London metal fixings disappeared suddenly from SingleHistoricalPriceExtractionRequest and EndOfDa...

barovikd

...yPricingExtractionRequest

Starting from Monday such request for RICs: LDNXAG= XPTFIXPM= and XPDFIXPM=:

{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.SingleHistoricalPriceExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"Close Price"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "LDNXAG=",
"IdentifierType": "Ric"
}
],
"ValidationOptions": null,
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"PriceDate": "2018-09-17"
}
}
}

Returns code 200 OK and:

{
"@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)",
"value": [
{
"IdentifierType": "Ric",
"Identifier": "LDNXAG=",
"Error": "Not found"
}
]
}

If instead of code:

"ValidationOptions": null

I use:

"ValidationOptions": {
"AllowHistoricalInstruments":true
}

then:

{
"@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)",
"value": [
{
"IdentifierType": "Ric",
"Identifier": "LDNXAG=",
"Trade Date": null,
"Close Price": null
}
]
}

============================================================

The same happend with command EndOfDayPricingExtractionRequest:

{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"Close Price",
"Universal Close Price Date",
"Universal Close Price"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "LDNXAG=",
"IdentifierType": "Ric"
}
],
"ValidationOptions": {
"AllowHistoricalInstruments":true
},
"UseUserPreferencesForValidationOptions": false
},
"Condition": null
}
}

==========================================================

At the same moment another strange thing started.

for XAUFIXPM these two requests using SingleHistoricalPriceExtractionRequest and EndOfDayPricingExtractionRequest return Different results:

SingleHistoricalPriceExtractionRequest all fine:

{
"@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)",
"value": [
{
"IdentifierType": "Ric",
"Identifier": "XAUFIXPM=",
"Trade Date": "2018-09-17",
"Close Price": 1201.9
}
]
}

But EndOfDayPricingExtractionRequest returns 2018-09-14 date:

{
"@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)",
"value": [
{
"IdentifierType": "Ric",
"Identifier": "XAUFIXPM=",
"Trade Date": "2018-09-14",
"Close Price": 1201.95,
"Universal Close Price Date": "2018-09-14",
"Universal Close Price": 1201.95
}
]
}

Christiaan Meihsl

Posting the conclusion here, for clarity:

The issue was due to an internal mapping error in DSS. Technical support fixed it.

barovikd

To be clear. Starting from May till now these requests gave correct results for metal fixing prices every day without any problems...

nityanand.koppad

@barovikd

for RIC <LDNXAG=> historical pricing report template will not give any data or TR do not store EOD data historically. However you can speak to your TR Sales representative for alternative products which can give historical pricing data.

For RIC <XAUFIXPM=> please note trade date value are different in your extraction.

Please contact our customer support using Contact Us in your product, this will ensure you get quick & timely answers for these kind of questions.

barovikd

https://community.developers.refinitiv.com/discussion/comment/32236#Comment_32236

Actually for RIC <LDNXAG=> SingleHistoricalPriceExtractionRequest does give result. You can try the request. Now everything works fine. It was some internall error in DSS with some "mapping" with that RICs. Techical support helped me and fixed the bug. Thank them.

Christiaan Meihsl

https://community.developers.refinitiv.com/discussion/comment/32548#Comment_32548

Thank you for keeping us posted :-)