how to create Instrument List in DSS based on the market

Eason

there is a way create the Instrument List in DSS based on the market, i.e. HK market, US market, so the on scheduled extraction can include all active products of the market in current every time ?

chavalit-jintamalit

Hi @Eason

I believe that you can use filecode.

For example, filecode 1 is for HK stock exchange.

You can add the filecode "1" to your instrument list using DSS API.

And you can use the instrument list in your extraction request.

zoya faberov

Hello @Eason,

You may wish to consult with Refinitiv content experts directly via Refinitiv Helpdesk Online -> Content -> DSS to have an authoritative answer on the best approach in terms of content to create such instrument list, first, and then refer to it from your code ( I am assuming you are looking to affect this requirement programmatically)

Going to discuss the possible approaches to covering the requirement (I am a developer), approaching it as "instruments per exchange".

One approach you can take, is use DSS GUI to:

1. Create an Instrument List
2. Search up the instruments, add them to list,
3. Refer to the list programmatically, from code from that point.

The fully programmatic approach is:

1. Run a search and identify your instruments, there are several search options, would suggest to see which one works for your use case. If you are looking for equities, the convenient approach is EquitySearch request, for example on PAR:

{{protocol}}{{host}}{{api}}Search/EquitySearch

{
    "SearchRequest": {
        "AssetStatus": "Active",
        "AssetCategoryCodes": null,
        "SubTypeCodes": null,
        "CurrencyCodes": null,
        "CompanyName": null,
        "Description": null,
        "DomicileCodes": null,
        "ExchangeCodes": [
            "PAR"
        ],
        "FairValueIndicator": null,
        "FileCodes": null,
        "GicsCodes": null,
        "OrgId": null,
        "Ticker": "UG",
        "Identifier": null,
        "IdentifierType": null,
        "PreferredIdentifierType": null
    }
}

Another approach can be HistoricalCriteriaSearch

For example, on NYSE:

{{protocol}}{{host}}{{api}}Search/HistoricalCriteriaSearch

{
  "Request": {
    "RicPattern": ".N$",
    "BondTypeCodes": null,
    "ContributorIds": null,
    "CountryCodes": null,
    "CurrencyCodes": null,
    "ExchangeCodes": null,
    "FutureMonthCodes": null,
    "InstrumentTypeCodes": null,
    "OptionMonthCodes": null,
    "OptionTypeCodes": null,
    "CouponRate": null,
    "StrikePrice": null,
    "ExpiryDate": null,
    "MaturityDate": null,
    "Range": {
      "Start": "2021-05-07T00:00:00.000Z",
      "End": "2021-05-29T00:00:00.000Z"
    }
  }
}

2. Once the instruments are identified, create instrument list and add the instruments identified to it. See REST API Tutorial 10: GUI control calls: immediate extract for detailed information on how to create instrument list and add instruments to it.

Hope this information helps