Extract SPX members Intraday bars
Options
What it is the best way to extract all at once index members?
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"ContentFieldNames": [ "Close Ask", "Close Bid", "Domain", "High", "High Ask", "High Bid", "History End", "History Start", "Instrument ID", "Instrument ID Type", "Last", "Low", "Low Ask", "Low Bid", "No. Asks", "No. Bids", "No. Trades", "Open", "Open Ask", "Open Bid", "RIC", "Sample Data", "Volume" ],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [ { "Identifier": "O#.SPX", "IdentifierType": "Ric" } ],
"ValidationOptions": null,
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ApplyLegacySummaryTimeLabel": false,
"ReportDateRangeType": "Range",
"QueryStartDate": "2008-10-13T13:00:00.000-05:00",
"QueryEndDate": "2008-10-13T14:00:00.000-05:00",
"SummaryInterval": "OneMinute",
"TimebarPersistence": true,
"DisplaySourceRIC": true
}
}
}
0
Best Answer
-
Hi,
I think there appear to be a couple of corrections required:
1) A valid Identifier value. I checked "O#.SPX" against the system (Url: https://hosted.datascope.reuters.com/datascope/search/instruments/historical) and no Identifier was found, generally when we see a "#" we assume Identifier is a Chain RIC, and normally Chain RICs would be preceded by a number, checking "0#.SPX" instead did pull back a valid identifier.
2) Identifier Type (related to Identifier)
IdentifierTypes are covered here in the API Reference Tree, ie.:
You will need "IdentifierType": "ChainRIC"
(Main Url: https://hosted.datascopeapi.reuters.com/RestApi.Help/Home/Index#)
Best regards,
Gareth
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 37 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 697 Datastream
- 1.5K DSS
- 632 Eikon COM
- 5.2K Eikon Data APIs
- 13 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 5 Trading API
- 2.9K Elektron
- 1.4K EMA
- 256 ETA
- 563 WebSocket API
- 39 FX Venues
- 15 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 25 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 283 Open PermID
- 47 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 23 RDMS
- 2K Refinitiv Data Platform
- 755 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 122 Open DACS
- 1.1K RFA
- 107 UPA
- 194 TREP Infrastructure
- 229 TRKD
- 918 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 97 Workspace SDK
- 11 Element Framework
- 5 Grid
- 19 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛