how can i get settlement prices from TRTH on demand?

opsp
opsp Explorer
how can i get settlement prices from TRTH on demand?

Best Answer

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

    Hello @opsp,

    I would like to suggest Data Dictionary - Refinitiv Tick History Custom Reporting, tab Field Descriptions, for a quick way to identify RTH fields required.

    I see several settlement prices, defined for different report templates, I am guessing "

    Settlement Price - Price" in Tick History Time and Sales report template may be what you are looking for.

    I run a quick test on it:

    {{protocol}}{{host}}{{api}}Extractions/ExtractRaw

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
        "ContentFieldNames": [
            "Settlement Price - Price"
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
          "InstrumentIdentifiers": [{
            "Identifier": "CARR.PA",
            "IdentifierType": "Ric"
          }]
        },
        "Condition": {
          "MessageTimeStampIn": "GmtUtc",
          "ApplyCorrectionsAndCancellations": false,
          "ReportDateRangeType": "Range",
          "QueryStartDate": "2016-09-29T00:00:00.000Z",
          "QueryEndDate": "2016-09-29T12:00:00.000Z",
          "DisplaySourceRIC": true
        }
      }
    }

    The result was:

    #RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Price
    CARR.PA,,Market Price,2016-09-29T04:32:37.719091476Z,+2,Settlement Price,23.04