How to get Index Name and Constituents in the same Extraction

f.heuschen
f.heuschen Newcomer
in DSS

Hi, if I set up an instrument list with several Index Chain RICs, they become expanded in the extraction to their constituents. Is there a possibility to see in the extraction, from which index each RIC was expanded i.e. a reference to the original Chain RIC per entry? Is there a special report Template/Field to achieve this? The desired format would be:

<parent index (or parent index chain RIC)>;<RIC>;<ISIN>

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @f.heuschen,

    Depending on what request type you are running, Identifier included with the result is the original request Identifier, so may carry the info you are looking for?

    For example:

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
        "ContentFieldNames": [
          "Ask Price",     
          "CUSIP",
          "Exchange Code",
          "Exchange Description",
           "RIC",
          "Ticker"
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "InstrumentIdentifiers": [
            { "Identifier": "438516AC0", "IdentifierType": "Cusip" },
            { "Identifier": "IBM.N", "IdentifierType": "Ric" },
             { "Identifier": "0#US30YT=TWEB", "IdentifierType": "ChainRIC" }
          ]
        },
        "Condition": null
      }
    }

    results in

         {
                "IdentifierType": "ChainRIC",
                "Identifier": "0#US30YT=TWEB",
                "Ask Price": 152.60938,
                "CUSIP": "912810QK7",
                "Exchange Code": "TWB",
                "Exchange Description": "TRADEWEB",
                "RIC": "912810QK7=TWEB",
                "Ticker": "UST"
            },
            {
                "IdentifierType": "ChainRIC",
                "Identifier": "0#US30YT=TWEB",
                "Ask Price": 160,
                "CUSIP": "912810QL5",
                "Exchange Code": "TWB",
                "Exchange Description": "TRADEWEB",
                "RIC": "912810QL5=TWEB",
                "Ticker": "UST"
            },
            {
                "IdentifierType": "ChainRIC",
                "Identifier": "0#US30YT=TWEB",
                "Ask Price": 169.98438,
                "CUSIP": "912810QN1",
                "Exchange Code": "TWB",
                "Exchange Description": "TRADEWEB",
                "RIC": "912810QN1=TWEB",
                "Ticker": "UST"
            },

    Does this help?


Answers

  • f.heuschen
    f.heuschen Newcomer

    Thanks for the answer.. is this only the case on using the REST Service? I tried the same with the DSS Frontend ( EOD Request with RIC & ISIN as fields) and here the parent chain RIC was not included in the created file...

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @f.heuschen,

    From my looking via DSS GUI request this does not seem to be the case. However, to get a definitive answer, if there is an option to obtain this info with results via DSS GUI, it is best to involve a Refinitiv DSS specialist via Refinitiv Helpdesk Online -> DSS.

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