How to download a list of stocks from ASX and its Sedol/Cusin/Isin in DDS?

Sunny.Wu
Sunny.Wu Newcomer
in DSS

I am a beginner in developing with DSS.

I’m trying to bulk download all equity stocks in
Australia Stock exchange and get their Sedol/Cusin/Isin ids. From reading the
docs, I think I should do a EquitySearch and set the Exchange param to
“ASX” and then for every stock it returns, I should do a InstrumentSearch
do a query for that stock and specify the PreferredIdentifierType to “Isin” and
then do the same query again for “Sedol” and “Cusin”. Is there a more
efficient way to do this so that I could get the multiple identifiers for all
instruments in a single query?

Another thing I have tried is to make a Extraction request and filter by FileCode:

@{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.SubjectLists.InstrumentListItem","Identifier":"66","IdentifierType":"FileCode"}}

But that didn't seem to work due to malformed request content.

It would be great if someone could show me a REST query for this.

Thanks!

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Best Answer

  • warat.boonyanit
    warat.boonyanit LSEG
    Answer ✓

    Hi @Sunny.Wu

    I believe the easiest way to do this is "TermsAndConditionsExtractionRequest".

    POST /RestApi/v1/Extractions/Extract
    Host: hosted.datascopeapi.reuters.com
    Prefer: respond-async
    Content-Type: application/json
    Authorization: Token _YourToken
    {
        "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
            "ContentFieldNames": [
               "RIC", "CUSIP", "ISIN", "SEDOL"
            ],
            "IdentifierList": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "66",
                        "IdentifierType": "FileCode"
                    }
                ]
            }
        }
    }

    This will give you Sedol, Cusip, and Isin in one request.

    The above example uses file code as the identifier. And file code "66" is "Australian Stock Exchange Equities".

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