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EDP.Habib.Ahsan avatar image
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DSS REST API - How to request Price History data for MBS CUSIP with Status = Matured/Expired

I have a list of Mortgage Pool CUSIPs, which are not directly searchable in DSS , they show as not found via GUI search. So these instruments have to be searched as Mort Pass-Thru MBS and Status set to Expired/Matured


1628615894818.png


I do not know how to construct the instrument identifier list in request-body of the REST API call for Pricing History template, I'd appreciate any help/guidance:


requestBody={

"ExtractionRequest": {

"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",

"ContentFieldNames": [

"Ask Price", "Bid Price", "Instrument ID", "Instrument ID Type", "Mid Price"

],

"IdentifierList": {

"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

"InstrumentIdentifiers": [

{ "Identifier": "31340AAA9", "IdentifierType": "Cusip" }

],

"ValidationOptions": { "AllowHistoricalInstruments": "true" },

"UseUserPreferencesForValidationOptions": "false"

},

"Condition": {

"AdjustedPrices": "true",

"QueryStartDate": "2007-01-01T00:00:00.000Z",

"QueryEndDate": "2021-07-30T23:59:59.999Z"

}

}

}

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1 Answer

Upvotes
Accepted
zoya faberov avatar image
23k ●22 ●9 ●14

Hello @EDP.Habib.Ahsan ,

Just in case, the search via API could be:

{
                {protocol}}{
                {host}}{
                {api}}Search/MortgageSearch
{
    "SearchRequest": {
       "Identifier": "31340AAA9",
        "IdentifierType": "Cusip",
        "PreferredIdentifierType": "Cusip",
        "AssetStatuses": [
            "ExpiredMatured"]
        
    }
}

Resulting in:

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#Collection(DataScope.Select.Api.Content.ValidatedInstrument)",
    "value": [
        {
            "Identifier": "31340AAA9",
            "IdentifierType": "Cusip",
            "Source": "N/P",
            "Key": "VjF8MHgwMDAwMGIwMDA1OTFiYzIzfDB4MDAwMDBiMDAwNTkxYmMyM3xOL1B8UE9PTHxNb3J0Z2FnZXN8fFB8Tnx8TU9SVA",
            "Description": "FHGL   140001 11.250 Pd Down",
            "InstrumentType": "MortgagePool",
            "Status": "Valid"
        }
    ]
}
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