Identify delisted historic instruments

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in TRTH

I'm attempting to verify whether an equity has been delisted (and if not, find the appropriate RIC.)

Here's my request:

var extractionRequest = new TermsAndConditionsExtractionRequest
{
IdentifierList = InstrumentIdentifierList.Create(instrumentIdentifiers, new InstrumentValidationOptions { AllowHistoricalInstruments = true, UseExchangeCodeInsteadOfLipper = true }, false),
ContentFieldNames = new[] { "RIC" , "Trading Status" },
};

Sample instrument: IdentifierType: SEDOL / Identifier: BDTYZ53

I get an ExtractionRow back for the instrument with nulls for both RIC and Trading Status. I understand that it is delisted. Is it possible to get a value for Trading Status back?

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    I can use HistoricalReferenceExtractionRequest with the Extractions/Extract endpoint to get "Trading Status" of BDTYZ53. The request message is:

    {
        "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
            "ContentFieldNames": [
               "Instrument ID",
               "Change Date",
               "RIC",
               "Trading Status"
            ],
            "IdentifierList": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "BDTYZ53",
                        "IdentifierType": "Sedol"
                    }

                ],
                "ValidationOptions": {
                    "AllowHistoricalInstruments": true},
                "UseUserPreferencesForValidationOptions": false
            },
            "Condition": {
                "StartDate": "2018-04-01T00:00:00.000Z",
                "EndDate": "2018-04-09T23:59:59.000Z"
            }
        }
    }

    The response is:

     {
                "IdentifierType": "Sedol",
                "Identifier": "BDTYZ53",
                "Instrument ID": "BDTYZ53",
                "Change Date": "2018-01-01",
                "RIC": "BIVV.A",
                "Trading Status": 1
            },
            {
                "IdentifierType": "Sedol",
                "Identifier": "BDTYZ53",
                "Instrument ID": "BDTYZ53",
                "Change Date": "2018-03-09",
                "RIC": "BIVV.A^C18",
                "Trading Status": 0
            },
            {
                "IdentifierType": "Sedol",
                "Identifier": "BDTYZ53",
                "Instrument ID": "BDTYZ53",
                "Change Date": "2018-03-12",
                "RIC": "BIVV.A^C18",
                "Trading Status": 0
            },

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