TRTH RIC Identifiers

When I load the following instrument list into the Reuters Datascope GUI, I can extract all the instruments, but when I use the API I am missing the EDU7-Z7 contract data. Any ideas on why this is happening?

RIC,EDZ7

RIC,EDU7

RIC,EDU7-Z7

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓
    @helen.ristov

    Please set "AllowHistoricalInstruments" to true in the ValidationOptions in InstrumentIdentifierList.

    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",    
    "ValidationOptions":{
    "AllowHistoricalInstruments":true
    },

    For example:

    {
    "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
    "ContentFieldNames": [
    "Quote - Ask Price",
    "Quote - Ask Size",
    "Quote - Bid Price",
    "Quote - Bid Size",
    "Trade - Ask Price",
    "Trade - Ask Size",
    "Trade - Ask Yield",
    "Trade - Bid Price",
    "Trade - Bid Size",
    ],
    "IdentifierList": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
    "ValidationOptions":{
    "AllowHistoricalInstruments":true
    },
    "InstrumentIdentifiers": [{
    "Identifier": "EDZ7",
    "IdentifierType": "Ric"
    },{
    "Identifier": "EDU7",
    "IdentifierType": "Ric"
    },{
    "Identifier": "EDU7-Z7",
    "IdentifierType": "Ric"
    }]

    },
    "Condition": {
    "MessageTimeStampIn": "LocalExchangeTime",
    "ApplyCorrectionsAndCancellations": false,
    "ReportDateRangeType": "Range",
    "QueryStartDate": "2017-07-18T00:00:00.000Z",
    "QueryEndDate": "2017-07-18T12:00:00.000Z",
    "DisplaySourceRIC": true
    }
    }
    }

Answers