RIC VXX9^0 instead of VXX9

alvise.susmel
alvise.susmel Explorer
in TRTH

Hi,

using trth if I use VXX9 I get this error:

'All identifiers were invalid. No extraction performed.'

If I use VXX9^0 it works. Anyone can please tell me why ?

Thanks

Alvise

Tagged:

Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    This issue has been raised to content team. Below is the response from content team regarding this issue.

    On further investigating, I have found that the chain RIC for VIX Futures prior to 10th Sep 2012 is <0#VX:VE>. Effective 10th September 2012; the RIC convention for VIX Futures on CBOE has changed from <0#VX:VE > to <0#VX:>. Therefore please retry your extraction with RIC <VXX9:VE> for the below date range :

    "QueryStartDate": "2009-10-29T00:00:00.000Z",
    "QueryEndDate": "2009-11-17T00:00:00.000Z",

Answers

  • alvise.susmel
    alvise.susmel Explorer

    Actually it works only on https://hosted.datascope.reuters.com/DataScope/details/

    but if I use VXX9^0 ric in trth api extraction request, I still get 

    Report suppressed because there are no instruments
  • alvise.susmel
    alvise.susmel Explorer

    This is the complete request

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
        "Condition": {
          "ApplyCorrectionsAndCancellations": false,
          "QueryStartDate": "2009-10-29T00:00:00.000Z",
          "QueryEndDate": "2009-11-18T00:00:00.000Z",
          "ReportDateRangeType": "Range",
          "MessageTimeStampIn": "GmtUtc",
          "DisplaySourceRIC": true
        },
        "ContentFieldNames": [
          "Quote - Ask Price",
          "Quote - Ask Size",
          "Quote - Bid Price",
          "Quote - Bid Size",
          "Quote - Price",
          "Quote - Volume",
          "Trade - Ask Price",
          "Trade - Ask Size",
          "Trade - Bid Price",
          "Trade - Bid Size",
          "Trade - Open",
          "Trade - Price",
          "Trade - Volume"
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "ValidationOptions": {
            "AllowHistoricalInstruments": true
          },
          "InstrumentIdentifiers": [
            {
              "Identifier": "VXX9",
              "IdentifierType": "Ric"
            }
          ],
          "UseUserPreferencesForValidationOptions": false
        }
      }
    }

  • alvise.susmel
    alvise.susmel Explorer
    https://community.developers.refinitiv.com/discussion/comment/17274#Comment_17274 
    RESPONSE

    {
        "@odata.context": "http://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
        "JobId": "0x05d4509957bb2f76",
        "Notes": [
            "All identifiers were invalid.  No extraction performed."
        ],
        "IdentifierValidationErrors": [
            {
                "Identifier": {
                    "@odata.type": "#ThomsonReuters.Dss.Api.Content.InstrumentIdentifier",
                    "Identifier": "VXX9",
                    "IdentifierType": "Ric",
                    "Source": ""
                },
                "Message": "Not found"
            }
        ]
    }

  • alvise.susmel
    alvise.susmel Explorer

    Using ^0 I get

    {
        "@odata.context": "http://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
        "JobId": "0x05d450b347db2f76",
        "Notes": [
            "Extraction Services Version 11.1.37014 (36b953b5a32e), Built Jul  5 2017 20:14:02\nUser ID: 9012542\nExtraction ID: 2000000001517550\nSchedule: 0x05d450b347db2f76 (ID = 0x0000000000000000)\nInput List (1 items):  (ID = 0x05d450b347db2f76) Created: 11/08/2017 11:05:24 Last Modified: 11/08/2017 11:05:24\nReport Template (13 fields): _OnD_0x05d450b347db2f76 (ID = 0x05d450b3660b2f76) Created: 11/08/2017 11:05:21 Last Modified: 11/08/2017 11:05:21\nSchedule dispatched via message queue (0x05d450b347db2f76)\nSchedule Time: 11/08/2017 11:05:23\nProcessing started at 11/08/2017 11:05:24\nProcessing completed successfully at 11/08/2017 11:05:24\nExtraction finished at 11/08/2017 11:05:24 UTC, with servers: x03q13\nInstrument <RIC,VXX9^0> expanded to 0 RICS.\nReport suppressed because there are no instruments\n"
        ]
    }

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