invalid identifiers error if missing ValidationOptions on certain RICs

I tried replicating the THv2 API case 7b (Request EoD Data) in Postman and it's allright if i change dates or use equities RIC, when i try with RIC such as EXA01c (an energy spot) with the following request

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
    "ContentFieldNames": [
      "Instrument ID",     
      "Benchmark Price",
      "Trade Date"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "Identifier": "EXA01c",
          "IdentifierType": "Ric"
        }
      ]
    },
    "Condition": {
      "StartDate": "2017-03-24T00:00:00.000-00:00",
      "EndDate": "2017-03-26T00:00:00.000-00:00"
    }
  }
}

i get the "All identifiers were invalid. No extraction performed." message and can't get any data.
This message is misleading because if i perform same request with the GUI i can get valid results.
Then if i add to the request the ValidationOptions i saw in other part of API document i.e. :

"ValidationOptions": {
        "AllowHistoricalInstruments": true
      },
      "UseUserPreferencesForValidationOptions": false,

request is running ok and with step 7d ,results are returned :

Instrument ID,RIC,Benchmark Price,Trade Date
EXA01c,EXA01c,28.96,2017/03/24
EXA01c,EXA01c,23.99,2017/03/25
EXA01c,EXA01c,28.5,2017/03/26

And indeed they're even better than THv1 that was not handling weekend data for such RICs.

EXA01c is a "open access" RIC in DSS only, could this be the reason and we'd use the ValidationOptions for those instruments ? or to be more pragmatic we'd always use the ValidationOptions settings in all requests ?

many thanks in advance
Paolo

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Accepted answers

Jirapongse

From REST API Reference Tree, the AllowHistoricalInstruments option allows import of historical instruments that cannot be validated in DataScope Select. Deselect this option to only allow import of instruments that can be validated via DataScope Select. Historical instruments will be ignored during the validation process.

CARR.PA can be validated in DataScope Select. You can find CARR.PA by using Instrument Search.

However, for EXA01c, it returns "No securities found.".

All comments

Jirapongse

EXA01c is a historical instrument.

You can verify this by using HistoricalSearch.

{
  "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.HistoricalSearchResult)",
  "value": [
    {
      "Identifier": "EXA01c",
      "IdentifierType": "Ric",
      "Source": "",
      "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxFWEEwMWN8",
      "Description": "Historical Instrument",
      "InstrumentType": "Unknown",
      "Status": "Valid",
      "DomainCode": "6",
      "FirstDate": "2002-03-19T00:00:00.000Z",
      "LastDate": "2017-04-18T00:00:00.000Z",
      "History": []
    }
  ]
}

This is why you need to set AllowHistoricalInstruments to true when creating ElektronTimeseriesExtractionRequest. Therefore, for historical instruments, you need to use this AllowHistoricalInstruments for all requests.

paolo.ciampanelli

Thanks Jirapongse, i think we'll just use by default those ValidationOptions on ElektronTimeseriesExtractionRequest .

Indeed also RIC such as CARR.PA as in the original tutorial step 7b do appear as "Historical Instrument" when running the HistoricalSearch and yet the example in the tutorial works fine also without ValidationOptions

Jirapongse

CARR.PA can be validated in DataScope Select. You can find CARR.PA by using Instrument Search.

However, for EXA01c, it returns "No securities found.".

paolo.ciampanelli

Thanks Jirapongse, that seems to confirm my initial guess that the AllowHistoricalInstruments option is mandatory for "Open Access" instruments (where the search is not supported in DSS) . However as far as i know programmaticaly discovering such attribute would imply a DSS intraday request and checking result of Asset SubType field, so we'll get back to the plan to set the AllowHistoricalInstruments option by default.

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