How do I get a list of the current consituents of an index using the DSS REST API
I should retrieve on a monthly basis the list of the securities that constitute some of the populat indexes, over the DSS REST API, with a .Net application. Any idea how to do that ?
I can't find any mention of index anywhere, and the chains search (which could be one answer) in the DSS GUI does not find such a thing as the .DJI or ^DJI, although the latter is supposed to be the RIC code of the Dow Jones index, and the chains search want to have a RIC code...
Any help very welcome !
Regards
Bernard
Best Answer
-
Hi Bernard,
Normally, there could be Chain RIC which provides list of constituent RICs. You can use the Chain RIC to retrieve list of constituent RICs with TermsAndConditions extraction. Below is the example code. As far as I know, the Chain RIC for .DJI is 0#.DJI.
For Chain RICs of other index, please contact Content support via MyRefinitiv.
var extractionsContext = new ExtractionsContext(new Uri("https://hosted.datascopeapi.reuters.com/RestApi/v1/"), dssUserName, dssUserPassword);
TermsAndConditionsExtractionRequest extractionRequest = new TermsAndConditionsExtractionRequest
{
IdentifierList = InstrumentIdentifierList.Create(
new[] { new InstrumentIdentifier { Identifier = "0#.DJI", IdentifierType = IdentifierType.ChainRIC } }, null, false),
ContentFieldNames = { "RIC" },
Condition = new TermsAndConditionsCondition
{
IssuerAssetClassType = IssuerAssetClassType.AllSupportedAssets,
ExcludeWarrants = false,
//StartDate = new DateTimeOffset(DateTime.Now)
}
};
var extractionResult = extractionsContext.ExtractWithNotes(extractionRequest);
var extractedRows = extractionResult.Contents;
//Output
if (!extractedRows.Any())
Console.WriteLine("No rows returned");
else
{
foreach (var row in extractedRows)
Console.WriteLine(
row.Identifier + " (" + row.IdentifierType + ") " +
String.Join(", ", row.DynamicProperties.Select(dp => dp.Key + "=" + dp.Value)));
}0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 690 Datastream
- 1.4K DSS
- 629 Eikon COM
- 5.2K Eikon Data APIs
- 11 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 255 ETA
- 559 WebSocket API
- 39 FX Venues
- 15 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 25 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 280 Open PermID
- 45 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 23 RDMS
- 2K Refinitiv Data Platform
- 716 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 106 UPA
- 194 TREP Infrastructure
- 229 TRKD
- 918 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 95 Workspace SDK
- 11 Element Framework
- 5 Grid
- 19 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛