Retrieving security metadata

Using the EDP Rest API, how can I retrieve metadata for a security (e.g. an equity) like display name, currency, exchange name, preferred display units (number of decimal points), timezone and trading sessions and (for futures/commodities) contract expiration date, trade unit (like barrel/bushel etc.), contract size / lot size etc.?


Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    Hi @GoGoGroundhog Some of this information like Display name, currency etc can be retrieved from Pricing Snapshot request:

    https://api.refinitiv.com/data/pricing/beta3/snapshots?universe=TRI.N

    Output:

    [{
    "ID": 62,
    "Type": "Refresh",
    "Key": {
    "Service": "ELEKTRON_DD",
    "Name": "TRI.N"
    },
    "State": {
    "Stream": "NonStreaming",
    "Data": "Ok",
    "Text": "*All is well"
    },
    "Qos": {
    "Timeliness": "Realtime",
    "Rate": "JitConflated"
    },
    "PermData": "AwEBZWLA",
    "SeqNumber": 21904,
    "Fields": {
    "PROD_PERM": 6562,
    "RDNDISPLAY": 64,
    "DSPLY_NAME": "THOMSON REUTERS",
    "RDN_EXCHID": "NYS",
    "TRDPRC_1": 69.87,
    "TRDPRC_2": 69.85,
    "TRDPRC_3": 69.82,
    "TRDPRC_4": 69.85,
    "TRDPRC_5": 69.89,
    "NETCHNG_1": -0.68,
    "HIGH_1": 70.09,
    "LOW_1": 69.82,
    "PRCTCK_1": "\u21e7",
    "CURRENCY": "USD",
    "TRADE_DATE": "2019-12-02",
    "TRDTIM_1": "14:33:00",
    "OPEN_PRC": 70.09,
    "HST_CLOSE": 70.55,
    "BID": 69.83,
    "BID_1": 69.83,
    "BID_2": 69.82,
    "ASK": 69.97,
    "ASK_1": 69.97,
    "ASK_2": 69.97,
    "NEWS": " ",
    "NEWS_TIME": null,
    "BIDSIZE": 2,
    "ASKSIZE": 2,
    "ACVOL_1": 9242,
    "EARNINGS": 0.4654,
    "YIELD": 2.0411,
    "PERATIO": 151.5803,
    "DIVIDENDTP": " ",
    "DIVPAYDATE": "2019-12-16",
    "EXDIVDATE": "2019-11-20",
    "CTS_QUAL": " ",
    "BLKCOUNT": null,
    "BLKVOLUM": null,
    "TRD_UNITS": "6DP ",
    "PCTCHNG": -0.9639,
    "DJTIME": null,
    "CLOSE_BID": 70.53,
    "CLOSE_ASK": 70.57,
    "DIVIDEND": 1.44,
    "UPLIMIT": 84.11,
    "LOLIMIT": 56.07,
    "NUM_MOVES": 37,
    "OFFCL_CODE": "000884903709",
    "HSTCLSDATE": "2019-11-29",
    "YRHIGH": 72.54,
    "YRLOW": 46.47,
    "TURNOVER": null,
    "BOND_TYPE": null,
    "BCKGRNDPAG": null,
    "YCHIGH_IND": null,
    "YCLOW_IND": null,
    "CUM_EX_MKR": " ",
    "PRC_QL_CD": "R ",
    "PRC_QL2": " ",
    "TRDVOL_1": 100,
    "LOT_SIZE_A": 100,
    "RECORDTYPE": 113,
    "BID_MMID1": null,
    "ASK_MMID1": null,
    "OPTION_XID": "XABCEH",
    "YRHIGHDAT": "2019-11-21",
    "YRLOWDAT": "2018-12-26",
    "IRGPRC": 69.91,
    "IRGVOL": 8,
    "IRGCOND": "ODS",
    "TIMCOR": null,
    "INSPRC": null,
    "INSVOL": null,
    "INSCOND": null,
    "SALTIM": "14:33:21",
    "BCAST_REF": "TRI.TO",
    "OFF_CD_IND": "CUS",
    "GEN_VAL3": 84.11,
    "GEN_VAL4": 56.07,
    "GV1_TEXT": " ",
    "GV2_TEXT": " ",
    "GV3_TEXT": "X",
    "GV4_TEXT": " F I",
    "SEQNUM": 27337,
    "PRNTYP": " ",
    "QUOTIM": "14:33:39",
    "GV1_FLAG": " ",
    "GV2_FLAG": " ",
    "GV3_FLAG": " ",
    "GV4_FLAG": " ",
    "OFF_CD_IN2": null,
    "OFFC_CODE2": "CMNPTKzBegXA",
    "EXCHTIM": "14:33:06",
    "YRHI_IND": "Yr.High ",
    "YRLO_IND": "Yr.Low ",
    "PREF_DISP": 5752,
    "VOL_X_PRC1": 70.0294,
    "DSO_ID": null,
    "CLOSE_TIME": null,
    "ODD_VOLUME": 632,
    "ADJUST_CLS": 70.55,
    "STOCK_TYPE": "A",
    "IMP_VOLT": null,
    "RDN_EXCHD2": "NYS",
    "YEAR_FCAST": "08O",
    "IRGVAL": 4,
    "LIST_MKT": "N",
    "PCT_ABNVOL": 0.0765,
    "BC_10_50K": null,
    "BC_50_100K": null,
    "BC_100K": null,
    "PMA_50D": 67.8922,
    "PMA_150D": 66.701,
    "PMA_200D": 64.2879,
    "VMA_10D": 120813,
    "VMA_25D": 120259,
    "VMA_50D": 111325,
    "OPN_NETCH": -0.46,
    "PREV_DISP": 0,
    "PRC_QL3": "R ",
    "52WK_HIGH": 72.54,
    "52WK_LOW": 46.47,
    "MPV": "INT ",
    "OFF_CLOSE": null,
    "QUOTE_DATE": "2019-12-02",
    "VWAP": 70.0294,
    "PROV_SYMB": "TRI",
    "52W_HDAT": "2019-11-21",
    "52W_HIND": null,
    "52W_LDAT": "2018-12-26",
    "52W_LIND": null,
    "BID_ASK_DT": "2019-11-29",
    "CRSTRD_PRC": null,
    "ISIN_CODE": "CA8849037095",
    "MNEMONIC": "TRI",
    "LOLIMIT_2": null,
    "UPLIMIT_2": null,
    "TRDTIM_MS": 52386070,
    "SALTIM_MS": 52401457,
    "QUOTIM_MS": 52419226,
    "TIMCOR_MS": null,
    "BLK_PRC1": null,
    "PDTRDPRC": null,
    "PREDAYVOL": null,
    "PDTRDDATE": null,
    "SEQNUM_QT": 621914,
    "FIN_STATUS": "N",
    "LS_SUBIND": " ",
    "IRG_SUBIND": " ",
    "TRADE_ID": "52983525098822",
    "MKT_STATUS": "3",
    "TRD_TYPE": "3",
    "IPO_PRC": null,
    "ODD_PRC": 69.91,
    "RCS_AS_CLA": " ",
    "IMB_ACT_TP": null,
    "IMB_SH": null,
    "IMB_SIDE": null,
    "IMB_TIM_MS": null,
    "TRD_THRU_X": " ",
    "IRG_TDTH_X": "X",
    "IRGDATE": "2019-12-02",
    "TURN_BLOCK": null,
    "DOM_EQ_ID": "CMNPTKzBegXA",
    "DOM_OPT_ID": "PWXYZ",
    "CUSIP_CD": "884903709",
    "LSTSALCOND": " ",
    "IRGSALCOND": " F I",
    "INSSALCOND": null,
    "THRESH_IND": "1",
    "CANCEL_IND": null,
    "RETRAN_IND": "1",
    "CONTEXT_ID": 1070,
    "IRG_TRDID": "52983525100106",
    "PRC_TICK": 0.01,
    "VWAP_VOL": 9242,
    "OPEN_T_MS": 52200563,
    "POST_PANEL": "08O",
    "IRG_SEQNO": 27337,
    "INS_SEQNO": null,
    "OFF_CL_TIM": null,
    "DDS_DSO_ID": 8357,
    "SPS_SP_RIC": ".[SPS23SNJL1",
    "SETL_TYPE": "NRM",
    "BOOK_STATE": "N",
    "HALT_REASN": " ",
    "SH_SAL_RES": "N",
    "BID_COND_N": "R",
    "ASK_COND_N": "R",
    "CAN_PRC": null,
    "CAN_VOL": null,
    "CAN_COND": null,
    "CAN_COND_N": null,
    "CAN_TRD_ID": null,
    "REPORT_VOL": 9242,
    "TRD_STATUS": "N ",
    "HALT_RSN": " ",
    "HALT_DATE": "2018-08-28",
    "CTRDTIM_MS": null,
    "CTRDTIM": null,
    "INSTRD_TIM": null,
    "OFF_CLS_DT": null,
    "CAN_DATE": null,
    "INSTRD_DT": null,
    "PD_SEQNO": null,
    "BLKTRDVOL": null,
    "PDACVOL": null,
    "AC_VOL_CRS": 0,
    "ODD_TRDVOL": 8,
    "ELG_NUMMOV": 19,
    "BLK_SEQNO": null,
    "ODD_SEQNO": 27337,
    "CRS_SEQNO": null,
    "CRS_TRDVOL": null,
    "CRS_NUMOV": null,
    "PREMKT_VOL": null,
    "AFTMKT_VOL": null,
    "AC_TRN_CRS": null,
    "SEE_RIC": null,
    "BCASTREF32": null,
    "QTE_ORIGIN": " ",
    "CAN_TDTH_X": null,
    "CAN_SUBIND": null,
    "PD_TDTH_X": null,
    "PD_SUBIND": null,
    "INS_TDTH_X": null,
    "INS_SUBIND": null,
    "XMIC_CODE": "XNYS",
    "CRSSALCOND": null,
    "PD_SALCOND": null,
    "RCS_AS_CL2": null,
    "PD_TRDID": null,
    "PERIOD_CD2": null,
    "INS_TRDID": null,
    "BLK_TRDID": null,
    "CRS_TRDID": null,
    "ODD_TRDID": "52983525100106",
    "REG_PILOT": null,
    "INST_PHASE": " ",
    "RETAIL_INT": "B ",
    "LIMIT_IND2": "LMT",
    "LIMIT_INDQ": " ",
    "MK_STATUS": null,
    "LULD_TM_MS": 52410020,
    "INSTIM_MS": null,
    "IRGTIM_MS": 52401457,
    "LULD_T2_MS": null,
    "BLK_DATE": null,
    "CRS_DATE": null,
    "ODD_DATE": "2019-12-02",
    "HLT_RSM_DT": "2018-08-28",
    "PREMKT_DT": null,
    "AFTMKT_DT": null,
    "LMT_REFPR2": null,
    "AUC_EX_NO": null,
    "PREMKT_PRC": null,
    "AFTMKT_PRC": null,
    "ODDSALCOND": " F I",
    "BLKSALCOND": null,
    "SECUR_ST": "F",
    "BLK_FLAG": null,
    "VWAP_FLAG": null,
    "CAN_TERMS": null,
    "NBBO_IND": "4 ",
    "HELD_T_IND": " ",
    "LMT_TYPE": null,
    "LMT_TYPE2": null,
    "BLKTIM_MS": null,
    "PDTRDTM_MS": null,
    "ORDRECV_MS": "14:33:39.226",
    "TRDRECV_MS": "14:33:21.457",
    "ORDREC2_MS": null,
    "TRDREC2_MS": null,
    "CRSTIM_MS": null,
    "HLT_RSM_MS": "15:14:21.541",
    "ODDTIM_MS": "14:33:21.457",
    "HALT_TM_MS": "14:45:31.68",
    "OFF_CLS_MS": null,
    "PREMKT_NS": null,
    "AFTMKT_NS": null,
    "CNTX_VER_N": null,
    "DM_TYPE": null,
    "ELG_ACVOL": 8610,
    "ELG_TNOV": 603046.49,
    "ODDTRN_UNS": 44165.08,
    "TRNOVR_UNS": 647211.57,
    "ACVOL_UNS": 9242
    }
    }
    ]

Answers