Auction day yield for WI notes

We have a use case that we need to handle real-time - we are looking to get official Auction yield rate on the day of the WI auction: -

Would you know which fields/ conditions we should look for to receive WI official Auction yield rate for WI notes (2 year - 30 years) on the Auction day or the day after?

Can we request this as a Snapshot - one time only request (4:30pm ET)?

What should we use as a RIC code in these cases? if any of these are available on request at the end of the day – 4:30 PM ET on the auction day.

Best Answer

  • @spence

    This forum is dedicated to technical queries on our APIs. But this question seems to be data questions regarding the fileds and RIC for your specific requirement. The best resource for content search and explanation questions such as this one is Refinitiv Helpdesk, you can submit a data query against Elektron Real-Time via Get Support on MyRefinitiv page.