RIC VXX9^0 instead of VXX9

Hi,

using trth if I use VXX9 I get this error:

'All identifiers were invalid. No extraction performed.'

If I use VXX9^0 it works. Anyone can please tell me why ?

Thanks

Alvise

Best Answer

  • This issue has been raised to content team. Below is the response from content team regarding this issue.

    On further investigating, I have found that the chain RIC for VIX Futures prior to 10th Sep 2012 is <0#VX:VE>. Effective 10th September 2012; the RIC convention for VIX Futures on CBOE has changed from <0#VX:VE > to <0#VX:>. Therefore please retry your extraction with RIC <VXX9:VE> for the below date range :

    "QueryStartDate": "2009-10-29T00:00:00.000Z",
    "QueryEndDate": "2009-11-17T00:00:00.000Z",

Answers

  • Actually it works only on https://hosted.datascope.reuters.com/DataScope/details/

    but if I use VXX9^0 ric in trth api extraction request, I still get

    Report suppressed because there are no instruments
  • This is the complete request

    {
    "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
    "Condition": {
    "ApplyCorrectionsAndCancellations": false,
    "QueryStartDate": "2009-10-29T00:00:00.000Z",
    "QueryEndDate": "2009-11-18T00:00:00.000Z",
    "ReportDateRangeType": "Range",
    "MessageTimeStampIn": "GmtUtc",
    "DisplaySourceRIC": true
    },
    "ContentFieldNames": [
    "Quote - Ask Price",
    "Quote - Ask Size",
    "Quote - Bid Price",
    "Quote - Bid Size",
    "Quote - Price",
    "Quote - Volume",
    "Trade - Ask Price",
    "Trade - Ask Size",
    "Trade - Bid Price",
    "Trade - Bid Size",
    "Trade - Open",
    "Trade - Price",
    "Trade - Volume"
    ],
    "IdentifierList": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
    "ValidationOptions": {
    "AllowHistoricalInstruments": true
    },
    "InstrumentIdentifiers": [
    {
    "Identifier": "VXX9",
    "IdentifierType": "Ric"
    }
    ],
    "UseUserPreferencesForValidationOptions": false
    }
    }
    }

  • RESPONSE

    {
    "@odata.context": "http://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
    "JobId": "0x05d4509957bb2f76",
    "Notes": [
    "All identifiers were invalid. No extraction performed."
    ],
    "IdentifierValidationErrors": [
    {
    "Identifier": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Content.InstrumentIdentifier",
    "Identifier": "VXX9",
    "IdentifierType": "Ric",
    "Source": ""
    },
    "Message": "Not found"
    }
    ]
    }

  • Using ^0 I get

    {
    "@odata.context": "http://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
    "JobId": "0x05d450b347db2f76",
    "Notes": [
    "Extraction Services Version 11.1.37014 (36b953b5a32e), Built Jul 5 2017 20:14:02\nUser ID: 9012542\nExtraction ID: 2000000001517550\nSchedule: 0x05d450b347db2f76 (ID = 0x0000000000000000)\nInput List (1 items): (ID = 0x05d450b347db2f76) Created: 11/08/2017 11:05:24 Last Modified: 11/08/2017 11:05:24\nReport Template (13 fields): _OnD_0x05d450b347db2f76 (ID = 0x05d450b3660b2f76) Created: 11/08/2017 11:05:21 Last Modified: 11/08/2017 11:05:21\nSchedule dispatched via message queue (0x05d450b347db2f76)\nSchedule Time: 11/08/2017 11:05:23\nProcessing started at 11/08/2017 11:05:24\nProcessing completed successfully at 11/08/2017 11:05:24\nExtraction finished at 11/08/2017 11:05:24 UTC, with servers: x03q13\nInstrument <RIC,VXX9^0> expanded to 0 RICS.\nReport suppressed because there are no instruments\n"
    ]
    }