Why is the identifier invalid when trying to use a RIC Root?

mike-petrut
mike-petrut Newcomer
in TRTH

I'm currently trying to extract futures data for a particular commodity using the following payload using the the "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw" end point.

However it returns saying that the identifier is invalid even though this is the correct RIC root.

{
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
            "ContentFieldNames": [
                "RIC",
                "RIC Root",
                "Trade Date",
                "Expiration Date",
                "Last Trading Day",
                "High",
                "Last",
                "Low",
                "Open",
                "Open Interest",
                "Volume"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {"Identifier": "KW", "IdentifierType": "RICRoot"}
                ]
            },
            "Condition": {
                "StartDate": "2016-08-01T13:00:00.000-05:00",
                "EndDate": "2016-09-01T13:00:00.000-05:00"
            }

        }
    }
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Best Answer

  • gteage
    gteage LSEG
    Answer ✓

    @mike-petrut Hi,

    Initially when I looked at this I thought maybe it was a validation option AllowHistoricalInstruments acting as a false restricting the use of this identifier type:

    {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
            "ContentFieldNames": [
                "RIC",
                "RIC Root",
                "Trade Date",
                "Expiration Date",
                "Last Trading Day",
                "High",
                "Last",
                "Low",
                "Open",
                "Open Interest",
                "Volume"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "KW",
                        "IdentifierType": "RICRoot"
                    }
                ],
                "ValidationOptions": {
                    "AllowHistoricalInstruments": true,
                    "AllowInactiveInstruments": true,
                    "AllowLimitedTermInstruments": true,
                    "AllowOpenAccessInstruments": true,
                    "AllowSubclassImport": true,
                    "AllowUnsupportedInstruments": false,
                    "ExcludeFinrAsPricingSourceForBonds": false,
                    "UseConsolidatedQuoteSourceForCanada": false,
                    "UseConsolidatedQuoteSourceForUsa": false,
                    "UseDebtOverEquity": false,
                    "UseExchangeCodeInsteadOfLipper": true,
                    "UseOtcPqSource": false,
                    "UseUsQuoteInsteadOfCanadian": true
                },
                "UseUserPreferencesForValidationOptions": false
            },
            "Condition": {
                "StartDate": "2016-08-01T13:00:00.000-05:00",
                "EndDate": "2016-09-01T13:00:00.000-05:00"
            }
        }
    }

    However on checking the above it was still returning the same.

    I am checking the use of using this RIC Root/RICRoots with a Tick History template with the Specialists to see whether this is expected.

    As an alternative to RIC Root I used Chain RIC just to check if that retrieved anything:

                    {
                        "Identifier": "0#KW:",
                        "IdentifierType": "ChainRIC"
                    }

    There were about 360 records returned, I paste the 1st 6 below:

    RICRIC RootTrade DateExpiration DateLast Trading DayHighLastLowOpenOpen InterestVolumeKWH7^1KW01/08/201614/03/201714/03/2017457.5452451452292801235KWH8^1KW01/08/201614/03/201814/03/2018




    1270KWH9^1KW01/08/201614/03/201914/03/2019





    0KWK7^1KW01/08/201612/05/201712/05/2017467.75464462465.25111933434KWK8^1KW01/08/201614/05/201814/05/2018




    630KWK9^1KW01/08/201614/05/201914/05/2019





    0KWN7^1KW01/08/201614/07/201714/07/2017476.75473.5470.2547116117733


    I will respond back on use of RIC Root here when I have more detail on this.

    Best regards,

    Gareth

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