Index constituents limit DSS REST API.

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Lukasz Ossowski
Lukasz Ossowski LSEG
in DSS

Hi,

one of my clients is trying to retrieve data for chain 0#.FTAWORLDSR with the use of Datascope Select API. It is a large index with around 3.900 constituents and they only get a reply back for 999 securities. It looks like there is a limit on 1.000 securities - see Notes file message: "Only 1000 constituents of CHAIN RIC 0#.FTAWORLDSR have been expanded because the limit of 1000 has been reached."

Please note that this limit does not occur when running standard extraction via GUI.

Could you please verify this and advise if this limit can be expanded in order to incorporate all constituents?

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Lukasz Ossowski

    I checked and found you have summited a case to the Datascope Select support to verify what the problem is.

    According to the resolution in the case, it is a limitation of the DSS SOAP API. The client needs to use DSS REST API instead.

    I checked against the Composite request of the DSS REST API and found that it can expand that chain RIC to 4165 RICS. 

    CHAIN RIC 0#.FTAWORLDSR expanded to 4165 RICS:

Answers

  • Gurpreet
    Gurpreet admin

    Hello @Lukasz Ossowski,

    Which chain request endpoint are they using? I tried getting tick data for this chain and was able to get 4168 instruments.

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