Holiday List from TRTH

Kumar.warthak
Kumar.warthak LSEG
in TRTH

Is it possible to pull holiday list from TRTH API using ric's MY/Holiday, US/Holiday , SG/HOLIDAY, IN/HOLIDAY etc

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    Hi @Kumar.warthak,

    The Holiday list RICs are Speed Guide Pages where each row of data are provided in specific range of fields: ROW80_1 - ROW80_25. To access specific fields, you need to use TickHistoryRawExtraction report template which provides raw field-value format data. Also, the extraction date range could be at least seven days to ensure that Refresh message were received.

    Please refer to the Speed Guide Pages section of the REST API User Guide document for more information. Also, I have created an article for this topic.

    Below is the example of REST API request message.

    POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw { "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest", "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ { "Identifier": "US/HOLIDAY", "IdentifierType": "Ric" } ], "ValidationOptions": { "AllowHistoricalInstruments": true }, "UseUserPreferencesForValidationOptions": false }, "Condition": { "MessageTimeStampIn": "GmtUtc", "ReportDateRangeType": "Range", "QueryStartDate": "2019-02-05T00:00:00.000Z", "QueryEndDate": "2019-02-12T00:00:00.000Z", "ExtractBy": "Ric", "SortBy": "SingleByRic", "DomainCode": "MarketPrice", "DisplaySourceRIC": true } } }

    Result will be in CSV format.

    image

Answers

  • Kumar.warthak
    Kumar.warthak LSEG

    Hi @veerapath.rungruengrayubkul

    Thank you for the code, i am able to pull holiday's for all markets. I have a follow up question Is there a simple way to pull data for multiple RIC's, currently iam running as below:

    "InstrumentIdentifiers": [ { "Identifier": "US/HOLIDAY", "IdentifierType": "Ric" } { "Identifier":"MY/HOLIDAY", "IdentifierType": "Ric" } { "Identifier": "SA/HOLIDAY", "IdentifierType": "Ric" } ],

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    https://community.developers.refinitiv.com/discussion/comment/38685#Comment_38685
    @Kumar.warthak

    Yes. You can add multiple instruments in the same request. Results of RIC will be generated in the same file, so application needs to parse the file to get result for each RIC. Below is the sample.

    "InstrumentIdentifiers": [ 
    { "Identifier": "US/HOLIDAY", "IdentifierType": "Ric" },
    { "Identifier": "MY/HOLIDAY", "IdentifierType": "Ric" },
    { "Identifier": "SA/HOLIDAY", "IdentifierType": "Ric" } ],

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