For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
23 9 14 23

DSS Composite extraction request returns null field values for ISIN

Hallo All,

I am trying to fetch Composite extraction request data from Data Scope Select using Python.

For some ISIN list i get the "Average Volume - 30 Days", "Average Volume - 90 Days" values. But for many other ISIN's, i did not get any values for "Average Volume - 30 Days", "Average Volume - 90 Days" and for those ISIN we get bid and ask prices.

From business point of view i belive, there can’t be a price without traded volume.

Below is my extractiom request:

requestBody = {
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
        "ContentFieldNames": [
            "ISIN","RIC","Trade Date","Market MIC","Market Segment MIC","Average Volume - 30 Days","Average Volume - 90 Days","Close on Close Volatility - 90 Days","Dollar Daily Value Average - 30 Days","Outstanding Shares - Issue Shares Amount","Contributor Code","Ask Price","Bid Price"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [{
                "Identifier": "XS0222524372",
                "IdentifierType": "Isin",
                "Source": "*"
            }]
        ,
        "ValidationOptions": {
                "AllowHistoricalInstruments": "false"
            },
            "UseUserPreferencesForValidationOptions": "false"
        },
        "Condition": {
            "ScalableCurrency": "true"
        }
    }
}

For example for ISIN CH1134540470 i get the values for "Average Volume - 30 Days", "Average Volume - 90 Days" .

Thanks!

dss-rest-apidatascope-selectdss#content
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

@Gurpreet @zoya faberov @Jirapongse do you have any idea on this extraction request response ?

1 Answer

· Write an Answer
Upvotes
Accepted
21.9k 58 14 21

Hi @rahul.deshmukh,

I ran your request query and see the same result - I am not sure why an average price may not be populated - maybe the instrument hasn't traded for a minimum period yet.

I would advise you to open a ticket at my.refinitiv.com to directly consult with a DSS content expert.


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

i have created ticket now

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.