Empty output of CFI2Z0 in TickHistoryMarketDepthExtractionRequest

Dawid
Dawid Newcomer
in TRTH

Hello,

I'm trying to retrieve CFI2Z0 data for 2020 year, but the output is empty while the data for CFI2Z1, CFI2Z2 etc. are available. Any ideas what I'm doing wrong?

Many thanks.

Details of my request:
* @odata.type: "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest"
* ContentFieldNames: ["Ask Price", "Bid Price", "Number of Buyers", "Number of Sellers"]
* InstrumentIdentifiers: [("CFI2Z0", "Ric")]
* Condition: {"View": "NormalizedLL2",

"NumberOfLevels": 2,

"MessageTimeStampIn": "GmtUtc",

"ReportDateRangeType": "Range",

"ReportDateRangeType": "Range",

"QueryStartDate": start_date_str,

"QueryEndDate": end_date_str}

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Best Answer

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

    Hello @Dawid,

    Did you have a chance to review extraction notes on the request? For me this instrument results in

    "Notes": [
            "All identifiers were invalid.  No extraction performed."
        ],

    Therefore, I do not believe that this identifier is valid.

    However, for a definitive answer on content availability and symbology, for a customer, the most efficient approach is to directly contact Refinitiv Helpdesk Online -> Tick History, and be connected with a content expert knowledgeable on this specific content, that may help to identify the instrument you are looking for.

    This forum can be of most help to you on with general questions and discussions centered around Refinitiv Tick History API usage.

    Please let us know if you would like to obtain more content-specific info and are not able to proceed, and will submit on your behalf.

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