How can I retrieve data for Open Access instruments with an Intraday pricing DSS REST API call?

lukasz.ossowski

I am looking for a way on how to extract Open Access data with the use of Rest Api. Now, when I run an Intraday Pricing OnD query, my instrument is not found:

However, I know it is a valid instrument and I can collect data for it via GUI.

josh.kalina1

Hi Lukasz,

You likely need to put a ValidationOptions condition to allow open access instruments. Those are instruments that exist on our RealTime side, but not DSS.

When I load these into DSS, I can see they are Open Access instruments:

ValidInstrumentCount  -  1 
OpenAccessSegments
{'Code': 'Y', 'Description': 'Money Market', 'Count': 1}

Try adding this:

        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [],
            "ValidationOptions": {
"AllowOpenAccessInstruments": true,

lukasz.ossowski

This works Thanks Josh!