why is this instrument not found?

opsp
opsp Explorer
in DSS

it is an API question, not a content question.

I expanded a chainRIC, it produced this ric, then I query data for this ric, and no ric found.

please advise


{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
        "ContentFieldNames": [
            "Trade Date","RIC", "Settlement Price", "Volume", "High", "Open", "Low",
            "Last", "Ask", "Bid",  "Put Call Flag"
            # fails: "Cash Settlement Price"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {"Identifier": "SPXe212142550.U", "IdentifierType": "Ric"}# expires am, 2021-05-21, last trade is day prior @ k = 4120

            ]
        },
        "Condition": {
            #"MessageTimeStampIn": "GmtUtc",
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2021-02-01T00:00:00.000Z",
            "QueryEndDate": "2021-06-01T00:00:00.000Z",
            #"DisplaySourceRIC": "true"
        }
    }


Tagged:

Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @opsp,

    This was actually my miss, I was looking at the request, but still somehow not noticing what was missing. As pointed out by my colleague, Validation Options should allow for Historical Instruments in order for them to be included in the results to be included in the result:

    {
        "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
            "ContentFieldNames": [
                "Trade Date","RIC", "Settlement Price", "Volume", "High", "Open", "Low",
                "Last", "Ask", "Bid",  "Put Call Flag"

            ],
            "IdentifierList": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
      "Identifier": "SPXe212142550.U", "IdentifierType": "Ric"}

                ],
    "ValidationOptions": {"AllowHistoricalInstruments": true},
          "UseUserPreferencesForValidationOptions": false

        },
            "Condition": {

                "ReportDateRangeType": "Range",
                "QueryStartDate": "2021-02-01T00:00:00.000Z",
                "QueryEndDate": "2021-06-01T00:00:00.000Z"

            }
        }
    }

Answers

  • opsp
    opsp Explorer

    this is the result of the request on the ric:


    "

    Extraction notes:

    All identifiers were invalid. No extraction performed.

    "

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @opsp ,

    I have run a HistoricSearch on the instrument to confirm when it was valid:

    {
      "Request": {
        "Identifier": "SPXe212142550.U",
        "IdentifierType": "Ric",
        "Range": {
          "Start": "2008-01-01T00:00:00.000Z",
          "End": "2023-01-01T00:00:00.000Z"
        }
      }
    }

    The result was:

    {
        "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.HistoricalSearchResult)",
        "value": [
            {
                "Identifier": "SPXe212142550.U",
                "IdentifierType": "Ric",
                "Source": "",
                "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxTUFhlMjEyMTQyNTUwLlV8",
                "Description": "Historical Instrument",
                "InstrumentType": "Unknown",
                "Status": "Valid",
                "DomainCode": "6",
                "FirstDate": "2021-03-30T00:00:00.000Z",
                "LastDate": "2021-05-22T00:00:00.000Z",
                "History": []
            }
        ]
    }

    However, on ElektronTimeseries request my result appears to be the same as yours:

    {
        "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
            "ContentFieldNames": [
                "Trade Date","RIC", "Settlement Price", "Volume", "High", "Open", "Low",
                "Last", "Ask", "Bid",  "Put Call Flag"

            ],
            "IdentifierList": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
      "Identifier": "SPXe212142550.U", "IdentifierType": "Ric"}

                ],
          "ValidationOptions": null,
          "UseUserPreferencesForValidationOptions": false
        },
            "Condition": {

                "ReportDateRangeType": "Range",
                "QueryStartDate": "2021-02-01T00:00:00.000Z",
                "QueryEndDate": "2021-06-01T00:00:00.000Z"

            }
        }
    }

    Results appear to be the same:

    {
        "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
        "JobId": "0x0797c814f46cc0ca",
        "Notes": [
            "All identifiers were invalid.  No extraction performed."
        ],
        "IdentifierValidationErrors": [
            {
                "Identifier": {
                    "@odata.type": "#ThomsonReuters.Dss.Api.Content.InstrumentIdentifier",
                    "Identifier": "SPXe212142550.U",
                    "IdentifierType": "Ric",
                    "Source": ""
                },
                "Message": "Not found"
            }
        ]
    }

    Consequently, I have opened content support case #09990358, to help investigate the suspected discrepancy in content, on your behalf, please expect content support to reach out to you via email.


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