OTC Data

GetLatestOTCDataByISINandCUSIP

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==

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