Request for Individual Date Ranges for each RIC via DSS API PH Template

Jerty

Hello Team,

Question raised on behalf of the client who is a DSS API User. Is there any way that I can request for individual date ranges for each RIC in my DSS API PH Extraction where I have multiple RICs in the same extraction?

I can see that this is possible for TRTH API:

"InstrumentIdentifiers": [

  { "Identifier": "IBM.N", "IdentifierType": "Ric", "RangeStart": "2025-01-01T00:00:00.000Z",  "RangeEnd": "2025-07-31T00:00:00.000Z" },

  { "Identifier": "KO.N", "IdentifierType": "Ric", "RangeStart": "2021-04-01T00:00:00.000Z",  "RangeEnd": "2022-01-01T00:00:00.000Z" }

      ],

Please confirm if there is a similar code for DSS PH API as well?

Regards,

Jerry

Gurpreet

Hello @Jerty

By PH I presume you mean the Price History extraction. You can see the API usage and description in the DSS REST API help and it allows specifying multiple instruments in the instrument list.

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "30-Day Implied Volatility - Call"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "Identifier": "IBM.N",
          "IdentifierType": "Ric"
        },
        {
          "Identifier": "GE.N",
          "IdentifierType": "Ric"
        }
      ],
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "ReportDateRangeType": "Delta",
      "QueryStartDate": "2024-04-04T00:00:00.000Z",
      "QueryEndDate": "2024-06-06T00:00:00.000Z",
      "AdjustedPrices": true,
      "LastEntityOnly": true
    }
  }
}

In the request message structure you can see that the date range is specified in the condition block and cannot be specified along with the identifiers. Hence the data for all the identifiers would be in the same date range.