Historical Price Template, not returning data

FrancoisC

I am trying to retrieve historical prices for a list of instruments by passing it the ISIN, Exchange (all SJ) and Identifier. Reuters is returning Not Found for all my instruments. What am I doing wrong ? Please see attached .

Christiaan Meihsl

@FrancoisC,

There are several possibilities. You can either:

• In the GUI, create a template (just start the process, no need to save it), there you can see all the fields.
• Download the latest data content XLS, open tab "Field Descriptions", and use a text filter on column C to filter the type of request you are using. Alternatively filter on column D or E to display only rows that "contain" a keyword that you are looking for.
• Run a command to retrieve all fields for a specific template. Example for EoD pricing: GET https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'EndOfDayPricing')

More info on this learning process here.

Christiaan Meihsl

@FrancoisC,

I see 2 aspects to this issue:

1. Adding the instruments to the instrument list
2. The data extraction itself.

Adding the instruments to the instrument list

I tried adding 1 instrument I saw in your screenshot, using the following code (taken from DSS .Net Tutorial 2), it worked fine:

//Create an array of instrument identifiers:
IEnumerable<InstrumentIdentifier> instrumentIdentifiers = new[] 
{
    new InstrumentIdentifier
    {
        Identifier = "ZAE000000139",
        IdentifierType = IdentifierType.Isin,
        Source = "JNB"
    }
};
//Create a new (empty) instrument list:
var instrumentList = new InstrumentList { Name = "myInstrumentListName" };
extractionsContext.InstrumentListOperations.Create(instrumentList);
//Populate the instrument list by appending the array of instrument identifiers:
extractionsContext.InstrumentListOperations.AppendIdentifiers(
    instrumentList, instrumentIdentifiers, false);

This is not quite the same code as yours (which looks fine by the way), but it shows that this instrument can be added to the list. I can also see it in the DSS GUI:

If you can also see the instruments in your list in the GUI, then that step went fine.

I do not understand what you mean by "all SJ" for the exchange. The instrument I tested (ISIN ZAE000000139) is quoted on the following exchanges: BCO, BER, JNB. If you have a different value for the exchange then the instrument will not be found.

The data extraction itself

You mention this is a historical price extraction, but do not show the details of the request (data fields, date range, conditions). Could you please post that piece of code (ideally as text instead of a screenshot), as well as the extraction notes ? That will help us investigate further.

FrancoisC

Thank you for your response. The Exchange is then the issue. By default our system uses Bloomberg as source which has SJ for South African Exchange , not JNB. I will then need to build in a translation from BBG to Reuters on the Exchange Side. Can you point me in the correct direction as to how to obtain a list of Exchanges on Reuters ? I can then build the mapping on my side. Many thanks Francois

Christiaan Meihsl

https://community.developers.refinitiv.com/discussion/comment/41919#Comment_41919

@FrancoisC, you can find the list of exchange codes on Customer Zone, here.

FrancoisC

Excellent, many thanks!

FrancoisC

Apologies about posting this question using this thread but do you have a location where I can lookup all the valid Field Names one can pass that will be accepted, e.g Trade Date , Instrument ID etc ... ?

veerapath.rungruengrayubkul

https://community.developers.refinitiv.com/discussion/comment/41932#Comment_41932

@FrancoisC,

You can get list of valid field names with the GetValidExtractionFieldNames. For example:

GET https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/GetValidExtractionFieldNames(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'PriceHistory')

FrancoisC

https://community.developers.refinitiv.com/discussion/comment/41934#Comment_41934

Thank you