What are the parameter for Condition so history data

Sohail_Khokhawala
edited February 27 in DSS

Give me the parameter that i can define to get the history data in the below example.

{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"Universal Close Price",
"Universal Bid Ask Date",
"Security Description"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentListIdentifierList",
"InstrumentListId":"0x0942111e44facdf3"
},
"Condition": null
}
}   

Answers

  • Hello @Sohail_Khokhawala

    What parameters do you want? The request message you have asked is complete and should fetch the EOD pricing data for your instrument list.

    If you are interested in getting historical time series data, then you should speak with LSEG account manager to check access to TickHistory data. They should be able to understand your need and recommend the right endpoint which provides this data.

    We are only able to answer the technical API related questions here.

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @Sohail_Khokhawala

    You can try the PriceHistoryExtractionRequest.

    {
    "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
    "Trade Date",
    "Universal Close Price",
    "Universal Bid Price",
    "Security Description"
    ],
    "IdentifierList": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentListIdentifierList",
    "InstrumentListId": "0x086871bcaec8a53d"
    },
    "Condition": {
    "AdjustedPrices": true,
    "QueryStartDate": "2025-02-01",
    "QueryEndDate": "2025-02-10"
    }
    }
    }

    For more information, please refero to the REST API Tutorial 4: On Demand price history extraction tutorial.