Get Universe Data Into Isins
In a different data provider I could retrieve an investable universe using a search function.
The universe I need is
FI: Aussie (Aussie Fixed Income Securities) +
FI: Aussie issuers (to pick up Aussie companies issuing overseas in different currencies) +
FI: Kangaroo (To pick up overseas companies issues in Aus).
The output put I need is Isins.
I then want to feed these isins into an EOD Datascope Extract query which I have already constructed.
I note DataScope has the search function - GovCorpSearch - however it does not appear to have the search critieria I need.
CurrencyCodes might be useful but there appeared to be isins missing eg. AU3CB0237873 which I know is a non-matured bond issued by Apple.
There also appeared to be no nice search criteria for aussie issuers - issuing overseas in different currencies.
Any ideas on how to achieve this - I have both datascope api and datastream available api - I do not want to perform this on a desktop.
Best Answer
-
Hi @Archi,
I have tried the following request provided by DSS support on the similar query and can find ISIN AU3CB0237873 in the result. However, I'm not content expert. I would suggest you discuss this with DSS support by opening a query on MyRefinitiv.
END POINT : https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/GovCorpSearch
HEADERS
Authorization: Token <your_auth_token_goes_here>
Prefer: respond-async;odata.maxpagesize=20000
Content-Type: application/json
BODY
{
"SearchRequest":{
"@odata.context":"http://hosted.datascopeapi.reuters.com/RestApi.Help/$metadata#ThomsonReuters.Dss.Api.Search.GovCorpSearchRequest",
"AssetStatuses":["ISS"],
"GovCorpContributorCode":"",
"CountryCode": "AU",
"CurrencyCodes": ["AUD"],
"Group":{
"Agency":"false",
"Government":"true",
"Corporate":"true",
"Supra":"false"
},
"PreferredIdentifierType": "Isin"
}
}0
Answers
-
Thanks for all the links provided, it is most helpful!
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