In DSS REST API, how can I specify the source for a CUSIP?

{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TimeSeriesExtractionRequest",
"ContentFieldNames": [
"File Code",
"RIC",
"Close Price",
"High Price",
"Low Price",
"Open Price",
"Bid Price",
"Ask Price",
"Universal Close Price"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "36729W509",
"IdentifierType": "Cusip"
}]
},
"Condition": {
"LastPriceOnly": false,
"StartDate": "2018-10-01T00:00:00.000Z",
"EndDate": "2018-10-18T00:00:00.000Z"
}
}
}

When my identifier in REST API/JSON is a cusip, how do I specify a source? My settings are set to default to EJV for hybrids, but there are times when I need to override that. For example, in the attached, I need to default this cusip to the .PK source. What do I need to add to my code to make this work?

Best Answer

  • @Max.McDonough,

    You can filter on a source, using this syntax when defining the identifier:

    { "Identifier": "36729W509", "IdentifierType": "Cusip", "Source": "OTC" }

    But note that the source must be an exchange code, not a RIC extension. For this particular Cusip I discovered the source is OTC, not PNK.

    Does this help ?

Answers