Can't pull data for expired contracts - do I need to specify AssetStatus?

pdebaz
pdebaz Newcomer
in Eikon Data APIs

Hi - I am trying to pull data for an expired contract. My extraction request looks like this:


 requestBody = {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
            "ContentFieldNames": [
                "Close Ask",
                "Close Bid",
                "High",
                "High Ask",
                "High Bid",
                "Last",
                "Low",
                "Low Ask",
                "Low Bid",
                "No. Asks",
                "No. Bids",
                "No. Trades",
                "Open",
                "Open Ask",
                "Open Bid",
                "Volume"
            ],



            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": {
                                     "Identifier": "USM2^2",
                                     "IdentifierType": "Ric"
                                       },
                "UseUserPreferencesForValidationOptions": "false",
            },
            "Condition": {
                "MessageTimeStampIn": "GmtUtc",
                "ReportDateRangeType": "Range",
                "QueryStartDate": "2022-06-22T00:00:00.000Z",
                "QueryEndDate": "2022-06-23T00:00:00.000Z",
                "SummaryInterval": "OneHour",
                "TimebarPersistence": "true",
                "DisplaySourceRIC": "true"
            }
        }
    }


This returns no data, but switching to an active RIC (like USU2) will return data.

I think I need to use the AssetStatus flag, but I don't know where to put it. Can you please assist?

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    I would like to share the resolution from the Tick History support team.

    Tick History doesn't use ^ RICs in extractions. We can use USM2 and modify the request by adding two conditions below.

    "ValidationOptions": {
                    "AllowHistoricalInstruments": true,
                    "AllowInactiveInstruments": true
                }

    The full request is:

    {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
            "ContentFieldNames": [
                "Close Ask",
                "Close Bid",
                "High",
                "High Ask",
                "High Bid",
                "Last",
                "Low",
                "Low Ask",
                "Low Bid",
                "No. Asks",
                "No. Bids",
                "No. Trades",
                "Open",
                "Open Ask",
                "Open Bid",
                "Volume"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "USM2",
                        "IdentifierType": "Ric"
                    }
                ],
                "UseUserPreferencesForValidationOptions": "false",
                "ValidationOptions": {
                    "AllowHistoricalInstruments": true,
                    "AllowInactiveInstruments": true
                }
            },
            "Condition": {
                "MessageTimeStampIn": "GmtUtc",
                "ReportDateRangeType": "Range",
                "QueryStartDate": "2022-06-22T00:00:00.000Z",
                "QueryEndDate": "2022-06-23T00:00:00.000Z",
                "SummaryInterval": "OneHour",
                "TimebarPersistence": "true",
                "DisplaySourceRIC": "true"
            }
        }
    }

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