RIC change: Cannot get TimeAndSales for Historic Instrument

Hilarius
Hilarius Explorer
in TRTH

I have an information for RIC change from CBG.N to CBRE.N on 2018-03-20 as shown below.

image

I could get ElektronTimeseries data for CBRE.N from 2018-01-01 to 2018-02-01 whereas no data for CBG.N during the same period. This is fine.

On the other hand, when I requested a TimeAndSales for CBRE.N for 2018-01-01 to 2018-02-01, I've got NO data. Neither did I get any data for CBG.N during the same period.

How can I retrieve TimeAndSales when RIC changed?

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Best Answer

  • warat.boonyanit
    warat.boonyanit LSEG
    Answer ✓

    For Elektron Time Series, We have carried forward the pricing data from <CBG.N> to <CBRE.N>, this is the reason you are getting the data before and after RIC change.

    But in TAS it will only the current data after change for the new RIC and you have to use <CBG.N> for 2018-01-01 to 2018-02-01.

    However, since <CBG.N> has been delisted, you may have to use the Historical Search when using Web GUI or allow Historical Instruments in case of REST API in order to use the <CBG.N> RIC.

Answers

  • Christiaan Meihsl
    Christiaan Meihsl LSEG

    @Hilarius, you should use the latest RIC name when retrieving data, i.e. CBRE.N.

    That said, I reproduce what you observe, i.e. I get ElektronTimeseries data for CBRE.N from 2018-01-01 to 2018-02-01, but when I request TimeAndSales data I receive nothing, and the extraction notes deliver this message:

    Instrument <RIC,CBRE.N> expanded to 0 RICS.

    For data content query like this one, the best and speediest way to receive an answer is to open a content-related enquiry via My Account or to call the Thomson Reuters Help Desk directly.

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