How can I find the "adjusted price history"?

bilou_12
bilou_12 Explorer
in DSS

Hi

Is there an endpoint in the DataScope API which would allow me to get the adjusted price history corresponding to the prices in the screenshot below?

Thanks in advance for your help,

Benoit

image

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    @bilou_12

    It could be Price History report template. The template has an "Adjusted Prices" option to retrieve historical prices adjusted from corporate actions and currency redenominations..

    image

    For On Demand extraction, the PriceHistoryExtractionRequest provides the same options, "AdjustedPrices". For more details, please see REST API Reference Tree.

    image

    Below is the sample of request.

    POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes
    {
        "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
            "ContentFieldNames": [
                "Trade Date",
                "Currency Code",            
                "Accumulated Volume Unscaled",
                "Ask Price",
                "Bid Price"
            ],
            "IdentifierList": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "XLE",
                        "IdentifierType": "Ric"
                    }
                ],
                "ValidationOptions": null,
                "UseUserPreferencesForValidationOptions": true
            },
            "Condition": {
                "AdjustedPrices": true,
                "QueryStartDate": "2019-08-23T00:00:00.000Z",
                "QueryEndDate": "2019-08-30T00:00:00.000Z"
            }
        }
    }

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