency Code": null,
            "Mid Dirty Price": null,
            "Modified Duration": null,
            "FXIR Scaling Factor": null
        }


Is it normal to see null values for currency code ? What are the workarounds / best practices to get the currency of the ISIN then ?

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @ramsundar.govindarajan

    Thanks for reaching out to us.

    I got the same data (null) as yours. You need to contact the Datascope Select support team directly via MyRefinitiv to verify the content.

    However, if I set the source of the ISIN code in the request, the currency code is populated properly.

    {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
            "ContentFieldNames": [
                "Trade Date",
                "Universal Close Price",
                "Currency Code",
                "Mid Dirty Price",
                "Modified Duration",
                "FXIR Scaling Factor"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    
                    {
                        "Identifier": "IE00BMYDM794",
                        "Source": "FRA",
                        "IdentifierType": "Isin"
                    }
                ]
            },
            "Condition": {
                "AdjustedPrices": true,
                "QueryStartDate": "2023-01-03T00:00:00+01:00",
                "QueryEndDate": "2023-01-09T00:00:00+01:00"
            }
        }
    }

    The output is:

            {
                "IdentifierType": "Isin",
                "Identifier": "IE00BMYDM794",
                "Trade Date": "2023-01-03",
                "Universal Close Price": 4.654,
                "Currency Code": "EUR",
                "Mid Dirty Price": null,
                "Modified Duration": null,
                "FXIR Scaling Factor": null
            },

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