Historical coupon dates for a Bond in REST API

Pashutan
Pashutan
in DSS

Hi,

Could please provide me a complete example on how to get the historical coupon dates for a Bond in DSS REST API?

Thank you very much.

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Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    Hello @modaresi,

    In my best understanding, the request will be BondScheduleExtractionRequest, and it will look similar to:

    {{protocol}}{{host}}{{api}}Extractions/ExtractWithNotes 

    {
       "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.BondScheduleExtractionRequest",
        "ContentFieldNames": [ "RIC", "Coupon Date" , "Coupon Rate", "Coupon Rate Effective Date"],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
          "InstrumentIdentifiers": [
            {                   
                "Identifier": "05490NAG0",
                       "IdentifierType": "Cusip"
                   }
          ]
        },
       "Condition": {
                "BondScheduleTypeCodes": ["COUP"]
            }
      }
    }

    This returns many relevant historical coupon dates for the instrument.

    However, there are several types of BondSchedule extractions, and to meet your specific content requirements, as a customer, I would suggest working through your requirements with a content expert via Refinitiv Helpdesk Online -> Content -> DSS, directly.

    The complete spec of BondScheduleExtractionRequest can be reviewed via DSS API Reference Tree.

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