question

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duncan.sands avatar image
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Wrong currency EUR for RIC FLTRF.L

The latest bulk quotes file says the currency for 1-55836052673 (FLTRF.L) is 1-500111. However this is wrong, it is traded in GBp (pennies). I confirmed this using other Thomson-Reuters products, as well as other data vendors and the exchange itself.

I have a theory as to how it got this way: the currency used to be EUR but changed to GBp on 2019-05-27. PermID doesn't seem to support GBp properly: GBp quotes usually have no currency. Probably rather than replacing EUR with null, it left the EUR value alone (a bug).

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1 Answer

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Jirapongse avatar image
38.1k ●71 ●35 ●53

@duncan.sands

I can see the problem.

<https://permid.org/1-55836052673> <http://permid.org/ontology/financial/isQuotedIn> <https://permid.org/1-500111> .
<https://permid.org/1-500111> <http://permid.org/ontology/currency/iso4217> "EUR"^^<http://www.w3.org/2001/XMLSchema#string> .

Comparing to 1-21523087992, it doesn't have the isQuotedIn entry.

-bash-3.00$ grep 1-21523087992 OpenPermID-bulk-quote-20190929_085631.ntriples
<https://permid.org/1-21523087992> <http://permid.org/ontology/common/hasPermId> "21523087992"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://permid.org/1-21523087992> <http://permid.org/ontology/common/hasName> "ALL ASIA ASSET CAPITAL ORD"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://permid.org/1-21523087992> <http://permid.org/ontology/financial/isQuoteOf> <https://permid.org/1-21522444720> .
<https://permid.org/1-21523087992> <http://permid.org/ontology/financial/hasRic> "AAAL.L"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://permid.org/1-21523087992> <http://permid.org/ontology/financial/hasExchangeTicker> "AAA"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://permid.org/1-21523087992> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://permid.org/ontology/financial/Quote> .
<https://permid.org/1-21523087992> <http://permid.org/ontology/financial/hasExchangeCode> "LSE"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://permid.org/1-21523087992> <http://permid.org/ontology/financial/hasMic> "XLON"^^<http://www.w3.org/2001/XMLSchema#string> .

I will report this issue to the Open PermID support team.

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duncan.sands avatar image duncan.sands

Any progress on this, it is still wrong. Here's a list of other permids with wrong currencies:
permid | quoted_in | aka | should_be
---------------+-----------+-----+-----------
1-21526557205 | 500111 | EUR | GBP
1-21530530889 | 500111 | EUR | GBP
1-21530530891 | 500111 | EUR | GBP
1-21550102165 | 500110 | USD | GBP
1-21629379085 | 500111 | EUR | GBP
1-21629381057 | 500111 | EUR | USD
1-21629382096 | 500201 | CHF | USD
1-21633180299 | 500140 | CAD | GBP
1-21698487225 | 500111 | EUR | GBP
1-55836044315 | 500111 | EUR | GBP
1-55836049625 | 500111 | EUR | GBP
1-55836050740 | 500111 | EUR | GBP
1-55836051203 | 500133 | NOK | GBP
1-55836051749 | 500110 | USD | GBP
1-55836052673 | 500111 | EUR | GBP
1-55836053308 | 500111 | EUR | GBP
1-55836053789 | 500110 | USD | GBP
1-55850813914 | 500110 | USD | GBP
1-55851542845 | 500111 | EUR | GBP
1-55853419694 | 500110 | USD | GBP
1-55865947384 | 500110 | USD | GBP

For example, permid 1-21530530889 (the second row above) has currency EUR according to openpermid but it should be GBB (actually GBp: pennies).

Jirapongse avatar image Jirapongse duncan.sands

I have contacted the PermID team to verify this problem.

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