how can i get settlement prices from TRTH on demand?

opsp

how can i get settlement prices from TRTH on demand?

zoya faberov

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