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lisa.mcentee avatar image
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how to get Settlement Prices using ChainRICs using DSS API?

Hello,

I have following questions on ChainRICs using DSS API.

1. Can we extract Prices (Settlement Price or Universal Close Price) for all 'Valid Constituents' or live RICs using Chain RIC?


2. How should the Extraction Request look like?


Example:

ChainRIC 0#LGO:

1692806075094.png


I need Extraction Request to pull following fields (in bold) for all 'Identifies' in above table (LGOU3, LGOV3, etc).

Following is the Extraction Request I tried. Please can someone suggest me the appropriate Extraction Request.

{

"ExtractionRequest":

{

"@odata.type":

"#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",


"ContentFieldNames": [

"Settlement Date",

"Settlement Price",

"Universal Close Price Date",

"Universal Close Price",

"Contract Month and Year"

],

"IdentifierList": {

"@odata.type":

"#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

"InstrumentIdentifiers": [{"Identifier": "0#LGO:", "IdentifierType": "ChainRIC" }]

}

}

}


Thanks

dss-rest-apidss#contentpython api
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wasin.w avatar image   wasin.w

Hello @lisa.mcentee

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

1 Answer

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Jirapongse avatar image
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@lisa.mcentee

Thank you for reaching out to us.

I used the following request.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
        "ContentFieldNames": [
            "Settlement Date",
            "Settlement Price",
            "Universal Close Price Date",
            "Universal Close Price",
            "Contract Month and Year",
            "RIC",
            "Security Description"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "0#LGO:",
                    "IdentifierType": "ChainRIC"
                }
            ]
        }
    }
}

The output is:

1692849439921.png

The "Settlement Date" is null.

Please contact the Datascope Select support team directly via MyRefinitiv to verify which report templates that can provide "Settlement Date" for 0#LGO:


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