=FINR Not being Returned

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jason.dance
jason.dance Newcomer
in DSS

On DSS when I search for RIC for the ISIN US207932AB01 it retunes the two instruments below, both instruments have the same ISIN but different identifiers.

1674666303431.png


When I try and run a historical request via the DSS REST API using the ISIN 'US207932AB01' it only returns the instrument on the EJV source and not both, which I thought it would have, If I run a similar request for the ISIN 'GB00BH4HKS39'; I get several records returned on various sources.

Without being able to get the RIC from the ISIN we can't get the Time and Sales data.


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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @jason.dance

    Typically, the TickHistoryTimeAndSalesExtractionRequest works with ISINs but I am not sure why it doesn't work with US207932AB01. You need to contact the Refinitiv Tick History support team to verify what the problem is.

    You can use the https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/InstrumentSearch endpoint to search for the RICs of this ISIN.

    {
      "SearchRequest": {
        "InstrumentTypeGroups": [
          "CollatetizedMortgageObligations",
          "Commodities",
          "Equities",
          "FuturesAndOptions",
          "GovCorp",
          "MortgageBackedSecurities",
          "Money",
          "Municipals",
          "Funds"
        ],
        "IdentifierType": "Isin",
        "Identifier": "US207932AB01",
        "PreferredIdentifierType": "Ric"
      }
    }

    The output is:

    1674814433017.png

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @jason.dance

    Thanks for reaching out to us.

    I saw the same problem when using the TickHistoryTimeAndSalesExtractionRequest with this ISIN US207932AB01. The notes property shows the following information.

    Instrument <ISN,US207932AB01> expanded to 0 RICS.\nInstrument <ISN,US207932AB01> expanded to 0 RICS.\n\nReport suppressed because there are no instruments

    Please contact the Refinitiv Tick History support team directly via MyRefinitiv to verify what the problem is.

  • jason.dance
    jason.dance Newcomer

    @Jirapongse Thanks for your reply, my understanding is that you can't request Time and Sales data by using an ISIN it must be a RIC. As we are unable to get the RIC from the Historical Request we can't then get the Time and Sales data.

  • jason.dance
    jason.dance Newcomer

    Thank you, we have been looking at using the CMOABS Search which brings back the same results as the above instrument search. I have an open ticket with Refinitiv with, although they seem to think this is normal behavior which I disagree with.

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