Could you please help , how to get Bank of Canada Deposit Rate,US Fed Rate Lower Limit,US Fed Rate H

RB5NBVICDORSupport

Hi ,

Currently we are extracting CDOR rates using DSS Rest API.

Can you please help how to extract below rates using DSS rest API

1. Bank of Canada Deposit Rate

2. US Fed Rate Lower Limit

3. US Fed Rate Higher Limit

Also, could you please let us know whether above rates are available in Refinitive DSS or not.

Shadab Hussain

Hi @RB5NBVICDORSupport,

Thanks for your patience & as I can see a resolution was provided to you by the support team. I'm posting the findings provided here for the reference of other users if anyone else comes across the same issue:

1. Bank of Canada Deposit Rate
Unable to find the Deposit Rate on the source link - https://www.bankofcanada.ca/core-functions/monetary-policy/key-interest-rate/
We do have some data on the below RICs –

RIC Name BID DATE

CADISC= CANADA DISCOUNT 0.50 02-Mar-2022

CAONMFR= CA ON MFR 0.4365 25-Mar-2022

CORRA= CORRA 0.4500 25-Mar-2022

CABANK= CAD DOM IR 0.75 02-Mar-2022

CAPRIME= CANADA PRIME 2.70 03-Mar-2022

2. US Fed Rate Lower Limit
3. US Fed Rate Higher Limit

We do not have separate RICs for US FED RATE Lower and Higher Limit. However, we do have RIC <USFFTARGET=> where the lower and higher limits are updated.

This can be extracted using Intraday Pricing Report only along with the following fields -
Lower -
General Value6
General Value6 Text

Higher –
General Value7
General Value7 Text

Hope this was helpful, and let us know if you have any more questions.

raksina.samasiri

hi @RB5NBVICDORSupport ,

This forum is more for programming-type queries, rather than content queries. I would recommend you to contact the DSS support team directly via MyRefinitiv. However, for this case, ticket number 11083202 was raised on behalf of you and the support team is going to contact you to assist this soon.

raksina.samasiri

hi @RB5NBVICDORSupport

please find an example request to retrieve the Bank of Canada Deposit Rate below

Request (replace the Token with your valid one)

POST /RestApi/v1/Extractions/ExtractWithNotes HTTP/1.1
Host: selectapi.datascope.refinitiv.com
Prefer: respond-async
Content-Type: application/json
Authorization: Token xxxxxxx
Content-Length: 749

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
    "ContentFieldNames": [
      "Trade Date",
      "Universal Close Price"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        { "Identifier": "CADISC=", "IdentifierType": "Ric" },
        { "Identifier": "CAONMFR=", "IdentifierType": "Ric" },
        { "Identifier": "CABANK=", "IdentifierType": "Ric" },
        { "Identifier": "CAPRIME=", "IdentifierType": "Ric" },
        { "Identifier": "CORRA=", "IdentifierType": "Ric" }
      ]
    },
    "Condition": null
  }
}

Response

    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "CADISC=",
            "Trade Date": "2022-04-21",
            "Universal Close Price": 1
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "CAONMFR=",
            "Trade Date": "2022-04-19",
            "Universal Close Price": 0.9301
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "CABANK=",
            "Trade Date": "2022-04-21",
            "Universal Close Price": 1.25
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "CAPRIME=",
            "Trade Date": "2022-04-21",
            "Universal Close Price": 3.2
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "CORRA=",
            "Trade Date": "2022-04-20",
            "Universal Close Price": 0.92
        }
    ],

raksina.samasiri

and here's an example of the request to retrieve US Fed Rate Lower/Higher Limit

Request (replace the Token with your valid one)

 POST /RestApi/v1/Extractions/ExtractWithNotes HTTP/1.1
Host: selectapi.datascope.refinitiv.com
Prefer: respond-async
Content-Type: application/json
Authorization: Token XXXXXXXXX
Content-Length: 596

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "General Value6",
      "General Value6 Text",
      "General Value7",
      "General Value7 Text"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [
      { "Identifier": "USFFTARGET=", "IdentifierType": "Ric" }
      ]
    },
    "Condition": { "ScalableCurrency": true }
  }
}

Response

    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "USFFTARGET=",
            "RIC": "USFFTARGET=",
            "General Value6": 0.25,
            "General Value6 Text": "Lower",
            "General Value7": 0.5,
            "General Value7 Text": "Upper"
        }
    ],

hope this helps