Extract Govt 10 year yield using API

ravi_ranjan
ravi_ranjan
in DSS

I need yields for govt issued 10 year bonds I am using the following request body which returns empty data.

 {
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
        "ContentFieldNames": [
            "Yield"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "GB10YT=RR",
                    "IdentifierType": "Ric"
                }
            ],
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2018-01-01T00:00:00.000Z",
            "QueryEndDate": "2018-02-01T00:00:00.000Z",
            "LastEntityOnly": false
        }
    }
}
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Best Answer

  • nick.zincone
    nick.zincone
    Answer ✓

    Hi @ravi_ranjan,

    I don't believe the data is available for the specific asset you are specifying. According to the Data Content Guide For DataScope Select, this particular field is only available for the Money Market asset type.

    I applied all the "yield" fields for this report template as:

    image

    Which resulted in this:

    image

    You may consider one of these values for your purposes. However, you should contact the Refinitiv HelpDesk for content-specific questions and they can verify and suggest the appropriate field.

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