How to extract adjusted BPV for FGBLc1=CTD using python api from DSS

sumit

hi,

I would like to download the daily BPV time-series for

FGBLc1=CTD
FGBSc1=CTD
FGBMc1=CTD
FGBLc1=CTD

How can I do that via a python api?

Regards

Sumit

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Accepted answers

Jirapongse

@sumit

I only found the Quote - BPV field in the Tick History Time and Sales report template.

Please contact the DSS support team directly via MyRefinitiv to verify if this field is avaiable in DSS report templates.

All comments

Jirapongse

@sumit

Thank you for reaching out to us.

I assume that you are using Datascope Select REST API.

To extract the data through DSS, you need to have instruments, report templates, and content fields that can provide the requried data.

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

I found the Quote - BPV field in the Tick History Time and Sales report template which belong to the LSEG Tick History product.

After that, you can test the request message in Postman. Please refer to the Datascope Select or Tick History tutorials. If the request message works, you can use Postman to generate the Python cdoe for you, as mentioned in this Generate code for a REST API call using Postman in just a few clicks article.

For example:

This Tick History Time and Sales template provides tick data and the request message is:

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
    "ContentFieldNames": [
        "Quote - BPV"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "FGBLc1=CTD",
        "IdentifierType": "Ric"
      }],"ValidationOptions":{"AllowHistoricalInstruments": true,"AllowOpenAccessInstruments":true}
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ApplyCorrectionsAndCancellations": false,
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2024-01-01T00:00:00.000Z",
      "QueryEndDate": "2024-01-20T12:00:00.000Z",
      "DisplaySourceRIC": true
    }
  }
}

Send this message to the https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw endpoint with the HTTP Post method. The output looks like this:

#RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,BPV
FGBLc1=CTD,,Market Price,2024-01-01T00:31:51.111376995Z,+0,Quote,8.382
FGBLc1=CTD,,Market Price,2024-01-01T01:31:51.116361300Z,+0,Quote,8.382
FGBLc1=CTD,,Market Price,2024-01-01T02:31:51.121392371Z,+0,Quote,8.382
FGBLc1=CTD,,Market Price,2024-01-01T03:31:51.126400940Z,+0,Quote,8.382

If you are unable to find the required content fields, please contact the DSS support team directly via MyRefinitiv. The support team will verify the required content fields for you.

sumit

Thanks you so much for the quick response. I copied the above and hit send. I get this... Also attached is my header with the Authorization key

{
    "error": {
        "message": "No permission for template \"TickHistoryTimeAndSalesReportTemplate\"."
    }
}

sumit

Hi- just realised this example is using tickHistory. Do you have an example using DSS?

Jirapongse

@sumit

I only found the Quote - BPV field in the Tick History Time and Sales report template.

Please contact the DSS support team directly via MyRefinitiv to verify if this field is avaiable in DSS report templates.

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