Cannot fetch high yield and low yield

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question

vuk.magdelinic

1 ●1 ●1 ●0

Cannot fetch high yield and low yield

When I try to fetch high yield and low yield for

{'IdentifierType': 'Ric', 'Identifier': '89352HAD1='}

in python using dss. It showed me that

{"error":{"message":"Validation Error:\r\n\r\nInvalid content FieldName \"High Yield\"\r\nInvalid content FieldName \"Low Yield\""}}

and

requests.exceptions.HTTPError: 400 Client Error: Bad Request for url: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw

Also, the mid yield is empty but on dss web ui, I can see the values of High Yield, Low Yield and Mid Yield for this ric. What's the problem? The following is the request type.

'#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest'

dss-rest-api

screen-shot-2021-11-26-at-11208-pm.png (361.1 KiB)

Nov 26, 2021 at 06:14 PM

10 |1500

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Answer 1 · 2021-11-29T10:49:29Z

Jirapongse

38.1k ●69 ●35 ●53

@vuk.magdelinic

"High Yield" and "Low Yield" fields are available in the "Price History" and "Intraday Pricing".

For example, I can use the following request to retrieve the data.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
        "ContentFieldNames": [            
            "RIC",
            "Trade Date",            
            "Yield",
            "Open Yield",
            "High Yield",
            "Low Yield"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "89352HAD1=",
                    "IdentifierType": "Ric"
                }
            ],
            "ValidationOptions": {
                "AllowHistoricalInstruments": true
            },
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "AdjustedPrices": true,
            "QueryStartDate": "2021-11-01T00:00:00.000Z",
            "QueryEndDate": "2021-11-29T00:00:00.000Z"
        }
    }
}

The output is:

You can refer to the Refinitiv DataScope Select Data Content Guide for available fields in each report template.

1638182837862.png (35.2 KiB)

Nov 29, 2021 at 10:49 AM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

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