how to extract price for multiple source from refinitiv

abhishek.joshi6
abhishek.joshi6 Newcomer
in DSS

Hi Team,

We are trying to consume prices from refinitiv using multiple source (| separated). We are using the below format, "Source":"EJV|TWE" in our refinitiv request, but we are getting response as "error":"not found". Although if we try to hit using single source option we are getting price response from refinitiv (like "source":"EJV"). Can you please guide us on correct request format to extract prices from multiple source?

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    Hi @abhishek.joshi6,

    You can create new instrument identifier for the same identifier with difference sources. You can also add "UserDefinedIdentifier" for differentiate responses.

    Below is the sample format.

                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "XS0066120915",
                        "IdentifierType": "Isin",
                        "Source": "EJV",
                        "UserDefinedIdentifier": "From EJV source"
                    },
                    {
                        "Identifier": "XS0066120915",
                        "IdentifierType": "Isin",
                        "Source": "TWE",
                        "UserDefinedIdentifier": "From TWE source"
                    }
                ],

    sample of response

        "Contents": [
            {
                "IdentifierType": "Isin",
                "Identifier": "XS0066120915",
                "UserDefinedIdentifier": "From EJV source",
                "Asset Status": "ISS",
                "Asset Type": "CORP",
    ...
            },
            {
                "IdentifierType": "Isin",
                "Identifier": "XS0066120915",
                "UserDefinedIdentifier": "From TWE source",
                "Asset Status": "ISS",
                "Asset Type": "CORP",

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