grab chainric data through rest api

Hi,

We are trying to pull data associated to a specific chainRic, 0#SPX*.U, using a rest api GET command. We were hoping to pull either the specific identifiers associated to the chain or even better specific fields for each identifier in the chain for a specific date. Can you help us with an example GET command?

We have only been able to get the

https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution uri to work for the 0#.SPX chainRic, and for some reason the 0#SPX*.U did not work when we swapped it out.

Any help is appreciated!

Thanks,

Will

Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    To retrieve the constituents of the chain RIC, at specific dates, you may try HistoricalReference request:

     {
    "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
    "ContentFieldNames": [
    "RIC",
    "CUSIP",
    "ISIN",
    "SEDOL",
    "Issuer OrgID",
    "Exchange Code",
    "Currency Code",
    "Change Date"
    ],
    "IdentifierList": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
    "InstrumentIdentifiers": [
    {
    "Identifier": "0#SPX*.U",
    "IdentifierType": "ChainRIC"
    }
    ],
    "ValidationOptions": {"AllowHistoricalInstruments": true},
    "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
    "StartDate": "2017-09-01T00:00:00.000Z",
    "EndDate": "2017-09-01T23:59:59.999Z"
    }
    }
    }

Answers