Unable to get intraday prices for instrument like Gas and carbon

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skvpi
skvpi Newcomer
edited July 15 in DSS

Hi,

I am getting null response when I query below RIC NGLNMc1. I even tried to get IBM.N which is mentioned on REST API tutorial but still see null. If I try the price history I get the response. Below is my debug log

{
"ExtractionRequest": {
"@odata .type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
"ContentFieldNames": [
"RIC",
"Ask Price",
"Bid Price",
"Last Price",
"Volume"
],
"IdentifierList": {
"@odata .type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "NGLNMc1",
"IdentifierType": "Ric"
}
]
},
"Condition": {
"ScalableCurrency": true
}
}
}

{"@odata .context":"https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",
"Contents":[{"IdentifierType":"Ric","Identifier":"NGLNMc1","RIC":"NGLNMc1","Ask Price":null,"Bid Price":null,"Last Price":null,"Volume":null}],"Notes":["Extraction Services Version 18.3.1.48082
(0d5e6bbb8e4a), Built Jan 10 2025 19:43:09\r\nProcessing started at 07/12/2025 17:31:36.\r\nUser ID: 9039421\r\nExtraction ID: 2000000954182898\r\nCorrelation ID:
CiD/9039421/AAAAAA.09770fd1596b35a7/RA\r\nSchedule: 0x09770fd1597b35a7 (ID = 0x0000000000000000)\r\nInput List (1 items): (ID = 0x09770fd1597b35a7) Created: 07/12/2025 17:31:35 Last Modified:
7/12/2025 17:31:35\r\nReport Template (11 fields): _OnD_0x09770fd1597b35a7 (ID = 0x09770fd159cb35a7) Created: 07/12/2025 17:31:35 Last Modified: 07/12/2025 17:31:35\r\nSchedule
dispatched via message queue (0x09770fd1597b35a7)\r\nSchedule Time: 07/12/2025 17:31:35\r\nTemporary Integration Test Checkpoint 22\r\nSuccessful operation -
data received from RDP\r\nNo prices needed currency scaling.\r\nReal-time data was snapped at the following times:\r\n 07/12/2025 17:31:35\r\n07/12/2025 17:31:36 for data scheduled to snap at 07/12/2025 17:31:35.\r\nProcessing completed successfully at 07/12/2025 17:31:36, taking 0.307 Secs.\r\nExtraction finished at 07/12/2025 17:31:36 UTC, with servers: xc15wpgzQ16, QSDHA1 (0.0 secs), QSHC05 (0.0 secs)\r\nNo embargo required for this report.\r\nUsage Summary for User 9039421, Client 117999, Template Type Intraday Pricing\r\nBase Usage\r\n Instrument Instrument Terms Price\r\n Count Type Subtype Source Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n 1 Derivatives N/A N/A\r\n-------\r\n 1 Total instrument charged.\r\n 0 Instruments with no reported data.\r\n=======\r\n1 Instrument in the input list.\r\nNo Evaluated Pricing Service complex usage to report -- 1 Instrument in the input list had no reported data.\r\n"]}

Thanks for looking into the issue and please let me know if any more info is needed

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Answers

  • Gurpreet
    Gurpreet admin

    Hello @skvpi

    Your request message is ok, and I am able to get intraday prices using exactly same message. See response below.

    {
  '@odata.context': 'https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult',
  'Contents': [{
      'IdentifierType': 'Ric',
      'Identifier': 'NGLNMc1',
      'RIC': 'NGLNMc1',
      'Ask Price': 0.8571,
      'Bid Price': 0.8565,
      'Last Price': 0.8564,
      'Volume': 6610
    }
  ],
'Notes': ['Extraction Services Version 18.3.1.48082 (0d5e6bbb8e4a), Built Jan 10 2025 19:43:09
User has overridden estimates broker entitlements.
Processing started at 14/07/2025 10:07:59 AM.
User ID: xxxxx
Extraction ID: 2000000955461265
Correlation ID: CiD/xxxxx/AAAAAA.09778c37683b363f/RA
Schedule: 0x09778c37684b363f (ID = 0x0000000000000000)
Input List (1 items):  (ID = 0x09778c37684b363f) Created: 14/07/2025 10:07:59 AM Last Modified: 14/07/2025 10:07:59 AM
Report Template (11 fields): _OnD_0x09778c37684b363f (ID = 0x09778c37685b363f) Created: 14/07/2025 10:07:58 AM Last Modified: 14/07/2025 10:07:58 AM
Schedule dispatched via message queue (0x09778c37684b363f)
Schedule Time: 14/07/2025 10:07:59 AM
Temporary Integration Test Checkpoint 22
Successful operation - data received from RDP
3 prices were scaled from currency GBp (divided by 100).
Real-time data was snapped at 14/07/2025 10:07:59 AM.
Processing completed successfully at 14/07/2025 10:07:59 AM, taking 0.301 Secs.
Extraction finished at 14/07/2025 02:07:59 PM UTC, with servers: xc32dsffQ05, QSDHA1 (0.0 secs), QSHC07 (0.0 secs)
Embargo delay of 10 minutes required by IPE (ICE FUTURES EUROPE - COMMODITIES) for quotes from IEU
The last report will be embargoed until 14/07/2025 10:17:57 AM (10 minutes) due to quote: RIC,NGLNMc1,IEU - Last Update Time: 14/07/2025 10:07:57 AM.
Usage Summary for User xxxxx, Client xxxxx, Template Type Intraday Pricing
Base Usage
        Instrument                          Instrument                   Terms          Price
  Count Type                                Subtype                      Source         Source
------- ----------------------------------- ---------------------------- -------------- ----------------------------------------
      1 Derivatives                                                      N/A            N/A
-------
      1 Total instrument charged.
      0 Instruments with no reported data.
=======
      1 Instrument in the input list.
No Evaluated Pricing Service complex usage to report -- 1 Instrument in the input list had no reported data.
The file _OnD_0x09778c37684b363f.csv will be embargoed until 14/07/2025 10:17:57 AM.
']
}

    Since there is no error message in your response data indicating any sort of entitlement issues, I can only assume that the data is null because the intraday prices are not available at that particular time - i.e. the instrument wasn't trading. You can check the same request during Eastern time market hours or reach out to the helpdesk at LSEG MyAccount to find out why.

  • skvpi
    skvpi Newcomer
    edited July 14

    Thanks Gurpreet. I have raised with support team to see if there is any specific permission we need to be able to do the intraday query

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