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jason.dance avatar image
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=FINR Not being Returned

On DSS when I search for RIC for the ISIN US207932AB01 it retunes the two instruments below, both instruments have the same ISIN but different identifiers.

1674666303431.png


When I try and run a historical request via the DSS REST API using the ISIN 'US207932AB01' it only returns the instrument on the EJV source and not both, which I thought it would have, If I run a similar request for the ISIN 'GB00BH4HKS39'; I get several records returned on various sources.

Without being able to get the RIC from the ISIN we can't get the Time and Sales data.


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wasin.w avatar image   wasin.w

Hello @jason.dance

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

4 Answers

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Jirapongse avatar image
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@jason.dance

Typically, the TickHistoryTimeAndSalesExtractionRequest works with ISINs but I am not sure why it doesn't work with US207932AB01. You need to contact the Refinitiv Tick History support team to verify what the problem is.

You can use the https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/InstrumentSearch endpoint to search for the RICs of this ISIN.

{
  "SearchRequest": {
    "InstrumentTypeGroups": [
      "CollatetizedMortgageObligations",
      "Commodities",
      "Equities",
      "FuturesAndOptions",
      "GovCorp",
      "MortgageBackedSecurities",
      "Money",
      "Municipals",
      "Funds"
    ],
    "IdentifierType": "Isin",
    "Identifier": "US207932AB01",
    "PreferredIdentifierType": "Ric"
  }
}

The output is:

1674814433017.png


1674814433017.png (32.1 KiB)
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Jirapongse avatar image
79.2k ●251 ●52 ●74

@jason.dance

Thanks for reaching out to us.

I saw the same problem when using the TickHistoryTimeAndSalesExtractionRequest with this ISIN US207932AB01. The notes property shows the following information.

Instrument <ISN,US207932AB01> expanded to 0 RICS.\nInstrument <ISN,US207932AB01> expanded to 0 RICS.\n\nReport suppressed because there are no instruments

Please contact the Refinitiv Tick History support team directly via MyRefinitiv to verify what the problem is.

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jason.dance avatar image
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@Jirapongse Thanks for your reply, my understanding is that you can't request Time and Sales data by using an ISIN it must be a RIC. As we are unable to get the RIC from the Historical Request we can't then get the Time and Sales data.

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jason.dance avatar image
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Thank you, we have been looking at using the CMOABS Search which brings back the same results as the above instrument search. I have an open ticket with Refinitiv with, although they seem to think this is normal behavior which I disagree with.

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