what is the Record Type to Domain mapping in Tick History InstrumentListswithIdentifiers file.

srikanth.krishnaswamy
srikanth.krishnaswamy Newcomer
in TRTH

From the TRTH data field diferences file

Domain
(Asset) Domain
will not be populated in the VBD Instruments file. To determine asset class
you can use the "RecordType" values.
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Answers

  • srikanth.krishnaswamy
    srikanth.krishnaswamy Newcomer

    Even the Tick history VBD data dictionary doesn't mention the available values






    VBD
    Message
    Field
    Data Type
    Definition
    Available
    Codes


    INSTRUMENTS
    Record
    Type
    TEXT
    Identifies
    the applicable asset class.
  • srikanth.krishnaswamy
    srikanth.krishnaswamy Newcomer

    I see the following values for 259 defined in Speed GUI - XMT, TSY, SOV, MTG, CORP, EQL, EQ, EN, SOF, BASE, CAPM, GOL, FX, MM but as of today we receive the domain value from version 1 as below. I just want to double check if your allowed values for Domain has gone through a complete change?

    IND
    EQU   
    OPT   
    SPR   
    FUT   
    FUN   
    BON   
    COM
  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG

    @srikanth.krishnaswamy

    I understand that EBD Asset Domain and VBD
    RecordType have different classifications. I have found that you can use
    GetInstrumentTypes of TRTH SOAP API to get list of related Record Type values
    for each Domain.

    Below is the sample of IND. The response
    indicates that the "IND" Asset domain can map to RecordType: 22, 38, 54,
    70, 86 .... As you can see, all Record Type values can be refer to Instrument Type "g"
    (market indices) in the <FID259/1> page.

    If you want lists for other domains, please let me know.

    Request
       <soapenv:Body>
          <GetInstrumentTypes xmlns="http://types.webservice.tickhistory.thomsonreuters.com">
          <domainList> 
          <data> 
          <value>IND</value> 
          </data> 
          </domainList> 
          </GetInstrumentTypes>
       </soapenv:Body>

    Response
    <soapenv:Body>
          <GetInstrumentTypesResponse xmlns="http://types.webservice.tickhistory.thomsonreuters.com">
             <instrumentTypeList>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>22</value>
                   <longName>Cross Market</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>38</value>
                   <longName>Treasury Debt</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>54</value>
                   <longName>Sovereign Debt</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>70</value>
                   <longName>Mortgage-backed Debt</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>86</value>
                   <longName>Corporate Debt</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>102</value>
                   <longName>Equity-Linked</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>118</value>
                   <longName>Equities</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>134</value>
                   <longName>Energy</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>150</value>
                   <longName>Commodities - Softs</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>166</value>
                   <longName>Commodities - Base Metals</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>182</value>
                   <longName>Commodities - Coins and Precious Metals</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>198</value>
                   <longName>Commodities - Grains and Oilseeds</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>214</value>
                   <longName>FX</longName>
                </data>
                <data>
                   <type>Numeric</type>
                   <field>InstrumentType</field>
                   <value>246</value>
                   <longName>Money Market</longName>
                </data>
             </instrumentTypeList>
          </GetInstrumentTypesResponse>
  • srikanth.krishnaswamy
    srikanth.krishnaswamy Newcomer

    thanks, can you please give me all possible record types for each of the below domain.

    IND
    EQU   
    OPT   
    SPR   
    FUT   
    FUN   
    BON   
    COM
  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG

    The responses are attached. However, it seems like the "SPR" domains currently is not valid. Below is the possible domains returned from GetAssetDomains TRTH V1 SOAP API. For more information, you may contact TRTH support team via

    Contact Us. 
             <domainList>
                <data>
                   <type>Text</type>
                   <field>Domain</field>
                   <value>BON</value>
                   <longName>Fixed Income</longName>
                </data>
                <data>
                   <type>Text</type>
                   <field>Domain</field>
                   <value>COM</value>
                   <longName>Commodities and Energy</longName>
                </data>
                <data>
                   <type>Text</type>
                   <field>Domain</field>
                   <value>ECI</value>
                   <longName>Economic Indicators</longName>
                </data>
                <data>
                   <type>Text</type>
                   <field>Domain</field>
                   <value>EQU</value>
                   <longName>Equities</longName>
                </data>
                <data>
                   <type>Text</type>
                   <field>Domain</field>
                   <value>FOR</value>
                   <longName>Foreign Exchange</longName>
                </data>
                <data>
                   <type>Text</type>
                   <field>Domain</field>
                   <value>FUN</value>
                   <longName>Funds</longName>
                </data>
                <data>
                   <type>Text</type>
                   <field>Domain</field>
                   <value>FUT</value>
                   <longName>Futures</longName>
                </data>
                <data>
                   <type>Text</type>
                   <field>Domain</field>
                   <value>IND</value>
                   <longName>Indices</longName>
                </data>
                <data>
                   <type>Text</type>
                   <field>Domain</field>
                   <value>MON</value>
                   <longName>Money Market</longName>
                </data>
                <data>
                   <type>Text</type>
                   <field>Domain</field>
                   <value>OPT</value>
                   <longName>Options</longName>
                </data>
             </domainList>

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