Is it possible to make a HistoricalChainResolution request for a given ChainRIC and get specific ...

nicola.donelli
nicola.donelli Newcomer
in DSS

...IdentifierType (e.g. Pid | PermID) for constituents in response (instead of having always only the RIC)?

Sample request:

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

Sample response:

{
'@odata.context': 'https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.HistoricalChainInstrument)',
 'value': [{'Identifier': '0#.STOXX50E',
   'IdentifierType': 'ChainRIC',
   'Source': '',
   'Key': 'VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwwIy5TVE9YWDUwRXw',
   'Description': 'Historical Chain',
   'InstrumentType': 'Unknown',
   'Status': 'Valid',
   'Constituents': [{'Identifier': '.DJI',
     'IdentifierType': 'Ric',
     'Source': '',
     'Key': 'VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwuREpJfA',
     'Description': 'Historical Instrument',
     'InstrumentType': 'Unknown',
     'Status': 'Valid',
     'DomainCode': '6'}
     ....]
}


I'd like to know if there is a way to get 'Pid' instead of 'Ric' as IdentifierType (by changing the request)

Tagged:

Best Answer

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

    Hello @nicola.donelli,

    Not possible to use HistoricalChainResolution request for a given ChainRIC and get specific IdentifierType Pid, enstead of Ric, but once you have resolved the chain and have the constituents RICs, you can use another request to get Pids on them, for example, InstrumentSearch:

    {
      "SearchRequest": {
        "InstrumentTypeGroups": [
          "CollatetizedMortgageObligations",
          "Commodities",
          "Equities",
          "FuturesAndOptions",
          "GovCorp",
          "MortgageBackedSecurities",
          "Money",
          "Municipals",
          "Funds"
        ],
        "IdentifierType": "Ric",
        "Identifier": ".SPX,A.N,T.N",
        "PreferredIdentifierType": "Pid"
      }
    }

    resulting in 

    {
        "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Content.ValidatedInstrument)",
        "value": [
            {
                "Identifier": "8590932179",
                "IdentifierType": "Pid",
                "Source": "NYS",
                "Key": "VjF8MHgwMDAzZGQwMDE0Yjk5YmU4fDB4MDAwM2RjMDA0YTBlYjAyYnxOWVN8RVFRVXxFUVRZfE9EU0h8RXx8VC5OfDAwNzc",
                "Description": "AT&T ORD",
                "InstrumentType": "EquityQuote",
                "Status": "Valid"
            },
            {
                "Identifier": "8590929515",
                "IdentifierType": "Pid",
                "Source": "NYS",
                "Key": "VjF8MHgwMDAzZGQwMDE1MGVjZTBifDB4MDAwM2RjMDA0OWYyMzQ1MHxOWVN8RVFRVXxFUVRZfE9EU0h8RXx8QS5OfDAwNzc",
                "Description": "AGILENT TECHNOLOGIES ORD",
                "InstrumentType": "EquityQuote",
                "Status": "Valid"
            },
            {
                "Identifier": "69981081153",
                "IdentifierType": "Pid",
                "Source": "MXP",
                "Key": "VjF8MHgwMDEwMGIwMDAzOTU3ZTM2fDB4MDAwM2RjMDA0YTgyZTBmN3xNWFB8RVFRVXxFUVRZfEZJRFh8RXx8LlNQWHwwMDgz",
                "Description": "S&P 500 INDEX",
                "InstrumentType": "EquityQuote",
                "Status": "Valid"
            }
        ]
    }

    Or use PermId - Record Matching API to submit to Open PermID for matching RICs to PermIDs.


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