We have a use case that we need to handle real-time - we are looking to get official Auction yield rate on the day of the WI auction: -
Would you know which fields/ conditions we should look for to receive WI official Auction yield rate for WI notes (2 year - 30 years) on the Auction day or the day after?
Can we request this as a Snapshot - one time only request (4:30pm ET)?
What should we use as a RIC code in these cases? if any of these are available on request at the end of the day – 4:30 PM ET on the auction day.