DSS Composite extraction request give one Ric for each Instrument

rahul.deshmukh
rahul.deshmukh Contributor
in DSS

I am using below extraction request which is currently giving just Instrument and one Ric market with the pricing option values. But somehow this logic is incorrect. Normally for one company(Instrument) there will be more than one markets. For example when i checked from the DSS gui for ISIN "CA0679011084", we received below markets:

1643790783929.png


How can i achieve this result using composite extraction request ? Below is my extraction request in which when i pass one ISIN "CA0679011084" its returning just one market :


CA0679011084,3348623,3420466,26.774204682,66732329.762991406,,,1779285869,


requestBody = {
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
        "ContentFieldNames": [
            "ISIN","Average Volume - 30 Days","Average Volume - 90 Days","Close on Close Volatility - 90 Days","Dollar Daily Value Average - 30 Days","CESR Free Float","CRA Free Float","Outstanding Shares - Issue Shares Amount","Outstanding Shares - Other Shares Amount"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [{
                "Identifier": "CA0679011084",
                "IdentifierType": "Isin"
            }]
        },
        "Condition": {
            "ScalableCurrency": "true"
        }
    }
}


Below is my python code:composite_extratcion_request.txt



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Best Answer

  • gteage
    gteage LSEG
    Answer ✓

    @rahul.deshmukh Hi Rahul, the screenshot at the top is from a DSS Search endpoint, therefore you get results as Search does not impact usage.

    As the Composite is a Extraction and usage will be applicable, generally DSS selects a single RIC for use for Pricing fields to limit the results.

    If you were wanting to get back records for all Sources probably what you are after is to have in the requestBody:

                "InstrumentIdentifiers": [{
                    "Identifier": "CA0679011084",
                    "IdentifierType": "Isin",
                    "Source": "*",
                }]

    RIC is a Pricing-level Identifier which already defines the Source. Using the ISIN with the Source using the * wildcard will expand the ISIN (instrument-level) to include all price sources (RICs).

    Best regards,

    Gareth

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