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In the method  "On Demand intraday extraction" we are not able to fetch the history data for RIC code EURLIBOR= and USDLIBOR= . Can you please help.

dss-rest-apidatascope-selectdss
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Hi @gnareshkumar

The EURLIBOR= and USDLIBOR= are chain RIC. You need to specify the IdentifierType as "ChainRIC" instead of "Ric". DSS will expand the Chain RIC to get RIC constituents and then retrieve data for all RIC constituents.

Below is the example of instrument list data.

"IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "EURLIBOR=",
                    "IdentifierType": "ChainRIC"
                }


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@gnareshkumar

2 comments to complete what Veerapath said:

1) Intraday data will deliver an intraday snapshot, no history. For historical data you must make a time series extraction request.

2) Handling chain RICs:

If you attempt to retrieve data using

        "Identifier": "EURLIBOR=", "IdentifierType": "Ric"

the DSS server will return (this is only the relevant extract):

"IdentifierType": "Ric",
"Identifier": "EURLIBOR=",
"Error": "Not found",

which tells us it could not find this identifier with this identifier type. If you have access to an Eikon workstation, request EURLIBOR= and you will see a list of instruments, a clear indication that this is a chain RIC, i.e. a RIC that contains constituents.

As Veerapath stated, for chain RICs you must set the IdentifierType to "ChainRIC".

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Thanks Veerapath and Christiaan for the information :)

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