In DSS REST API, how can I specify the source for a CUSIP?

Max.McDonough
Max.McDonough LSEG
in DSS 
{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TimeSeriesExtractionRequest",
    "ContentFieldNames": [
      "File Code",
      "RIC",
      "Close Price",
      "High Price",
      "Low Price",
      "Open Price",
      "Bid Price",
      "Ask Price",
      "Universal Close Price"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
      "InstrumentIdentifiers": [{
        "Identifier": "36729W509",
        "IdentifierType": "Cusip"
      }]
    },
    "Condition": {
      "LastPriceOnly": false,
      "StartDate": "2018-10-01T00:00:00.000Z",
      "EndDate": "2018-10-18T00:00:00.000Z"
    }
  }
}

When my identifier in REST API/JSON is a cusip, how do I specify a source? My settings are set to default to EJV for hybrids, but there are times when I need to override that. For example, in the attached, I need to default this cusip to the .PK source. What do I need to add to my code to make this work?

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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    @Max.McDonough,

    You can filter on a source, using this syntax when defining the identifier:

    { "Identifier": "36729W509", "IdentifierType": "Cusip", "Source": "OTC" }

    But note that the source must be an exchange code, not a RIC extension. For this particular Cusip I discovered the source is OTC, not PNK.

    Does this help ?

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