Historical Price Template, not returning data

@FrancoisC,

I see 2 aspects to this issue:

1. Adding the instruments to the instrument list
2. The data extraction itself.

Adding the instruments to the instrument list

I tried adding 1 instrument I saw in your screenshot, using the following code (taken from DSS .Net Tutorial 2), it worked fine:

//Create an array of instrument identifiers:
IEnumerable<InstrumentIdentifier> instrumentIdentifiers = new[] 
{
    new InstrumentIdentifier
    {
        Identifier = "ZAE000000139",
        IdentifierType = IdentifierType.Isin,
        Source = "JNB"
    }
};
//Create a new (empty) instrument list:
var instrumentList = new InstrumentList { Name = "myInstrumentListName" };
extractionsContext.InstrumentListOperations.Create(instrumentList);
//Populate the instrument list by appending the array of instrument identifiers:
extractionsContext.InstrumentListOperations.AppendIdentifiers(
    instrumentList, instrumentIdentifiers, false);

This is not quite the same code as yours (which looks fine by the way), but it shows that this instrument can be added to the list. I can also see it in the DSS GUI:

If you can also see the instruments in your list in the GUI, then that step went fine.

I do not understand what you mean by "all SJ" for the exchange. The instrument I tested (ISIN ZAE000000139) is quoted on the following exchanges: BCO, BER, JNB. If you have a different value for the exchange then the instrument will not be found.

The data extraction itself

You mention this is a historical price extraction, but do not show the details of the request (data fields, date range, conditions). Could you please post that piece of code (ideally as text instead of a screenshot), as well as the extraction notes ? That will help us investigate further.

@FrancoisC, you can find the list of exchange codes on Customer Zone, here.