PriceHistoryExtractionRequest

elvis.fernandez

According to the DataScope selected user guide (https://developers.refinitiv.com/sites/default/files/DSS_13_0_User_Guide.pdf)

"Individual user accounts are permitted to execute only one Price History extraction at a
scheduled time. Simultaneous Price History extractions from the same user account are not
allowed to ensure resources are available for all user accounts at any given time."

Does this mean that we can only submit one extraction request at a time? I ran the two requests (listed below) simultaneously against /RestApi/v1/Extractions/ExtractRaw API and was able to successfully retrieve extractions.

***I have only included a small set of IdentifierList, I have tested with a 1000 count of Identifiers

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "IdentifierType": "Ric",
          "Identifier": "GLL"
        }
     ]
    },
    "Condition": {
      "AdjustedPrices": false,
      "QueryStartDate": "2019-02-02",
      "QueryEndDate": "2019-02-03"
  	}
}<br>

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "IdentifierType": "Ric",
          "Identifier": "AAPL.O"
        }
     ]
    },
    "Condition": {
      "AdjustedPrices": false,
      "QueryStartDate": "2019-02-02",
      "QueryEndDate": "2019-02-03"
  	}
}

I have a use case where I need to post 2000 instruments and given the limitation of the instrument size (max of 1000) I want to submit two simultaneous request to fetch the extract. Is this possible or will I have to wait until the first is completed?

Christiaan Meihsl

@elvis.fernandez,

The limit on simultaneous requests is for concurrently running requests. That means that, for a Price History extraction request (which has a limit of 1), you should wait for the first request to complete before submitting the second request.

I am a bit surprised you managed to submit 2 requests in parallel. They both have 1000 RICs, but on the other hand they have few fields, and a small date range. It could be that, even though you submitted them one just after the other, the first one completed before the second one was queued ? That's just a guess. But in any case this might not work every time.

In conclusion: to ensure your code is reliable I strongly recommend you submit the first query, wait for it to complete, and then submit the second one.

elvis.fernandez

@Christiaan Meihsl

Thanks for the response. To make sure I understand this correctly as soon as I receive a 200 HTTP response code from the /ExtractRaw API the query is considered completed correct? This isn't coupled with the raw extraction fetch api correct (i.e the /

Christiaan Meihsl

https://community.developers.refinitiv.com/discussion/comment/42526#Comment_42526

@elvis.fernandez,

yes, when you receive an HTTP 200 the request is complete.

Note the 200 could be either from the POST to ExtractRaw, or a subsequent GET to the location URL (if ExtractRaw returned a 202).

You can actually see that in the extraction Notes, which should contain entries "Processing completed successfully at" and "Extraction finished at".

In case of need, the entire workflow is described in REST API Tutorial 14.