Hi, to extract the Intraday Pricing data I have passed the InstrumentExtractionRequestIntraday as...

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gnareshkumar
gnareshkumar Explorer
in DSS

... input to the Extract method of the DSS WSDL mentioned in the guide.

I have loaded the input request request.png and the error-response.png

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  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    Please see the following example of the InstrumentExtractionRequestIntraday.

    <soapenv:Envelope xmlns:soapenv="http://schemas.xmlsoap.org/soap/envelope/" xmlns:v1="http://reuters.com/datascopeselect/ExtractionService/v1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
       <soapenv:Header>

          <v1:CredentialsHeader>
    // Credential removed.
          </v1:CredentialsHeader>
       </soapenv:Header>
       <soapenv:Body>
          <v1:Extract xmlns="http://reuters.com/datascopeselect/ExtractionService/v1/">
             <!--Optional:-->
             	<v1:request xsi:type="InstrumentExtractionRequestIntradayPricing">
             	<v1:OutputFields>
    			<v1:string>RIC</v1:string>
    			<v1:string>Ask Price</v1:string>
    			<v1:string>Low Price</v1:string>
    		</v1:OutputFields>

               <v1:Instruments>
                   <v1:ValidatedInstrument>
                      <v1:IdentifierValue>BRL=</v1:IdentifierValue>
                      <v1:IdentifierType>RIC</v1:IdentifierType>
                      <v1:Source>N/E</v1:Source>
                      <v1:AssetId>0x00100b0003658c7e</v1:AssetId>
                      <v1:QuoteId>0x0003dc003149c364</v1:QuoteId>
                      <v1:Segment>Y</v1:Segment>
                      <v1:ObjectType>MNQU</v1:ObjectType>
                      <v1:Ric>BRL=</v1:Ric>
                      <v1:FileCode/>
                   </v1:ValidatedInstrument>

                </v1:Instruments>
             </v1:request>
          </v1:Extract>
       </soapenv:Body>
    </soapenv:Envelope>

    For the ValidatedInstrument in the Instruments list, you can retrieve this information via the ValidatedInstrument request. Below is the example.

     <soapenv:Body>
          <v1:ValidateInstruments>
             <!--Optional:-->
             <v1:request>
                <v1:PerformExpansion>?</v1:PerformExpansion>
                <!--Optional:-->
                <v1:Identifiers>
                   <!--Zero or more repetitions:-->
                   <v1:InstrumentIdentifier>
                      <!--Optional:-->
                      <v1:IdentifierValue>BRL=</v1:IdentifierValue>
                      <!--Optional:-->
                      <v1:IdentifierType>RIC</v1:IdentifierType>
                   </v1:InstrumentIdentifier>
                </v1:Identifiers>
             </v1:request>
          </v1:ValidateInstruments>
       </soapenv:Body>

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