How to get DSS EndOfDayPricingExtractionRequest historical data

rahul.deshmukh

Dear All,

We are using below DSS EndOfDayPricingExtractionRequest which is working fine.

{
   "ExtractionRequest":{
      "@odata.type":"#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
      "ContentFieldNames":[
         "RIC",
         "Security Description",
         "Universal Close Price Date",
         "Universal Close Price",
         "Base Currency Code"
      ],
      "IdentifierList":{
         "@odata.type":"#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
         "InstrumentIdentifiers":[
            { "Identifier":"USF=", "IdentifierType":"Ric" },
            { "Identifier":"USFFTARGET=", "IdentifierType":"Ric" },
            { "Identifier":"ECBDF=ECBF", "IdentifierType":"Ric" },
            { "Identifier":"SARON.S", "IdentifierType":"Ric" },
            { "Identifier":"SONIAOSR=", "IdentifierType":"Ric" },
            { "Identifier":"EUROND=", "IdentifierType":"Ric" },
            { "Identifier":"CORRA=", "IdentifierType":"Ric" },
            { "Identifier":"AUDOND=", "IdentifierType":"Ric" },
            { "Identifier":"JPONMU=RR", "IdentifierType":"Ric" }
         ],
         "ValidationOptions":null,
         "UseUserPreferencesForValidationOptions":false
      },
      "Condition":null
   }
}

But now the requirement is to load the historical data starting from 01.01.2023 till today(Initial Load). Can you please tell us how to get historical data from the above request ? Can we put start and end date filter in the above request ?

Thanks and regards,

Rahul D

Jirapongse

@rahul.deshmukh

Thank you for reaching out to us.

The EndOfDayPricingExtractionRequest extraction doesn't support the start date and end date fields.

You can try the PriceHistoryExtractionRequest extraction.

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames":[
         "RIC",
         "Security Description",
         "Trade Date",
         "Universal Close Price",
         "Base Currency Code"
      ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [
            { "Identifier":"USF=", "IdentifierType":"Ric" },
            { "Identifier":"USFFTARGET=", "IdentifierType":"Ric" },
            { "Identifier":"ECBDF=ECBF", "IdentifierType":"Ric" },
            { "Identifier":"SARON.S", "IdentifierType":"Ric" },
            { "Identifier":"SONIAOSR=", "IdentifierType":"Ric" },
            { "Identifier":"EUROND=", "IdentifierType":"Ric" },
            { "Identifier":"CORRA=", "IdentifierType":"Ric" },
            { "Identifier":"AUDOND=", "IdentifierType":"Ric" },
            { "Identifier":"JPONMU=RR", "IdentifierType":"Ric" }
         ],
      "ValidationOptions": { "AllowHistoricalInstruments": true },
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "AdjustedPrices": true,
      "QueryStartDate": "2023-05-24",
      "QueryEndDate": "2023-05-31"
    }
  }
}

To see the list of all avaible for each extraction request, please refer to the REST API Reference Tree.