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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
3 1 4 7

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
1692806075094.png (38.5 KiB)
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.

1 Answer

· Write an Answer
Upvotes
Accepted
80.3k 259 52 75

@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:


1692849439921.png (54.3 KiB)
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.

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.