Hi all,
I'm new to using LSEG Tick History and currently working with the REST API in Python.
We're successfully able to extract data for a single RIC using the following identifier:
"IdentifierList": {
"@odata .type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "PNCGYc1",
"IdentifierType": "Ric"
}
],
"UseUserPreferencesForValidationOptions": "false"
}
Now, we’d like to use a Chain RIC, such as 0#PNCGY:
, to extract the data for all constituents in that chain. However, this is currently not working — the request either fails or returns no data.
Could you please confirm:
- Whether Chain RICs are supported in Tick History API requests?
- If supported, what is the correct way to pass them in the request? Are there any special parameters, identifier types, or preprocessing steps needed to use a Chain RIC?
Thanks in advance!