grab chainric data through rest api

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will.kuchinski
will.kuchinski Newcomer
in TRTH

Hi,

We are trying to pull data associated to a specific chainRic, 0#SPX*.U, using a rest api GET command. We were hoping to pull either the specific identifiers associated to the chain or even better specific fields for each identifier in the chain for a specific date. Can you help us with an example GET command?

We have only been able to get the

https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution uri to work for the 0#.SPX chainRic, and for some reason the 0#SPX*.U did not work when we swapped it out.

Any help is appreciated!

Thanks,

Will

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    To retrieve the constituents of the chain RIC, at specific dates, you may try HistoricalReference request:

     {
        "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
            "ContentFieldNames": [
                "RIC",
                "CUSIP",
                "ISIN",
                "SEDOL",
                "Issuer OrgID",
                "Exchange Code",
                "Currency Code",
                "Change Date"
            ],
            "IdentifierList": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "0#SPX*.U",
                        "IdentifierType": "ChainRIC"
                    }
               ],
                "ValidationOptions": {"AllowHistoricalInstruments": true},
                "UseUserPreferencesForValidationOptions": false
            },
            "Condition": {
                "StartDate": "2017-09-01T00:00:00.000Z",
                "EndDate": "2017-09-01T23:59:59.999Z"
            }
        }
    }

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