PriceHistoryExtractionRequest Response

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elvis.fernandez
elvis.fernandez Newcomer
in DSS

Will the response of PriceHistoryExtraction always return in sorted order (by RIC and trade date) as listed below.

I have posted sample payload of request/response below:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price",
      "Volume"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "IdentifierType": "Ric",
          "Identifier": "SPIB.K"
        },
        {
          "IdentifierType": "Ric",
          "Identifier": "SCHZ.K"
        }
      ]
    },
    "Condition": {
      "AdjustedPrices": false,
      "QueryStartDate": "2019-03-07",
      "QueryEndDate": "2019-03-08"
  	}
  }
}
RIC,Trade Date,Universal Close Price
SPIB.K,2019/03/07,50
SPIB.K,2019/03/08,51
SCHZ.K,2019/03/07,52
SCHZ.K,2019/03/08,53

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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    @elvis.fernandez,

    The price history data request does not have any report options to tweak the sort order of results, be it in the report template creation options or in the On Demand request like the one in your query above.

    As far as my experience goes, I have always seen data returned sorted by RIC and date. I believe it is a reasonable assumption to say it will remain this way, it is logical both in a data extraction and delivery perspective.

    That said, I will not go as far to say that it will always be so. Programming best practices would suggest coding to handle the data in whatever order it is delivered, but that is an additional investment that has a cost, not necessarily justifiable in the current economic context.

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