How to retrieve more informations (assetName, PermID, ISIN, ecc...) about constituents retrieved ...

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nicola.donelli
nicola.donelli Newcomer
in TRTH

...by a HistoricalChainResolution request?

I can use

{
    "Request": {
        "ChainRics": [
            "0#.SPX:"
        ],
        "Range": {
            "Start": "2008-01-01T00:00:00.000Z",
            "End": "2016-01-01T00:00:00.000Z"
        }
    }
}

to get a list of constituents' RICS, but I'd need to get more informations about those assets (e.g. assetName, ISIN, PermID, etc...).

Is there any way to get these informations by modifying this request or using another request?


Thanks

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Best Answer

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

    Hello @nicola.donelli,

    If you are an RTH customer, you can look into HistoricalReferenceExtractionRequest.

    This is not a search, it is an extraction request, for example:

    {{protocol}}{{host}}{{api}}Extractions/ExtractWithNotes 

    {
        "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
            "ContentFieldNames": [
               "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Issuer PermID", "Exchange Code", "Currency Code", "Change Date", "Primary Trading RIC", "Start date"
            ],
            "IdentifierList": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "0#.SPX",
                        "IdentifierType": "ChainRIC"
                    }
                ],
                "ValidationOptions": {"AllowHistoricalInstruments": true},
                "UseUserPreferencesForValidationOptions": false
            },
            "Condition": {
              "StartDate": "2008-01-01T00:00:00.000Z",
                "EndDate": "2016-08-01T23:59:59.000Z"
            }
        }
    }

    Results in:

    @{"@odata.context":"https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)","value":[{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":"WM.N","CUSIP":"939322103","ISIN":"US9393221034","SEDOL":"2942188","Issuer OrgID":"32985","Issuer PermID":"4295905311","Exchange Code":"NYS","Currency Code":"USD","Change Date":"2008-01-01","Primary Trading RIC":"Y","Start date":null},{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":"WM.N","CUSIP":"939322103","ISIN":"US9393221034","SEDOL":"2942188","Issuer OrgID":"32985","Issuer PermID":"4295905311","Exchange Code":"NYS","Currency Code":"USD","Change Date":"2008-01-18","Primary Trading RIC":"Y","Start date":null},{"IdentifierType":"ChainRIC","Identifier":"0#.SPX","RIC":"WM.N","CUSIP":"939322103","ISIN":"US9393221034","SEDOL":"2942188","Issuer OrgID":"32985","Issuer PermID":"4295905311","Exchange Code":"NYS","Currency Code":"USD","Change Date":"2008-07-03","Primary Trading RIC":"Y","Start date":null}

    ...,


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