Hi, I've run into a problem requesting historical intraday data for non-current identifiers.
This code works fine for the current RIC WH0:
var extractionRequest = new TickHistoryIntradaySummariesExtractionRequest()
{
IdentifierList = new InstrumentIdentifierList()
{
InstrumentIdentifiers = new[] { new InstrumentIdentifier { Identifier = "WH0", IdentifierType = IdentifierType.Ric } }
},
Condition = new TickHistoryIntradaySummariesCondition()
{
DaysAgo = null,
MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,
QueryEndDate = DateTime.UtcNow,
QueryStartDate = DateTime.UtcNow - TimeSpan.FromYears(20),
ReportDateRangeType = ReportDateRangeType.Range,
ExtractBy = TickHistoryExtractByMode.Ric,
SortBy = TickHistorySort.SingleByRic,
DisplaySourceRIC = false,
SummaryInterval = TickHistorySummaryInterval.FifteenMinutes,
TimebarPersistence = true
},
ContentFieldNames = new[]
{
"Close Ask", "Close Bid", "Volume", "Last"
}
};
extractionsContext.Options.AutomaticDecompression = true; //Decompress gzip to plain text
var extractionResult = extractionsContext.ExtractRaw(extractionRequest);
When I then try to get data for historical RIC "WH3", the above code runs but returns no data.
I then tried changing to use "HistoricalInstrumentIdentifier" instead of "InstrumentIdentifier" (line 5), but I get this error:
"Cannot use a HistoricalInstrumentIdentifier when the ReportDateRangeType is not set to PerIdentifier.'"
So, as the error suggested, I changed to use ReportDateRangeType.PerIdentifier. However, I then get this error:
"ThomsonReuters.Dss.Api.ForbiddenException: 'Not authorized to perform extraction with ReportDateRangeType set to PerIdentifer.'"
I am able to request this data via the DSS web portal manually so I don't think I am unauthorized.
What do you suggest to get this working please?