Please, list REST APIs which I can use to find a RIC by SEDOL (or ISIN), currency and exchange on...

Prathibha.Mariyappa
Prathibha.Mariyappa LSEG
in DSS

... a specific date

Please, list REST APIs which I can use to find a RIC by SEDOL (or ISIN), currency and exchange on a specific date. The date is recent, typically today, but I need to be able to filter out RICs which used to be associated with a SEDOL in the past, but are not associated with this SEDOL on this date. Ability to filter out RICs which are not composite (on markets which have composite RICs, e.g. US) is a big plus. All SEDOLs/ISINs I am interested in are equity. Please, specify which of these APIs can be used with "Terms and Conditions" template.


can we share the below with trade date condition

{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
"ContentFieldNames": [
"RIC", "Currency Code", "Exchange Code"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "5641567", "IdentifierType": "Sedol" },
{ "Identifier": "B1YW440", "IdentifierType": "Sedol" },
{ "Identifier": "5231485", "IdentifierType": "Sedol" },
{ "Identifier": "BH4HKS3", "IdentifierType": "Sedol" }
],
parameters={'Trade Date':'2018-02-09'}
"ValidationOptions": { "AllowHistoricalInstruments": true },
"UseUserPreferencesForValidationOptions": false
}
}
}

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    You can try TRTH V2 REST API with the historical reference template. This template retrieves historical reference data for a specified date range, going back to 1996 where available. This report supports both ExtractWithNotes and ExtractRaw endpoints.

    The request looks like:

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
        "ContentFieldNames": [
          "RIC",
          "Currency Code",
          "Exchange Code"
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "InstrumentIdentifiers": [
            {
              "Identifier": "5641567",
              "IdentifierType": "Sedol"
            },
            {
              "Identifier": "B1YW440",
              "IdentifierType": "Sedol"
            },
            {
              "Identifier": "5231485",
              "IdentifierType": "Sedol"
            },
            {
              "Identifier": "BH4HKS3",
              "IdentifierType": "Sedol"
            }
          ],
          "ValidationOptions": {
            "AllowHistoricalInstruments": true
          },
          "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
          "StartDate": "2018-02-09T00:00:00.000Z",
          "EndDate": "2018-02-10T00:00:00.000Z"
        }
      }
    }

    The result is :

     "value": [
            {
                "IdentifierType": "Sedol",
                "Identifier": "5641567",
                "RIC": "CAp.AQX",
                "Currency Code": "EUR",
                "Exchange Code": "AQX"
            },
            {
                "IdentifierType": "Sedol",
                "Identifier": "5641567",
                "RIC": "CAp.BCO",
                "Currency Code": "EUR",
                "Exchange Code": "BCO"
            },
    ...

    For more information, please refer to REST API Tutorial 10: On Demand Historical Reference extraction.

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