Instrument validation fails for long RICS and truncates RIC to 40 characters

atappis

Hi,

I am attempting to validate a set of instruments prior to executing a TickHIstoryTimeAndSalesRequest. I've ran into an issue whereby in one of my tests which includes a long invalid RIC, the validation appears not to be working.

The list of RICs I am testing with is: ["BARC.L", "$3SK\"&", "ASFASDVFAECTGEDGFDFGHRTSY5RETGDFBVGCDVGDFSFGDFSJKTYURETAERT", "VOD.L"] where I expect only BT.L and VOD.L to be deemed as valid.

I use the following code:

var context = new ExtractionsContext(new Uri(uri), sessionToken);
DataTable instrumentsTable = GetInstrumentListFromDatabase();
var identifierList = new List<InstrumentIdentifier>();
foreach (DataRow row in instrumentsTable.Rows)
{
    identifierList.Add(new InstrumentIdentifier()
    {
        Identifier = (string)row["Identifier"],
        IdentifierType = IdentifierType.Ric
    });
}
var validatedIdentifiers = context.InstrumentListOperations.ValidateIdentifiers(identifierList, false);
var validIds = validatedIdentifiers.ValidatedInstruments.Select(i => i.Identifier).ToList();
var jsonValidInstruments = JsonConvert.SerializeObject(validIds);
LogInfo("Valid Identifiers found", $"Number of valid instruments: {validIds.Count}, List of valid Instruments {jsonValidInstruments}");

The log message i see is:

Number of valid instruments: 3, List of valid Instruments ["BARC.L","ASFASDVFAECTGEDGFDFGHRTSY5RETGDFBVGCDVGD","VOD.L"]

So the long RIC to be returned as VALID from the ValidateIdentifiers() API call and it has also been trimmed to 40 characters.

I then continue with this code:

var ids = identifierList.Select(i => i.Identifier).ToList();
var invalidIds = ids.Except(validIds).ToList();
if (invalidIds.Any())
{
    var jsonInalidInstruments = JsonConvert.SerializeObject(invalidIds);
    LogInfo("Invalid Identifiers found", $"Number of invalid identifiers: {invalidIds.Count()}, List of invalid instruments {jsonInalidInstruments}");
}

Which results in the following log entry:

Number of invalid identifiers: 2, List of invalid identifiers: ["$3SK\"&","ASFASDVFAECTGEDGFDFGHRTSY5RETGDFBVGCDVGDFSFGDFSJKTYURETAERT"]

The problem here is because the long RIC before and after is different, the Except() operation fails to match on RIC.

So in summary 2 issues:

• The clearly invalid RIC is being returned as VALID
• The RIC returned does not match the RIC that was sent i.e. appears to be truncated to 40 chars

veerapath.rungruengrayubkul

Hi @atappis,

I have found that the "Allow Import of Unsupported Instruments into Instrument Lists" in the User Preferences is related to this issue.

If this preference is selected, the ValidateIdentifiers returns 3 validated instruments with Status": "NotFound" for "ASFASDVFAECTGEDGFDFGHRTSY5RETGDFBVGCDVGD".

Please verify that this preference is not selected to get the expected 2 ValidateIdentifiers.

Below is the JSON response.

 {
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.SubjectLists.InstrumentsValidateIdentifiersResult",
    "ValidatedInstruments": [
        {
            "Identifier": "BARC.L",
            "IdentifierType": "Ric",
            "Source": "LSE",
            "Key": "VjF8MHgwMDAzZGQwMDEzNzUyYzk0fDB4MDAwM2RjMDAzNDdjOGExZHxMU0V8RVFRVXxFUVRZfE9EU0h8RXx8QkFSQy5MfDA2OTE",
            "Description": "BARCLAYS ORD",
            "InstrumentType": "EquityQuote",
            "Status": "Valid"
        },
        {
            "Identifier": "ASFASDVFAECTGEDGFDFGHRTSY5RETGDFBVGCDVGD",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgwMDAwMDAwMDAwMDAwMDAwfDB4MDAwMDAwMDAwMDAwMDAwMHx8fHx8fHx8",
            "Description": "",
            "InstrumentType": "MortAggregate",
            "Status": "NotFound"
        },
        {
            "Identifier": "VOD.L",
            "IdentifierType": "Ric",
            "Source": "LSE",
            "Key": "VjF8MHgwMDAzZGQwMDE0OGU3NDMwfDB4MDAwM2RjMDAzNDdjOTEwNnxMU0V8RVFRVXxFUVRZfE9EU0h8RXx8Vk9ELkx8MDY5MQ",
            "Description": "VODAFONE GROUP ORD",
            "InstrumentType": "EquityQuote",
            "Status": "Valid"
        }
    ],
    "ValidationResult": {
        "ValidInstrumentCount": 3,
        "OpenAccessSegments": [],
        "StandardSegments": [
            {
                "Code": "E",
                "Description": "Equity",
                "Count": 2
            }
        ],
        "ValidationDuplicates": [],
        "Messages": [
            {
                "Severity": "Warning",
                "Message": "Invalid characters found in Identifier field of instrument 2 (identifier='$3SK\"&' type='Ric').  Instrument skipped."
            },
            {
                "Severity": "Info",
                "Message": "RIC, ASFASDVFAECTGEDGFDFGHRTSY5RETGDFBVGCDVGD (not found)"
            }
        ]
    }
}

unsupportedinstrument.png