OTC Data
Calls to the endpoint GetLatestOTCDataByISINandCUSIP have the following syntax:
Parameters
| NAME | DESCRIPTION | EXAMPLE |
|---|---|---|
|
ISIN
|
The ISIN of the bond to be priced. | US3138LJLE87 |
|
CUSIP
|
The CUSIP | 46630WAW0 |
|
Format
|
The format the data will be returned in (for example, PSV for pipe-separated values). | json |
Output Fields
| NAME | DESCRIPTION | EXAMPLE |
|---|---|---|
|
ISIN
|
The ISIN of the bond to be priced. | US3138LJLE87 |
|
BID_PRICE
|
The bid price of the bond. | 108.238 |
|
ASK_PRICE
|
The ask price of the bond. | 108.3 |
|
BID_YIELD
|
The yield-to-maturity associated with the bid price of the bond. | 2.076943 |
|
ASK_YIELD
|
The yield-to-maturity associated with the ask price of the bond. | 2.067908 |
|
MODIFIED_DURATION
|
The percentage change in the bond's value given a unit shift of the issuer yield curve. | 6.37522 |
|
CONVEXITY
|
The degree of curvature of the issuer yield curve at the point used to calculate the bond's price | 0.487508 |
|
DV01
|
The dollar value of a basis point shift in the yield curve; this measure accounts for embedded bond optionality. | 0.030693 |
|
OAS
|
The Option-Adjusted Spread, which measures the excess return of the bond over a comparable Treasury security after adjusting for embedded bond optionality. | -37.838164 |
|
COUPON
|
The value of the coupon (expressed as a percentage) for a fixed rate bond payable in the current accrual period. | 1.034 |
|
COUPON_FREQ
|
The current coupon payment frequency. | MONTHLY |
|
COUPON_TYPE
|
The current coupon calculation characteristic. | FIX |
|
ISSUE_COUNTRY
|
The country in which the security was issued (this may be different from the domicile of the issuer). | US |
|
CCY
|
The currency of the security's principal value and coupon payments. | USD |
|
SECTOR
|
The industry sector in which the issuing company operates. Not relevant for structured finance securities. | Financials |
|
ISSUE_PRICE
|
The current coupon calculation characteristic. | 100 |
|
ISSUE_DATE
|
The current coupon calculation characteristic Date. | 2007-05-29T23:00:00 |
|
LEGAL_NAME
|
The legal name of the entity that issued the security (i.e. the entity of risk). | ACME MOTOR COMPANY LLC |
|
MATURITY
|
The date on which the security matures and ceases to be available to trade in the market. | M/D/YYYY |
|
CALL_DATE
|
For a called security, the call date. For an active security, the next date on which the security may be called. | M/D/YYYY |
|
RATING
|
An indication of whether CFIS values this security as an investment grade or high yield instrument. | IG |
|
BOND_TYPE
|
An abbreviation for the common nomenclature name of the type of security. | GOVT |
|
FACTOR
|
The current outstanding principal divided by the original principal of the security. | |
|
STATUS
|
The current status of the security based upon corporate actions initiated by the entity that issued the security. | Active |
|
CUSIP
|
The CUSIP. | 46630WAW0 |
|
IMPLIED_RATING
|
The IMPLIED RATING. | NR |
|
RECDATE
|
The Record Date. | 2021-04-27T00:00:00 |
|
pageCount
|
It represents number of records returned | 10000 |
|
totalCount
|
Total number of records exists | 316975 |
|
next
|
Indicates next page available. Need to pass the token to fetch next chunk of records | YWYUE2MWh3N29SNUN6S3BPNDhnaDhtdw== |