Inconsistent behavior requesting Historical Market Depth on futures contracts

jwaldron

requestBody={
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
    "ContentFieldNames": [],    
    "IdentifierList": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
        "InstrumentIdentifiers": [{ "Identifier": "CLM8", "IdentifierType": "Ric" }],

        "ValidationOptions": {
            "AllowHistoricalInstruments": "true",
        },
        "UseUserPreferencesForValidationOptions": "false",
    }, 
    "Condition": {
      "View": "RawMarketByPrice",
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2018-04-25T22:00:00.000Z",
      "QueryEndDate": "2018-04-26T21:59:59.999Z",
      "DisplaySourceRIC": "true"
    }
  }
}

The above returns 

Extraction finished at 2019-02-09 16:42:43 UTC, with servers: tm03n03, TRTH (145.146 secs)
Historical Instrument <RIC,CLM8> expanded to 1 RIC: CLM8.
Total instruments after instrument expansion = 1

and if I simply change the years to 2017 from 2018, I get the following:


Extraction finished at 2019-02-09 16:45:19 UTC, with servers: x03q13
Historical Instrument <RIC,CLM8> expanded to 0 RICS.
Report suppressed because there are no instruments

What am I missing? Both are historical queries...

veerapath.rungruengrayubkul

Hi @jwaldron,

The <CLM8> RIC on Market By Price domain (8) is only valid between 2018-03-24 and 2018-06-10, so you will not get RawMarketByPrice data for 2017.

You can verify the availability of RICs on specific domains using HistoricalSearch endpoint. The list of available domain code is in the API Reference Tree.

Request:

POST Search/HistoricalSearch
{
  "Request": {
    "Identifier": "CLM8",
    "IdentifierType": "Ric",
    "DomainCodes": [6,8],
    "Range": {
      "Start": "2003-01-01T00:00:00.000Z",
      "End": "2019-02-10T00:00:00.000Z"
    }
  }
}

Response:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.HistoricalSearchResult)",
    "value": [
        {
            "Identifier": "CLM8",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxDTE04fA",
            "Description": "Historical Instrument",
            "InstrumentType": "Unknown",
            "Status": "Valid",
            "DomainCode": "6",
            "FirstDate": "1996-01-01T00:00:00.000Z",
            "LastDate": "2018-06-10T00:00:00.000Z",
            "History": []
        },
        {
            "Identifier": "CLM8",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxDTE04fA",
            "Description": "Historical Instrument",
            "InstrumentType": "Unknown",
            "Status": "Valid",
            "DomainCode": "8",
            "FirstDate": "2018-03-24T00:00:00.000Z",
            "LastDate": "2018-06-10T00:00:00.000Z",
            "History": []
        }
    ]
}