how to get a list of all exchanges for a single cusip or sedol?

rabramson

Using DSS rest api v. 2 how to get a list of all exchanges for a single cusip or sedol?

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veerapath.rungruengrayubkul

@rabramson

There is the "Exchange Code List" field in TermAndConditions report which returns a list of exchange code the security is traded on. The list of exchange codes can be found in this table.

Below is the sample of On Demand extraction request.

POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
            "Exchange Code List"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "BH4HKS3",
                    "IdentifierType": "Sedol"
                },
                {
                    "Identifier": "US4592001014",
                    "IdentifierType": "Isin"
                }
            ],
            "ValidationOptions": null,
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": null
    }
}

All comments

veerapath.rungruengrayubkul

@rabramson

There is the "Exchange Code List" field in TermAndConditions report which returns a list of exchange code the security is traded on. The list of exchange codes can be found in this table.

Below is the sample of On Demand extraction request.

POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
            "Exchange Code List"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "BH4HKS3",
                    "IdentifierType": "Sedol"
                },
                {
                    "Identifier": "US4592001014",
                    "IdentifierType": "Isin"
                }
            ],
            "ValidationOptions": null,
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": null
    }
}

rabramson

This method of using TermsAndConditions to return the exchange list returns too many exchanges when requesting with a sedol identifier. (Using the InstrumentSearch the correct number of exchanges are returned, but InstrumentSearch is too slow.) For example sedol 2140863 returns the following list:

ADC,AEX,BAT,BCO,BER,BOS,BTY,CIN,DEA,DEX,IEX,LMA,MEX,MID,NBA,PCQ,PPB,PSE,SES,SIG,TDG,THM,XPH

But the above is the ISIN list, and the sedol list should only have:

ADC,BAT,BOS,BTY,CIN,DEA,DEX,IEX,MID,PCQ,PSE,THM,XPH

How can I use TermsAndConditions to get the correct list based on the sedol identifier?

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