GUI successfully extracts data using OCC, can't seem to get the equivalent to work in API

gteage

Hi,

After my API call to DSS failed to recognise my Identifier: SINA150612C00057000, with Identifier Type: OCCCode ('Not Found') I tried the extraction using GUI for the same Identifier and I am not sure what I am doing wrong by the GUI extraction worked fine, just want to replicate the same success via API On Demand, my unsuccessful extraction below:

POST .../Extractions/ExtractWithNotes

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
            "Asset Category",
            "Trading Symbol",
            "OCC Code",
            "RIC"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "SINA150612C00057000",
                    "IdentifierType": "OCCCode"
                }
            ],
            "ValidationOptions": {
                "AllowHistoricalInstruments": false,
                "AllowInactiveInstruments": false,
                "AllowLimitedTermInstruments": false,
                "AllowOpenAccessInstruments": false,
                "AllowSubclassImport": false,
                "AllowUnsupportedInstruments": true,
                "ExcludeFinrAsPricingSourceForBonds": false,
                "UseConsolidatedQuoteSourceForCanada": false,
                "UseConsolidatedQuoteSourceForUsa": false,
                "UseDebtOverEquity": false,
                "UseExchangeCodeInsteadOfLipper": true,
                "UseOtcPqSource": true,
                "UseUsQuoteInsteadOfCanadian": true
            },
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": null
    }
}

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "OCCCode",
            "Identifier": "SINA150612C00057000",
            "Error": "Not found"
        }
    ],
    "Notes": [
        "All identifiers were invalid.  No extraction performed."
    ]
}

Jirapongse

@gteage

I assume that when using GUI, you have used Futures & Options Search to search for SINA150612C00057000 (OCCCode). The search result is a RIC that is added to the instrument list.

You can do the same in the API.

1. Use Search/FuturesAndOptionsSearch to search for SINA150612C00057000 (OCCCode)

{
    "SearchRequest": {
        "FileCodes": null,
        "CurrencyCodes": null,
        "ExchangeCodes": null,
        "IdentifierType": "OCCCode",
        "Identifier": "SINA150612C00057000",
        "PreferredIdentifierType": "Ric"
    }
}

2. The output is:

    "value": [
        {
            "Identifier": "SINAF121505700.U",
            "IdentifierType": "Ric",
            "Source": "OPQ",
...
            "Description": "SINA 2Jn5 57.0 C",
            "InstrumentType": "Derivative",
            "Status": "Valid",
            "ExchangeCode": "OPQ",
            "CurrencyCode": "USD",
            "FuturesAndOptionsType": "Options",
            "PutCallCode": "Call",
            "ExpirationDate": "2015-06-12T00:00:00.000Z",
            "StrikePrice": 57,
            "AssetStatus": "Active"
        }
    ]

3. Then use the returned RIC (SINAF121505700.U) in the extraction

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
            "Asset Category",
            "Trading Symbol",
            "OCC Code",
            "RIC"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "SINAF121505700.U",
                    "IdentifierType": "Ric"
                }
            ],
            "ValidationOptions": {
                "AllowHistoricalInstruments": false,
                "AllowInactiveInstruments": false,
                "AllowLimitedTermInstruments": false,
                "AllowOpenAccessInstruments": false,
                "AllowSubclassImport": false,
                "AllowUnsupportedInstruments": true,
                "ExcludeFinrAsPricingSourceForBonds": false,
                "UseConsolidatedQuoteSourceForCanada": false,
                "UseConsolidatedQuoteSourceForUsa": false,
                "UseDebtOverEquity": false,
                "UseExchangeCodeInsteadOfLipper": true,
                "UseOtcPqSource": true,
                "UseUsQuoteInsteadOfCanadian": true
            },
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": null
    }
}

You may contact the DSS support team via MyRefinitiv to verify why the OCCCode doesn't work with the TermsAndConditionsExtractionRequest.