Composite Extraction Request API - Field Required to Identify Defaulted Bonds

Mayank_Banga

Hi Team,

I am using the Composite Extraction Request API to extract bond reference data for a list of ISINs.

My requirement is to identify whether a bond has been Defaulted. I would like to know which content field/attribute should be included in the extraction request that can provide the bond status, specifically indicating whether the instrument is in a which state like - Active, Defaulted, Matured, Inactive etc.

*SPECIFICALLY, I WANT DEFAULTED ones*

Could you please advise:

Which Content Field Name should be used in the Composite Extraction Request API to determine if a bond is defaulted?
Is there a specific status field that returns values such as Defaulted, Active, Matured, etc.?
If the default information is available through another dataset or endpoint, could you point me to the appropriate field or API?

Any sample request showing the relevant field would be greatly appreciated.

Thank you for your help.

Best Regards,
Mayank Banga

Jirapongse

@Mayank_Banga

I checked and found that it could be the "Asset Status" and "Asset Status Description" fields. The possible values are defined in the asset_status_cds GCODES page. You need to login to see that page.

The sample request message is:

{

    "ExtractionRequest": {

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

        "ContentFieldNames": [

            "RIC",

            "CUSIP",

            "ISIN",

            "SEDOL",

            "Issuer OrgID",

            "Currency Code",

            "Net Coupon",

            "Asset Status",

            "Asset Status Description"

        ],

        "IdentifierList": {

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

            "InstrumentIdentifiers": [

                {

                    "Identifier": "00104AAC6",

                    "IdentifierType": "Cusip"

                },

                {

                    "Identifier": "02145KAE7",

                    "IdentifierType": "Cusip"

                }

            ]

        }

    }

}

The response is:

{

    "@odata.context": "https://selectapi.datascope.lseg.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",

    "Contents": [

        {

            "IdentifierType": "Cusip",

            "Identifier": "00104AAC6",

            …

            "Asset Status": "DEF",

            "Asset Status Description": "In Default"

        },

        {

            "IdentifierType": "Cusip",

            "Identifier": "02145KAE7",

             …

            "Asset Status": "DEF",

            "Asset Status Description": "In Default"

        }

    ],

    "Notes": [

        "Extraction Services Version 20.2.1.49699 (8807cd1bbe82), Built Jul  2 2026 09:38:52\r\nHoliday Rollover of Universal Close Price waived.\r\nUser has overridden estimates broker entitlements.\r\nProcessing started at 08/28/2026 AM 03:35:00.\r\nUser ID: 9008895\r\nExtraction ID: 2000001290504925\r\nCorrelation ID: CiD/0/AAAAAA.09fba2a077413465/RA\r\nSchedule: 0x09fba2a077513465 (ID = 0x0000000000000000)\r\nInput List (2 items):  (ID = 0x09fba2a077513465) Created: 08/28/2026 AM 03:35:00 Last Modified: 08/28/2026 AM 03:35:00\r\nReport Template (15 fields): _OnD_0x09fba2a077513465 (ID = 0x09fba2a077913465) Created: 08/28/2026 AM 03:34:58 Last Modified: 08/28/2026 AM 03:34:58\r\nSchedule dispatched via message queue (0x09fba2a077513465)\r\nSchedule Time: 08/28/2026 AM 03:34:59\r\nProcessing completed successfully at 08/28/2026 AM 03:35:01, taking 0.801 Secs.\r\nExtraction finished at 08/28/2026 AM 02:35:01 UTC, with servers: xc31xre6q08, QSDHA1 (0.1 secs), QSHC05 (0.1 secs)\r\nUsage Summary for User 9008895, Client 65507, Template Type Composite\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type                                Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      1 Corporate                           Convertible                  N/A            N/A\r\n      1 Corporate                                                        N/A            N/A\r\n-------\r\n      2 Total instruments charged.\r\n      0 Instruments with no reported data.\r\n=======\r\n      2 Instruments in the input list.\r\nNo Evaluated Pricing Service complex usage to report -- 2 Instruments in the input list had no reported data.\r\nWriting RIC maintenance report.\r\n",

        "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n"

    ]

}

However, you need to contact the DSS support team directly via LSEG Support to verify it.

You can also refer to the LSEG DataScope Select Data Content Guide that provides definitions of all of the data fields available in LSEG DataScope Select.