what is the Record Type to Domain mapping in Tick History InstrumentListswithIdentifiers file.

srikanth.krishnaswamy

From the TRTH data field diferences file

Domain
(Asset) Domain
will not be populated in the VBD Instruments file. To determine asset class
you can use the "RecordType" values.

veerapath.rungruengrayubkul

@srikanth.krishnaswamy,

You can refer to the Using FID 259 to identify your market data records article to determine Asset Class with RecordType values. The <FID259/1> page can be opened via the Historical Search in the GUI.

srikanth.krishnaswamy

Even the Tick history VBD data dictionary doesn't mention the available values

VBD
Message
Field
Data Type
Definition
Available
Codes


INSTRUMENTS
Record
Type
TEXT
Identifies
the applicable asset class.

srikanth.krishnaswamy

I see the following values for 259 defined in Speed GUI - XMT, TSY, SOV, MTG, CORP, EQL, EQ, EN, SOF, BASE, CAPM, GOL, FX, MM but as of today we receive the domain value from version 1 as below. I just want to double check if your allowed values for Domain has gone through a complete change?

IND
EQU   
OPT   
SPR   
FUT   
FUN   
BON   
COM   

veerapath.rungruengrayubkul

@srikanth.krishnaswamy

I understand that EBD Asset Domain and VBD
RecordType have different classifications. I have found that you can use
GetInstrumentTypes of TRTH SOAP API to get list of related Record Type values
for each Domain.

Below is the sample of IND. The response
indicates that the "IND" Asset domain can map to RecordType: 22, 38, 54,
70, 86 .... As you can see, all Record Type values can be refer to Instrument Type "g"
(market indices) in the <FID259/1> page.

If you want lists for other domains, please let me know.

Request
   <soapenv:Body>
      <GetInstrumentTypes xmlns="http://types.webservice.tickhistory.thomsonreuters.com">
      <domainList> 
      <data> 
      <value>IND</value> 
      </data> 
      </domainList> 
      </GetInstrumentTypes>
   </soapenv:Body>

Response
<soapenv:Body>
      <GetInstrumentTypesResponse xmlns="http://types.webservice.tickhistory.thomsonreuters.com">
         <instrumentTypeList>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>22</value>
               <longName>Cross Market</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>38</value>
               <longName>Treasury Debt</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>54</value>
               <longName>Sovereign Debt</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>70</value>
               <longName>Mortgage-backed Debt</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>86</value>
               <longName>Corporate Debt</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>102</value>
               <longName>Equity-Linked</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>118</value>
               <longName>Equities</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>134</value>
               <longName>Energy</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>150</value>
               <longName>Commodities - Softs</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>166</value>
               <longName>Commodities - Base Metals</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>182</value>
               <longName>Commodities - Coins and Precious Metals</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>198</value>
               <longName>Commodities - Grains and Oilseeds</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>214</value>
               <longName>FX</longName>
            </data>
            <data>
               <type>Numeric</type>
               <field>InstrumentType</field>
               <value>246</value>
               <longName>Money Market</longName>
            </data>
         </instrumentTypeList>
      </GetInstrumentTypesResponse>

srikanth.krishnaswamy

thanks, can you please give me all possible record types for each of the below domain.

IND
EQU   
OPT   
SPR   
FUT   
FUN   
BON   
COM   

veerapath.rungruengrayubkul

The responses are attached. However, it seems like the "SPR" domains currently is not valid. Below is the possible domains returned from GetAssetDomains TRTH V1 SOAP API. For more information, you may contact TRTH support team via

Contact Us.

         <domainList>
            <data>
               <type>Text</type>
               <field>Domain</field>
               <value>BON</value>
               <longName>Fixed Income</longName>
            </data>
            <data>
               <type>Text</type>
               <field>Domain</field>
               <value>COM</value>
               <longName>Commodities and Energy</longName>
            </data>
            <data>
               <type>Text</type>
               <field>Domain</field>
               <value>ECI</value>
               <longName>Economic Indicators</longName>
            </data>
            <data>
               <type>Text</type>
               <field>Domain</field>
               <value>EQU</value>
               <longName>Equities</longName>
            </data>
            <data>
               <type>Text</type>
               <field>Domain</field>
               <value>FOR</value>
               <longName>Foreign Exchange</longName>
            </data>
            <data>
               <type>Text</type>
               <field>Domain</field>
               <value>FUN</value>
               <longName>Funds</longName>
            </data>
            <data>
               <type>Text</type>
               <field>Domain</field>
               <value>FUT</value>
               <longName>Futures</longName>
            </data>
            <data>
               <type>Text</type>
               <field>Domain</field>
               <value>IND</value>
               <longName>Indices</longName>
            </data>
            <data>
               <type>Text</type>
               <field>Domain</field>
               <value>MON</value>
               <longName>Money Market</longName>
            </data>
            <data>
               <type>Text</type>
               <field>Domain</field>
               <value>OPT</value>
               <longName>Options</longName>
            </data>
         </domainList>