validate expired Ric and get current Ric

jim.yu
jim.yu Explorer

In SOAD TRTH, we have a step to pass in a set of Rics and get any expired one linking to new Ric(s). That is done in TimeAndSales with 'Symbology Change' for 'Old Value' and 'New Value'.

What is the equivalent request in REST on demand APIs?

I have read some question but not sure I find one. If there is one, please link here.

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    Please verify this question. It uses HistoricalReferenceExtractionRequest.

    The result is not the same as 'Symbology Change' in V1.

Answers

  • jim.yu
    jim.yu Explorer

    @jirapongse.phuriphanvichai

    It works. If I specify a list of Rics, after I retrieve the response, how do I link expired Ric with new Ric. In other words, is there any value in ContentFieldNames enables this?

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    You can try the following content fields:

      "ContentFieldNames": [
    "Instrument ID",
    "Change Date",
    "RIC",
    "Trading Status"
    ]

    Then, order the response by "Instrument ID" and "Change Date".

    For each "Instrument ID", get the latest "RIC" that has "Trading Status" equal to one.

    image

    If it doesn't work, please share the list of expired RICs you are using.