How can we expand the Chain of chains automatically as 'CHR' is not supported for this?

Hi,

Currently market data for RIC chains is directly obtained by marking them as "CHR" . But this is not supported in case of Chain of chains. We have referred the following suggestion from TR

https://community.developers.refinitiv.com/questions/20689/view.html which helps in expanding them via Datascope. Kindly share your suggestions/inputs in automating the same.

Thanks,

Aishwarya

Best Answer

  • Hi@Aishwarya.s1,

    The "AllowHistoricalInstruments":true needs to be added as ValidationOptions for Chain of chains extraction. Below is the example message.

    "IdentifierList": {"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers": [
    {"Identifier": "0#1ED+",
    "IdentifierType": "ChainRIC"}
    ] ,
    "ValidationOptions": {
    "AllowHistoricalInstruments": true
    },
    "UseUserPreferencesForValidationOptions": false},
    ,"Condition":{...

    With this option, the RIC can be expanded properly for TickHistoryTimeAndSalesExtractionRequest.

    Instrument <CHR,0#1ED+> expanded to 5816 RIC instances: 1ED100125A8 to 1EDZ9

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