Dear Team,
I have a Client looking to resolve an issue within DSS, please details below;
Request: Client require the rate feed for 3M – CNY SHIBOR.
Issue: Cannot get the Instrument nto return correct Field, see below an extract from the Clients response;
"The response now contains a CNY record. However, the record does not contain a “Closing Price“ value. Please see below:
Request:
<ValidatedInstrument>
<IdentifierValue>SHICNY3MD=</IdentifierValue>
<IdentifierType>RIC</IdentifierType>
<Source>N/E</Source>
<AssetId>0x00100b0006064ef3</AssetId>
<QuoteId>0x0003f8016432a509</QuoteId>
<Segment>Y</Segment>
<ObjectType>MNQU</ObjectType>
<Ric>SHICNY3MD=</Ric>
<FileCode>1892</FileCode>
</ValidatedInstrument>
We are now getting a record back for the CNY rate, but the record does not contain the “Closing Price” value. Please see below:
Response:
<ExtractResult>
<RowCount>23</RowCount>
<Columns>
<ExtractionColumn>
<Name>RIC</Name>
<DataType>String</DataType>
<Values>
<string>AUD3MFSR=</string>
<string>AUPRIME=</string>
<string>CAD3MFSR=</string>
<string>CAPRIME=</string>
<string>CHF3MFSR=</string>
<string>CHPRIME=</string>
<string>DKK3MFSR=</string>
<string>ECBMRO=</string>
<string>EUR3MFSR=</string>
<string>GBP3MFSR=</string>
<string>GBPRIME=</string>
<string>HKPR=</string>
<string>JPPRIME=</string>
<string>JPY3MFSR=</string>
<string>NOUTL=</string>
<string>NZD3MFSR=</string>
<string>NZPRIME=</string>
<string>SEK3MFSR=</string>
<string>SERP=</string>
<string>SHICNY3MD=</string>
<string>USD3MFSR=</string>
<string>USPRIME=</string>
<string>ZAPRIME=</string>
</Values>
</ExtractionColumn>
<ExtractionColumn>
<Name>Trade Date</Name>
<DataType>DateOnly</DataType>
<Values>
<empty />
<date>2017-09-29</date>
<empty />
<date>2017-09-29</date>
<date>2017-09-29</date>
<date>2017-09-29</date>
<empty />
<date>2017-09-29</date>
<date>2017-09-29</date>
<date>2017-09-29</date>
<empty />
<date>2017-09-29</date>
<date>2017-09-29</date>
<date>2017-09-29</date>
<date>2017-10-02</date>
<empty />
<date>2017-09-29</date>
<empty />
<date>2017-09-29</date>
<date>2017-10-02</date>
<date>2017-09-29</date>
<date>2017-09-29</date>
<date>2017-09-29</date>
</Values>
</ExtractionColumn>
<ExtractionColumn>
<Name>Close Price</Name>
<DataType>Double</DataType>
<Values>
<empty />
<double>1.5</double>
<empty />
<double>3.2</double>
<double>-0.726</double>
<double>0.5</double>
<empty />
<double>0</double>
<double>-0.37943</double>
<double>0.335</double>
<empty />
<double>5</double>
<double>1</double>
<double>-0.05121</double>
<double>1.5</double>
<empty />
<double>1.75</double>
<empty />
<double>-0.5</double>
<empty />
<double>1.33389</double>
<double>4.25</double>
<double>10.25</double>
</Values>
</ExtractionColumn>
</Columns>
Could you please investigate what the issue might be and let us know?
