Currently, we get prefixed benchmarks like TONA TSR by old-style data flow but for the new benchmark

Currently, we get prefixed benchmarks like TONA TSR by old-style data flow from Refinitv but for the new benchmark like TONA compounding rate, we get it by using IPA service. Is there a way to get the rate of SOFR ICE Swap Rate and FB of it?

Best Answer

  • Hi @Elvie Jane

    I would suggest you reach out to the Refinitiv Helpdesk to determine if the IPA service will provide the SOFR ICE Swap Rate. This site is dedicated to the usage of APIs and does not have a deep understanding of the content details and if those details are provided.

    That being said, it might be helpful if you provide the mechanism/API calls you were doing using the "old-style data flow" and the code samples of how you are presently accessing data via IPA. This may help guide someone on these forums to provide some code samples.