Issue on SXF price on the 2020-05-19

bilou_12

Hi

Could you please amend the price of SXF on the 2020-05-19.

If you query the endpoint:

https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes

with the following json in parameters:

{
    '@odata.type': '#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest',
    'ContentFieldNames': ['Trade Date', 'RIC', 'Settlement Price'],
    'IdentifierList': {
        '@odata.type': '#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList',
        'InstrumentIdentifiers': [{
            'Identifier': 'SXFU0',
            'IdentifierType': 'Ric'
        }],
        'ValidationOptions': {
            'AllowHistoricalInstruments': True
        },
        'UseUserPreferencesForValidationOptions': False
    },
    'Condition': {
        'StartDate': '2020-05-12T00:00:00.000Z',
        'EndDate': '2020-05-19T23:59:59.999Z'
    }
}

You will get a wrong price on the 2020-05-19: -9999402 CAD !!

{
    '@odata.context': 'https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult',
    'Contents': [{
        'IdentifierType': 'Ric',
        'Identifier': 'SXFU0',
        'Trade Date': '2020-05-18',
        'RIC': 'SXFU0',
        'Settlement Price': -9999402
    }],
}

veerapath.rungruengrayubkul

Hi @bilou_12,

The negative price is Null Code which provides more information when price is not available. Below is the description of each value in the DSS User Guide document. The -9999402 means Market Holiday.

You can also configure the following parameter in User Preference to change the behavior.