Is there any other way to identify RICs for Fix Income instruments via TRTH v2 API?

Since we currently cannot use Fix Income's ISIN, CUSIP or SEDOL in the historical search for RIC mapping. The client has the following question, “Is there any other way to identify RICs for Fix Income instruments via API?”

Could you please look into it and provide an update?

Best Answer

  • warat.boonyanit
    Answer ✓

    You can use "Historical Criteria Search" to find Fixed Income RICs

    For example; you can Search by maturity Date range.

    Request:

    POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalCriteriaSearch HTTP/1.1
    Authorization: Token <your_auth_token_goes_here>
    Prefer: respond-async
    Content-Type: application/json; odata=minimalmetadata
    {
    "Request": {
    "BondTypeCodes": null,
    "ContributorIds": null,
    "CountryCodes": null,
    "CurrencyCodes": null,
    "ExchangeCodes": null,
    "FutureMonthCodes": null,
    "InstrumentTypeCodes": null,
    "OptionMonthCodes": null,
    "OptionTypeCodes": null,
    "CouponRate": {
    "Min": 30
    },
    "StrikePrice": null,
    "ExpiryDate": null,
    "MaturityDate": {
    "Start": "2016-09-01T00:00:00.000Z",
    "End": "2016-09-30T23:59:59.000Z"
    },
    "Range": {
    "Start": "2015-09-30T00:00:00.000Z",
    "End": "2016-09-30T00:00:00.000Z"
    }
    }
    }

    Response

    HTTP/1.1 200 OK
    {
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.HistoricalSearchResult)",
    "value": [
    {
    "Identifier": "984308CM6=RRPS",
    "IdentifierType": "Ric",
    "Source": "",
    "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHw5ODQzMDhDTTY9UlJQU3w",
    "Description": "Historical Instrument",
    "InstrumentType": "Unknown",
    "Status": "Valid",
    "DomainCode": "6",
    "FirstDate": "2015-11-26T00:00:00.000Z",
    "LastDate": "2016-09-28T00:00:00.000Z",
    "History": [

    ]
    },
    {
    "Identifier": "AAHA2YEUAM=MP",
    "IdentifierType": "Ric",
    "Source": "",
    "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxBQUhBMllFVUFNPU1QfA",
    "Description": "Historical Instrument",
    "InstrumentType": "Unknown",
    "Status": "Valid",
    "DomainCode": "6",
    "FirstDate": "2007-08-25T00:00:00.000Z",
    "LastDate": "2016-11-23T00:00:00.000Z",
    "History": [

    ]
    },
    {
    "Identifier": "AAHR1YGBAL=MP",
    "IdentifierType": "Ric",
    "Source": "",
    "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxBQUhSMVlHQkFMPU1QfA",
    "Description": "Historical Instrument",
    "InstrumentType": "Unknown",
    "Status": "Valid",
    "DomainCode": "6",
    "FirstDate": "2014-09-20T00:00:00.000Z",
    "LastDate": "2016-11-23T00:00:00.000Z",
    "History": [

    ]
    },
    {
    "Identifier": "AAHR1YUSAL=MP",
    "IdentifierType": "Ric",
    "Source": "",
    "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxBQUhSMVlVU0FMPU1QfA",
    "Description": "Historical Instrument",
    "InstrumentType": "Unknown",
    "Status": "Valid",
    "DomainCode": "6",
    "FirstDate": "2014-09-20T00:00:00.000Z",
    "LastDate": "2016-11-23T00:00:00.000Z",
    "History": [

    ]
    }
    •••
    ]
    }

    Please see this tutorial for more info.
    https://developers.thomsonreuters.com/thomson-reuters-tick-history-trth/thomson-reuters-tick-history-trth-rest-api/learning?content=13755&type=learning_material_item

Answers