Tick History (DS) REST API - Original Input Identifier Not Included in Output Response?

gteage
gteage LSEG
in TRTH

Hi,

I'm interested in advising client to use the Bulk Historical Search to get RICs from a list of identifiers , in this case resolving from using ISIN (input) to RIC (output).

The below appears to be what I am looking for, however the result do not include the original identifier being used so I am unable to determine which ISIN each RIC in the was resolved from:

POST https://selectapi.datascope.refinitiv.com/restapi/v1/Search/HistoricalBulkSearch
Authorization: Token {{Token}}
Prefer: respond-async
Content-Type: application/json; odata=minimalmetadata
{
    "Request": {
        "Identifiers": [
            {
                "Identifier": "CND1000291L3",
                "IdentifierType": "Isin"
            },
            {
                "Identifier": "CND1000014N5",
                "IdentifierType": "Isin"
            }
        ],
        "Range": {
            "Start": "1996-01-01T00:00:00.000Z",
            "End": "2021-09-17T00:00:00.000Z"
        }
    }
}

Example truncated output, I was expecting the original identifier to form part of the collection:

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/restapi/v1/$metadata#DataScope.Select.Api.Search.HistoricalBulkSearchResult",
    "Results": [
        {
            "Identifier": "190006=CCTB",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwxOTAwMDY9Q0NUQnw",
            "Description": "Historical Instrument",
            "InstrumentType": "Unknown",
            "Status": "Valid",
            "DomainCode": "6",
            "FirstDate": "2020-04-30T00:00:00.000Z",
            "LastDate": "2021-09-11T00:00:00.000Z",
            "History": []
        },
        {
            "Identifier": "190006=CCTZ",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwxOTAwMDY9Q0NUWnw",
            "Description": "Historical Instrument",
            "InstrumentType": "Unknown",
            "Status": "Valid",
            "DomainCode": "6",
            "FirstDate": "2021-05-27T00:00:00.000Z",
            "LastDate": "2021-09-11T00:00:00.000Z",
            "History": []
        },
        {
            "Identifier": "CN019616=ESS",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxDTjAxOTYxNj1FU1N8",
            "Description": "Historical Instrument",
            "InstrumentType": "Unknown",
            "Status": "Valid",
            "DomainCode": "6",
            "FirstDate": "2019-06-03T00:00:00.000Z",
            "LastDate": "2021-09-17T00:00:00.000Z",
            "History": []
        },
...

Is the original identifier something that could be added to the response collection?

Best regards,

Gareth

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Best Answer

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

    Hello @gteage ,

    Depending on the use case requirements, and if RDP permissioining is available, you may wish to proceed via RDP Search Beta, a very simple usage, for example:

    https://{{RDP_HOST}}/discovery/search/v1/
    {
        "View": "Instruments",
        "Filter": "ISIN in ( 'CND1000291L3' 'CND1000014N5')",
        "Select": "ISIN, RIC"
    }

    Resulting in:

    {
        "Total": 2,
        "Hits": [
            {
                "ISIN": "CND1000291L3",
                "RIC": "CN190006="
            },
            {
                "ISIN": "CND1000014N5",
                "RIC": "CN080020="
            }
        ]
    }

    Or RDP Symbology, for example:

    https://{{RDP_HOST}}/discovery/symbology/{{RDP_VERSION_SYMBOLOGY}}/lookup
    {
        "from": [
            {
                "identifierTypes": ["Isin"],
                "values": ["CND1000291L3","CND1000014N5"]
            }
        ],
        "type": "auto",
        "to": [
            {
                "identifierTypes": ["RIC"]
            }
        ]
    }

    Resulting in:

    {
        "data": [
            {
                "input": [
                    {
     "value": "CND1000014N5",
                        "identifierType": "Isin"
                    }
                ],
                "output": [
                    {
                        "value": "CN080020=CFIC",
                        "identifierType": "RIC"
                    },
                    {
                        "value": "CN080020=CNMB",
                        "identifierType": "RIC"
                    },
                    {
                        "value": "CN100820=SZ1",
                        "identifierType": "RIC"
                    },
                    {
                        "value": "CN080020=SYSJ",
                        "identifierType": "RIC"
                    },
                    {
                        "value": "CN080020=RRPS",
                        "identifierType": "RIC"
                    },
                    ...
      {
                "input": [
                    {
     "value": "CND1000291L3",
                        "identifierType": "Isin"
                    }
                ],
                "output": [
                    {
                        "value": "CN190006=SYSJ",
                        "identifierType": "RIC"
                    },
                    {
                        "value": "CN190006=RRPS",
                        "identifierType": "RIC"
                    },
                    {
                        "value": "CN190006=IBCN",
                        "identifierType": "RIC"
                    },
                    ...





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