How can I filter only the operated instruments from a chain of a lot of instruments?

aendrch

RKD API

When a consume a chain of a lot of instruments (19K) I only need the ones that operate, so… I just want to know if there is a way to filter the operated instruments from the big chain through code.

Thanks for the support.

Regards

wasin.w

Hello @aendrch

According to the RKD API document, the child item is available in the ChildItem array attribute of the return JSON data from the RKD API Quote Service:

The example data:

{
    "RetrieveItem_Response_3": {
        "ItemResponse": [
            {
                "Item": [
                    {
                        "RequestKey": {
                            "Name": "0#.HSI",
                            "Service": "IDN",
                            "NameType": "RIC"
                        },
                        ....
                        "ChildItem": [
                            {
                                "Name": ".HSI",
                                "Status": {
                                    "StatusMsg": "OK",
                                    "StatusCode": 0
                                },
                                "Fields": {
                                    "Field": [
                                        {
                                            "DataType": "Double",
                                            "Name": "CF_CLOSE",
                                            "Double": 19560.44
                                        },
                                       ....
                                    ]
                                }
                            },
                            {
                                "Name": "0001.HK",
                                "Status": {
                                    "StatusMsg": "OK",
                                    "StatusCode": 0
                                },
                                "Fields": {
                                    "Field": [
						....
                                    ]
                                }
                            },
			...
                        ]
                    }
                ]
            }
        ]
    }
}

You can iterate JSON data array inside the ChildItem array to get data that you want.

Example with Python to get 0002.HK data of 0#.HSI Chain RIC.

for child_item in data['RetrieveItem_Response_3']['ItemResponse'][0]['Item'][0]['ChildItem']:

    if child_item['Name'] == '0002.HK':

        print(child_item)

Result:

Please note that you can use Field Filtering function to specify only interested fields or set expand chain to false in the request to reduce size of return data.