How can I get price history for all dats in a range

kashif.sherwany
kashif.sherwany Newcomer
in DSS

I have a REST request that uses the price history Extraction request template to return historical price for an asset/ric.

However, it only returns the price for the last date in the range.


This is despite the template setting a start and end date of the range.

Also - I have set the following template fields:


"QueryStartDate": "2015-12-01T00:00:00.000Z",
"QueryEndDate": "2018-12-03T00:00:00.000Z",
"AdjustedPrices": false,
"LastEntityOnly": false,
"ReportDateRangeType": "Range"


How can I get all prices for the date range specified?

P.S. I have also tried 'DaysAgo' = 30 with "ReportDateRangeType": "Delta" - this does exactly the same thing.

I need data for multiple years.

Thanks

Kashif.

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Answers

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG

    Hi @kashif.sherwany,

    Could you share your entire request message? I am able to retrieve data for the specific range using your provided condition. Below is my request.

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
        "ContentFieldNames": [
          "RIC",
          "Trade Date",
          "Official Close Price",
          "High Price",
          "Low Price",
          "Open Price",
          "Universal Close Price",
          "Exchange Code",
          "Currency Code"          
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
          "InstrumentIdentifiers": [
              { "Identifier": "IBM.N", "IdentifierType": "Ric" }
          ]
        },
        "Condition": {
          "QueryStartDate": "2015-12-01T00:00:00.000Z",
            "QueryEndDate": "2018-12-03T00:00:00.000Z",
            "AdjustedPrices": false,
            "LastEntityOnly": false,
            "ReportDateRangeType": "Range"
        }
      }
    }
  • kashif.sherwany
    kashif.sherwany Newcomer

    HI @veerapath.rungruengrayubkul My request body is almost exactly as your own:


    {
    'ExtractionRequest': {
    '@odata.type': '#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest',
    'ContentFieldNames': [
    'RIC',
    'Trade Date',
    'Official Close Price',
    'Ask Price',
    'Bid Price',
    'High Price',
    'Low Price',
    'Open Price',
    'Universal Close Price',
    'Exchange Code',
    'Currency Code'
    ],
    'IdentifierList': {
    '@odata.type': '#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList',
    'InstrumentIdentifiers': [
    {
    'Identifier': 'CARR.PA','IdentifierType': 'Ric'
    }
    ]
    },
    'Condition': {
    'QueryStartDate': '2015-12-01T00:00:00.000Z',
    'QueryEndDate': '2018-12-03T00:00:00.000Z',
    'AdjustedPrices': False,
    'LastEntityOnly': False,
    'ReportDateRangeType': 'Range'
    }
    }
    }

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG

    Hi @kashif.sherwany,

    With your request body, I am able to receive data using Postman from 2015-12-01. Below is the sample of data. Can you share the application you used to send request?

    {
        "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
        "Contents": [
            {
                "IdentifierType": "Ric",
                "Identifier": "CARR.PA",
                "RIC": "CARR.PA",
                "Trade Date": "2015-12-01",
                "Official Close Price": null,
                "Ask Price": 28.27,
                "Bid Price": 28.26,
    ...
            },
            {
                "IdentifierType": "Ric",
                "Identifier": "CARR.PA",
                "RIC": "CARR.PA",
                "Trade Date": "2015-12-02",
    ...
            },
            {
                "IdentifierType": "Ric",
                "Identifier": "CARR.PA",
                "RIC": "CARR.PA",
                "Trade Date": "2015-12-03",
    ...
            }
  • kashif.sherwany
    kashif.sherwany Newcomer

    The code is in python and I am using requests library - like this:


    requests.post(url, json=json_object, headers=headers, proxies=self.proxy)

    where the json_object is the template I pasted above, and the header just has my token info etc..


    could this be a permissions issue?

  • gteage01
    gteage01 LSEG
    https://community.developers.refinitiv.com/discussion/comment/52152#Comment_52152

    @kashif.sherwany @Christiaan Meihsl

    Hi Kashif,

    I have modified an example request for Price History in Python and sent via email. Please let us know if the example On Demand Price History (Range) works for you.

    Based on an extraction Notes file I think it unlikely to be a permission issue.

    Best regards,

    Gareth

  • gteage01
    gteage01 LSEG
    https://community.developers.refinitiv.com/discussion/comment/52208#Comment_52208

    DssRestApi_PxHistExample.zip

  • gteage01
    gteage01 LSEG
    https://community.developers.refinitiv.com/discussion/comment/52197#Comment_52197

    @Christiaan Meihsl - received confirm of issue has been resolved, please could we mark as closed?

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