PriceHistoryExtractionRequest IdentifierValidationErrors

elvis.fernandez

Hi, I am testing PriceHistory Extraction API (/RestApi/v1/Extractions/ExtractRaw)

Why would we receive "IdentifierValidationErrors". From my testing, it seems that this may only be the case when we send over an unrecognized RIC to the service. But are there other such scenarios for receiving a validation error response?

My Sample response

{
"IdentifierValidationErrors": [
        {
            "Identifier": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Content.InstrumentIdentifier",
                "Identifier": "IEFA",
                "IdentifierType": "Ric",
                "Source": ""
            },
            "Message": "Not found"
        }
]
}

Christiaan Meihsl

@elvis.fernandez,

RIC IEFA was quoted between January 1996 and July 1998. As it is not quoted anymore it is considered as a historical instrument. These will generate a "Not found", except if you specify that you want to allow historical instruments.

The setting to allow historical instruments can be set in the GUI preferences screen, but that only applies to instruments imported into lists, that are then used in scheduled requests.

For on demand requests you need to specify that you allow historical instruments in the query itself, using parameter ValidationOptions, like this:

"IdentifierList": {
  "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
  "InstrumentIdentifiers": [
    { "Identifier": "IEFA", "IdentifierType": "Ric" }
  ],
  "ValidationOptions": { "AllowHistoricalInstruments": true },
  "UseUserPreferencesForValidationOptions": false
},

As you did not post your request I am guessing that this is what's missing. If this does not solve the issue, then please post the entire request body so we can investigate further.

To clarify this I added a section on instrument validation in the DSS Tutorials Introduction, and updated DSS REST tutorial 4 to illustrate this.