how far DataScope goes in terms of Time Series?
Options
Using as an example of AAPL.O I can only get from 2013 onwards
Tagged:
0
Best Answer
-
Refer to DSS User Guide, Price History, Timeseries Pricing and Single Price History reports provide historical pricing
from as far back as 1980.I have tested with TimeSeriesExtractionRequest and I can get the data before 2013.
The request is:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TimeSeriesExtractionRequest",
"ContentFieldNames": [
"File Code",
"RIC",
"Trade Date",
"Close Price",
"Alternate Close Price",
"Split Factor",
"High Price",
"Low Price",
"Open Price",
"VWAP Price",
"Turnover",
"Volume",
"Bid Price",
"Asset Type",
"Quote ID",
"Bid Yield",
"Universal Close Price",
"Exchange Code",
"Currency Code"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "AAPL.O",
"IdentifierType": "Ric"
}]
},
"Condition": {
"LastPriceOnly": false,
"StartDate": "2010-05-24T00:00:00.000Z",
"EndDate": "2012-05-31T00:00:00.000Z"
}
}
}The response is:
{
"@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)",
"value": [
{
"IdentifierType": "Ric",
"Identifier": "AAPL.O",
"File Code": "1304",
"RIC": "AAPL.O",
"Trade Date": "2012-05-31",
"Close Price": 577.73,
"Alternate Close Price": null,
"Split Factor": null,
"High Price": 581.5,
"Low Price": 571.46,
"Open Price": 580.74,
"VWAP Price": 577.3188,
"Turnover": null,
"Volume": 17568229,
"Bid Price": 577.5,
"Asset Type": "EQTY",
"Quote ID": "0x0003dc004a4e845f",
"Bid Yield": null,
"Universal Close Price": 577.73,
"Exchange Code": "NSQ",
"Currency Code": "USD"
},
...
{
"IdentifierType": "Ric",
"Identifier": "AAPL.O",
"File Code": "1304",
"RIC": "AAPL.O",
"Trade Date": "2010-05-24",
"Close Price": 246.76,
"Alternate Close Price": null,
"Split Factor": null,
"High Price": 250.9,
"Low Price": 246.26,
"Open Price": 247.28,
"VWAP Price": 249.1184,
"Turnover": null,
"Volume": 26937337,
"Bid Price": 246.76,
"Asset Type": "EQTY",
"Quote ID": "0x0003dc004a4e845f",
"Bid Yield": null,
"Universal Close Price": 246.76,
"Exchange Code": "NSQ",
"Currency Code": "USD"
}
]
}If this doesn't answer your question, please share the request message used to replicate the problem. Therefore, I can use it to request the data and verify the problem.
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 37 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 698 Datastream
- 1.5K DSS
- 633 Eikon COM
- 5.2K Eikon Data APIs
- 14 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 6 Trading API
- 2.9K Elektron
- 1.5K EMA
- 257 ETA
- 565 WebSocket API
- 40 FX Venues
- 16 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 25 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 283 Open PermID
- 47 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 24 RDMS
- 2.1K Refinitiv Data Platform
- 808 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 122 Open DACS
- 1.1K RFA
- 107 UPA
- 194 TREP Infrastructure
- 232 TRKD
- 918 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 100 Workspace SDK
- 11 Element Framework
- 5 Grid
- 19 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛