Weird identifiers provided on the extraction files (HistoricalReferenceReportTemplates)

ricardo.siguero

Hi,

We are getting some invalid instrument codes on the extraction files after using the following report template:

/Extractions/HistoricalReferenceReportTemplates

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#HistoricalReferenceReportTemplates/$entity",
    "ReportTemplateId": "0x05e08593f37b3036",
    "ShowColumnHeaders": true,
    "CompressionType": "None",
    "CreateDate": "2017-09-18T09:16:32.439Z",
    "LastChangedDate": "2017-09-18T09:16:32.439Z",
    "Name": "REPORT_TEMPLATE_20170803_01",
    "OutputFormat": "CommaSeparatedValues",
    "ReportFieldCount": 2,
    "Delimiter": "None",
    "DeliveryType": "None",
    "TemplateTypeCode": "HRD",
    "Headers": [],
    "Trailers": [],
    "ContentFields": [
        {
            "FieldName": "RIC",
            "Justification": "Center",
            "WidthStyle": "VariableWidth",
            "Format": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ContentFieldTextFormat",
                "Capitalization": "None"
            }
        },
        {
            "FieldName": "Currency Code",
            "Justification": "Center",
            "WidthStyle": "VariableWidth",
            "Format": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ContentFieldTextFormat",
                "Capitalization": "None"
            }
        }
    ],
    "Condition": {
        "StartDate": "2017-08-03T00:00:00.000Z",
        "EndDate": "2017-08-03T23:59:59.000Z"
    }
}

We have found some occurrences of invalid codes (GLPG.AS^C10, IG.MI^B03, PROX.BR^G13,...) on the extracted data, as seen below:

RIC,Currency Code
...
GLEN.L,GBp
GLPG.AS,EUR
GLPG.AS^C10,EUR
GN.CO,DKK
..
IG.MI,EUR
IG.MI^B03,EUR
...
PROX.BR,EUR
PROX.BR^G13,EUR
...

On the instrument list, only valid identifiers (GLPG.AS, IG.MI, PROX.BR,...) are provided (none of the above has been accidentally specified when populating this list):

...
    {
        "IdentifierType": "Ric",
        "Identifier": "GLEN.L"
    },
    {
        "IdentifierType": "Ric",
        "Identifier": "GLPG.AS"
    },
    {
        "IdentifierType": "Ric",
        "Identifier": "GN.CO"
    },
...
    {
        "IdentifierType": "Ric",
        "Identifier": "POP_R.MC MAY16"
    },
    {
        "IdentifierType": "Ric",
        "Identifier": "PROX.BR"
    },
    {
        "IdentifierType": "Ric",
        "Identifier": "PRTP.PA"
    },
  ...

Any idea about what is happening?

Thanks

Regards,

Ricardo

Christiaan Meihsl

@ricardo.siguero, there is no way to tell the TRTH servers not to include such RICs in the extraction results.

The solution is to filter them out of the results you receive.

The easiest and recommended way is to add field "Trading Status" to the template, and then discard all results that have "Trading Status" = 0.

If you do not want to add that field you could also discard all results where the RIC string contains character "^".

Jirapongse

These RICs (GLPG.AS^C10, IG.MI^B03, PROX.BR^G13) are valid but they are delisted or expired. If you add a "Trading Status" field in the report template, its "Trading Status" will be 0 which is inactive or delisted.

Moreover, you can search these RICs via DSS GUI. These RICs will be found with "Trading Status" inactive.

ricardo.siguero

Thank you, @Christiaan Meihsl, for your response

However, is there a way of removing such inactive/delisted RICs from the extraction by means of the specification of an option at the report template?

I'd rather not to extract them as we do not require it.

One more time, thank you for your help.

Ricardo