Datascope Rest API-Trade date is Null

Eagle

Hi,When I requested SOFR TERM in the API, only the Trade date was NULL. Why is this?

{

"@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",

"Contents": [

{

"IdentifierType": "Ric",

"Identifier": ".SR1M",

"RIC": ".SR1M",

"Instrument Snap Time": "06/06/2022 13:06:39",

"Trade Date": "2022-06-03",

"Trade Time": null,

"Primary Activity": 1.14262,

"Money Market Value Date": "2022-06-03",

"Previous Close Date": "2022-06-02"

}

],

"Notes": [

"Extraction Services Version 16.0.43633 (806c08a4ae8f), Built May 9 2022 17:21:07\r\nProcessing started at 06/06/2022 13:06:39.\r\nUser ID: 9028759\r\nExtraction ID: 2000000405169044\r\nCorrelation ID: CiD/9028759/AAAAAA.080a7299fa9df4de/RA\r\nSchedule: 0x080a7299faadf4de (ID = 0x0000000000000000)\r\nInput List (1 items): (ID = 0x080a7299faadf4de) Created: 06/06/2022 13:06:39 Last Modified: 06/06/2022 13:06:39\r\nReport Template (13 fields): _OnD_0x080a7299faadf4de (ID = 0x080a7299fabdf4de) Created: 06/06/2022 13:06:37 Last Modified: 06/06/2022 13:06:37\r\nSchedule dispatched via message queue (0x080a7299faadf4de)\r\nSchedule Time: 06/06/2022 13:06:39\r\nNo prices needed currency scaling.\r\nReal-time data was snapped at 06/06/2022 13:06:39.\r\nProcessing completed successfully at 06/06/2022 13:06:39, taking 0.315 Secs.\r\nExtraction finished at 06/06/2022 04:06:39 UTC, with servers: x15q30, QSDHA1 (0.0 secs), QSHC11 (0.0 secs)\r\nNo embargo required for this report.\r\nUsage Summary for User 9028759, Client 112896, Template Type Intraday Pricing\r\nBase Usage\r\n Instrument Instrument Terms Price\r\n Count Type Subtype Source Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n 1 Equities N/A N/A\r\n-------\r\n 1 Total instrument charged.\r\n 0 Instruments with no reported data.\r\n=======\r\n 1 Instrument in the input list.\r\nNo Evaluated Pricing Service complex usage to report -- 1 Instrument in the input list had no reported data.\r\n"

]

}

gareth.teage

Hi @Eagle ,

For this RIC the rate is provided at a fixing time.

Please see : Refinitiv DataScope Select Data Content Guide, tab: Field Definitions, filter on Report Name = 'Intraday Pricing', in column CX of the current Excel guide ('Intraday Pricing Data Retrieval Rule') I have taken those FIDs with 10:00 in and provided results of when they are/aren't mapped from Elektron:

FIDIntraday Pricing Mapping6699No DSS Mapping To FID Found14266Last Trade Price Timestamp
14304No DSS Mapping To FID Found

For this RIC it would look as though 'Last Trade Price Timestamp' can be used to get the time of fixing for this RIC.

Best regards,

Gareth

Jirapongse

@Eagle

I don't have permission to access this RIC so I am unable to check the data.

First, you can try setting the AllowOpenAccessInstruments to true in the request and then check the content again.

 "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": ".SR1M",
                    "IdentifierType": "Ric"
                }
            ],
            "ValidationOptions": {              
                "AllowOpenAccessInstruments": true
            }
        },

If it doesn't help, please contact the Datascope Select support team directly via MyRefinitiv to verify the content.

Eagle

My previous question was wrong. The correct question was that "the Trade Time was Null."

Requested "AllowOpenAccessInstruments" as true, but Trade time was null

I am able to get the trade rate, but only the time is Null

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
        "ContentFieldNames": [
            "RIC",
            "Instrument Snap Time",
            "Trade Date",
            "Trade Time",
            "Primary Activity",
            "Money Market Value Date",
            "Previous Close Date"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": ".SR3M",
                    "IdentifierType": "Ric"
                }
            ],
            "ValidationOptions": {
                "AllowOpenAccessInstruments": true
            }
        },
        "Condition": {
            "ScalableCurrency": true
        }
    }
}

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": ".SR3M",
            "RIC": ".SR3M",
            "Instrument Snap Time": "06/06/2022 23:41:31",
            "Trade Date": "2022-06-06",
            "Trade Time": null,
            "Primary Activity": 1.4811,
            "Money Market Value Date": "2022-06-06",
            "Previous Close Date": "2022-06-03"
        }
    ],
    "Notes": [
        "Extraction Services Version 16.0.43633 (806c08a4ae8f), Built May  9 2022 17:21:07\r\nProcessing started at 06/06/2022 23:41:31.\r\nUser ID: 9028759\r\nExtraction ID: 2000000405361632\r\nCorrelation ID: CiD/9028759/AAAAAA.080ad4d0a22df576/RA\r\nSchedule: 0x080ad4d0a23df576 (ID = 0x0000000000000000)\r\nInput List (1 items):  (ID = 0x080ad4d0a23df576) Created: 06/06/2022 23:41:31 Last Modified: 06/06/2022 23:41:31\r\nReport Template (13 fields): _OnD_0x080ad4d0a23df576 (ID = 0x080ad4d0a24df576) Created: 06/06/2022 23:41:28 Last Modified: 06/06/2022 23:41:28\r\nSchedule dispatched via message queue (0x080ad4d0a23df576)\r\nSchedule Time: 06/06/2022 23:41:30\r\nNo prices needed currency scaling.\r\nReal-time data was snapped at 06/06/2022 23:41:31, it was scheduled to snap at 06/06/2022 23:41:30.\r\nProcessing completed successfully at 06/06/2022 23:41:31, taking 0.130 Secs.\r\nExtraction finished at 06/06/2022 14:41:31 UTC, with servers: x15q22, QSDHA1 (0.0 secs), QSHC19 (0.0 secs)\r\nNo embargo required for this report.\r\nUsage Summary for User 9028759, Client 112896, Template Type Intraday Pricing\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type                                Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      1 Equities                                                         N/A            N/A\r\n-------\r\n      1 Total instrument charged.\r\n      0 Instruments with no reported data.\r\n=======\r\n      1 Instrument in the input list.\r\nNo Evaluated Pricing Service complex usage to report -- 1 Instrument in the input list had no reported data.\r\n"
    ]
}

Eagle

Thanks for the answer.I was able to get a "Last Trade Price Timestamp ".