Restrict Composite extraction request for certain exchange

rahul.deshmukh
rahul.deshmukh Contributor
in DSS

I am using below Composite extraction request where i am providing ISIN with the certain fields.

Currently its giving the response as result for all different exchanges(RIC). For every ISIN i am getting more than 100 rows as returned for all the different exachanges (RIC).

I want to restrict the extraction request for certain exchange for ISIN like:

  • Frankfurt - F
  • Stuttgart - SG
  • München - MU
  • New York - N
  • London - L
  • Tokyo - T
  • Eurex - d


Below is my composite extraction request:

requestBody = {
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
        "ContentFieldNames": [
            "ISIN","RIC","Average Volume - 30 Days","Average Volume - 90 Days","Close on Close Volatility - 90 Days","Dollar Daily Value Average - 30 Days","CESR Free Float","CRA Free Float","Outstanding Shares - Issue Shares Amount","Outstanding Shares - Other Shares Amount"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [{
                "Identifier": "DE000A168205",
                "IdentifierType": "Isin",
                "Source":"*"
            }],

        "ValidationOptions": {
                "AllowInactiveInstruments": "false"
            },
            "UseUserPreferencesForValidationOptions": "false"
        },
        "Condition": {
            "ScalableCurrency": "true"
        }
    }
}


Is it possible to limit the request for certain exchange for ISIN ?


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Best Answer

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

    Hello @rahul.deshmukh ,

    I do not see "Exchange" filter included in Composite request spec, the filter that is available is "Source", please see Composite request spec in REST API Reference Tree for the details.

    Try this:

    1. To see Contributor Codes in the result

    {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
            "ContentFieldNames": [
                "ISIN","RIC","Average Volume - 30 Days","Average Volume - 90 Days","Close on Close Volatility - 90 Days","Dollar Daily Value Average - 30 Days","CESR Free Float","CRA Free Float","Outstanding Shares - Issue Shares Amount","Outstanding Shares - Other Shares Amount","Contributor Code"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [{
                    "Identifier": "DE000A168205",
                    "IdentifierType": "Isin",
                    "Source":"*"
                }],

            "ValidationOptions": {
                    "AllowInactiveInstruments": "false"
                },
                "UseUserPreferencesForValidationOptions": "false"
            },
            "Condition": {
                "ScalableCurrency": "true"
            }
        }
    }

    2. Next, you can include the codes that you require in the filter and filter the results:

    {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
            "ContentFieldNames": [
                "ISIN","RIC","Average Volume - 30 Days","Average Volume - 90 Days","Close on Close Volatility - 90 Days","Dollar Daily Value Average - 30 Days","CESR Free Float","CRA Free Float","Outstanding Shares - Issue Shares Amount","Outstanding Shares - Other Shares Amount","Contributor Code"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "InstrumentIdentifiers": [{
                    "Identifier": "DE000A168205",
                    "IdentifierType": "Isin",
                    "Source":"FRA"
                },
                {
                    "Identifier": "DE000A168205",
                    "IdentifierType": "Isin",
                    "Source":"STU"
                }],

            "ValidationOptions": {
                    "AllowInactiveInstruments": "false"
                },
                "UseUserPreferencesForValidationOptions": "false"
            },
            "Condition": {
                "ScalableCurrency": "true"
            }
        }
    }

    Resulting in:

    {
        "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult",
        "Contents": [
            {
                "IdentifierType": "Isin",
                "Identifier": "DE000A168205",
                "ISIN": "DE000A168205",
                "RIC": "SHVA.F",
                "Average Volume - 30 Days": null,
                "Average Volume - 90 Days": null,
                "Close on Close Volatility - 90 Days": null,
                "Dollar Daily Value Average - 30 Days": null,
                "CESR Free Float": null,
                "CRA Free Float": null,
                "Outstanding Shares - Issue Shares Amount": null,
                "Outstanding Shares - Other Shares Amount": null,
                "Contributor Code": "FRA"
            },
            {
                "IdentifierType": "Isin",
                "Identifier": "DE000A168205",
                "ISIN": "DE000A168205",
                "RIC": "SHVA.SG",
                "Average Volume - 30 Days": null,
                "Average Volume - 90 Days": null,
                "Close on Close Volatility - 90 Days": null,
                "Dollar Daily Value Average - 30 Days": null,
                "CESR Free Float": null,
                "CRA Free Float": null,
                "Outstanding Shares - Issue Shares Amount": null,
                "Outstanding Shares - Other Shares Amount": null,
                "Contributor Code": "STU"
            }
        ],


    Hope that this information helps

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