Request for Individual Date Ranges for each RIC via DSS API PH Template

Jerty
Jerty LSEG
edited 2:12AM in DSS

Hello Team,

Question raised on behalf of the client who is a DSS API User. Is there any way that I can request for individual date ranges for each RIC in my DSS API PH Extraction where I have multiple RICs in the same extraction?

I can see that this is possible for TRTH API:

"InstrumentIdentifiers": [

  { "Identifier": "IBM.N", "IdentifierType": "Ric", "RangeStart": "2025-01-01T00:00:00.000Z",  "RangeEnd": "2025-07-31T00:00:00.000Z" },

  { "Identifier": "KO.N", "IdentifierType": "Ric", "RangeStart": "2021-04-01T00:00:00.000Z",  "RangeEnd": "2022-01-01T00:00:00.000Z" }

      ],

Please confirm if there is a similar code for DSS PH API as well?

Regards,

Jerry

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Answers

  • Gurpreet
    Gurpreet admin

    Hello @Jerty

    By PH I presume you mean the Price History extraction. You can see the API usage and description in the DSS REST API help and it allows specifying multiple instruments in the instrument list.

    {
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "30-Day Implied Volatility - Call"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "Identifier": "IBM.N",
          "IdentifierType": "Ric"
        },
        {
          "Identifier": "GE.N",
          "IdentifierType": "Ric"
        }
      ],
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "ReportDateRangeType": "Delta",
      "QueryStartDate": "2024-04-04T00:00:00.000Z",
      "QueryEndDate": "2024-06-06T00:00:00.000Z",
      "AdjustedPrices": true,
      "LastEntityOnly": true
    }
  }
}

    In the request message structure you can see that the date range is specified in the condition block and cannot be specified along with the identifiers. Hence the data for all the identifiers would be in the same date range.

  • Jerty
    Jerty LSEG

    Clients follow up query:

    Can I please have additional 2 questions because of this:

    1. Which report templates support date range per instrument? May be TimeSeries, ElektronTimeseries, TickHistory?
    2. Does any documentation exist with description of difference among Pricing Templates. Not marketing docs but tech. specification. In our case I am interesting in templates that are able to request prices from the past for date range and difference among them.
  • Gurpreet
    Gurpreet admin

    You can check all the available methods and the signatures in the REST API help page.

    All the content and description guides and manuals are available in the LSEG MyAccount under the product DataScope Select. For specific content questions, a user should open a content ticket at LSEG Support.

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