Querying for average value traded

elvis.fernandez
elvis.fernandez Newcomer
in DSS

Hello, I am using the CompositeExtractionRequest API to retrieve the average volume for 30 days


Request:

POST
https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes
{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
        "ContentFieldNames": [
           "Technical Indicators Currency Code", "Average Volume - 30 Days", "Average Volume - 10 Days",
           "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Currency Code",
           "Annualized Dividend Period Start Date", "Annualized Dividend Adjusted Gross Amount",
           "Balance Sheet - Enterprise Value", "Balance Sheet - Market Value"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                { "Identifier": "SHV.O", "IdentifierType": "Ric" },
                { "Identifier": "00209tab1", "IdentifierType": "Cusip" },
                { "Identifier": "IBM.N", "IdentifierType": "Ric" },
                { "Identifier": "US4592001014", "IdentifierType": "Isin" },
                { "Identifier": "B1YW440", "IdentifierType": "Sedol" }
            ]
        }
    }
}




Response

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "SHV.O",
            "Technical Indicators Currency Code": null,
            "Average Volume - 30 Days": null,
            "Average Volume - 10 Days": null,
            "RIC": "SHV.O",
            "CUSIP": null,
            "ISIN": null,
            "SEDOL": null,
            "Issuer OrgID": "102579323",
            "Currency Code": "USD",
            "Annualized Dividend Period Start Date": "2018-12-27",
            "Annualized Dividend Adjusted Gross Amount": 2.41769,
            "Balance Sheet - Enterprise Value": null,
            "Balance Sheet - Market Value": null
        },
        {
            "IdentifierType": "Cusip",
            "Identifier": "00209TAB1",
            "Technical Indicators Currency Code": null,
            "Average Volume - 30 Days": null,
            "Average Volume - 10 Days": null,
            "RIC": "00209TAB1=RRPS",
            "CUSIP": null,
            "ISIN": null,
            "SEDOL": null,
            "Issuer OrgID": "172642",
            "Currency Code": "USD",
            "Annualized Dividend Period Start Date": null,
            "Annualized Dividend Adjusted Gross Amount": null,
            "Balance Sheet - Enterprise Value": null,
            "Balance Sheet - Market Value": null
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "IBM.N",
            "Technical Indicators Currency Code": null,
            "Average Volume - 30 Days": null,
            "Average Volume - 10 Days": null,
            "RIC": "IBM.N",
            "CUSIP": null,
            "ISIN": null,
            "SEDOL": null,
            "Issuer OrgID": "18228",
            "Currency Code": "USD",
            "Annualized Dividend Period Start Date": "2019-12-10",
            "Annualized Dividend Adjusted Gross Amount": 6.48,
            "Balance Sheet - Enterprise Value": null,
            "Balance Sheet - Market Value": null
        },
        {
            "IdentifierType": "Isin",
            "Identifier": "US4592001014",
            "Technical Indicators Currency Code": null,
            "Average Volume - 30 Days": null,
            "Average Volume - 10 Days": null,
            "RIC": "IBM.N",
            "CUSIP": null,
            "ISIN": null,
            "SEDOL": null,
            "Issuer OrgID": "18228",
            "Currency Code": "USD",
            "Annualized Dividend Period Start Date": "2019-12-10",
            "Annualized Dividend Adjusted Gross Amount": 6.48,
            "Balance Sheet - Enterprise Value": null,
            "Balance Sheet - Market Value": null
        },
        {
            "IdentifierType": "Sedol",
            "Identifier": "B1YW440",
            "Technical Indicators Currency Code": null,
            "Average Volume - 30 Days": null,
            "Average Volume - 10 Days": null,
            "RIC": "LP71000002",
            "CUSIP": null,
            "ISIN": "GB00B1YW4409",
            "SEDOL": null,
            "Issuer OrgID": "100691344",
            "Currency Code": "GBp",
            "Annualized Dividend Period Start Date": null,
            "Annualized Dividend Adjusted Gross Amount": null,
            "Balance Sheet - Enterprise Value": null,
            "Balance Sheet - Market Value": null
        }
    ],
    "Notes": [
        "Extraction Services Version 13.2.41247 (b366b2f564ab), Built Nov 18 2019 19:25:58\r\nHoliday Rollover of Universal Close Price waived.\r\nProcessing started at 01/09/2020 19:30:27.\r\nUser ID: 9019504\r\nExtraction ID: 409568887\r\nSchedule: _OnD_0x06efc89b336142ec (ID = 0x06efc89b374142ec)\r\nInput List (5 items): _OnD_0x06efc89b336142ec (ID = 06efc89b34a142ec) Created: 01/09/2020 19:30:23 Last Modified: 01/09/2020 19:30:24\r\nSchedule Time: 01/09/2020 19:30:24\r\nReport Template (19 fields): _OnD_0x06efc89b336142ec (ID = 0x06efc89b338142ec) Created: 01/09/2020 19:30:23 Last Modified: 01/09/2020 19:30:23\r\nColumn 'Technical Indicators Currency Code' suppressed for lack of 'Technical Indicators' permission.\r\nColumn 'Average Volume - 30 Days' suppressed for lack of 'Technical Indicators' permission.\r\nColumn 'Average Volume - 10 Days' suppressed for lack of 'Technical Indicators' permission.\r\nColumn 'CUSIP' suppressed for lack of 'CUSIP & CUSIP based ISINs', 'Premium Reference' and 'Shareholding Disclosure' permissions.\r\nColumn 'ISIN' suppressed for lack of 'Premium Reference' and 'Shareholding Disclosure' permissions.\r\nColumn 'SEDOL' suppressed for lack of 'Premium Reference', 'SEDOLs (including MIC and OPOL)' and 'Shareholding Disclosure' permissions.\r\nColumn 'Balance Sheet - Enterprise Value' suppressed for lack of 'Fundamentals Data' permission.\r\nColumn 'Balance Sheet - Market Value' suppressed for lack of 'Fundamentals Data' permission.\r\nCells suppressed for 4 row(s) for lack of 'CUSIP & CUSIP based ISINs' permission.\r\nProcessing completed successfully at 01/09/2020 19:30:28, taking 1.3 Secs.\r\nExtraction finished at 01/09/2020 19:30:28 UTC, with servers: x02a02, DSWS (0.7 secs), QSHC12 (0.1 secs), QSSHA1 (0.0 secs), QSa01a (0.1 secs)\r\nUsage Summary for User 9019504, Client 108635, Template Type Composite\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type                                Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      1 Corporate                           Investment Grade             N/A            N/A\r\n      3 Equities                                                         N/A            N/A\r\n      1 Mutual Funds                                                     Lipper         N/A\r\n-------\r\n      5 Total instruments charged.\r\n      0 Instruments with no reported data.\r\n=======\r\n      5 Instruments in the input list.\r\nNo TRPS complex usage to report -- 5 Instruments in the input list had no reported data.\r\nWriting RIC maintenance report.\r\n",
        "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n"
    ]
}



Null is returned for average volume. Taking a look at the extraction notes it seems that it is because of suppressed for lack of:

'Technical Indicators' permission
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