I am doing a TimeSeriesExtraction with a File Code identifier but I only get the first 1000 resulting extraction rows. How do I page the results?
Do you mean that you can get results only for first 1000 instruments in the instrument list?
It could be the limitation of the TimeSerie Pricing extraction type which is limited to 1000 instruments per extraction.
Below is from the DSS User Guide document.
DSS supports Server-Driven Paging. Using Server-Driven Paging, the initial server response will include a nextlink (URI) that, when called, will return the next rows for that result set as well as another nextlink. If there are no more rows, the nextlink will not be returned. For more details, please refer to Server-Driven Paging Key Mechanisms.
But I am doing a TimeSeriesExtraction and there is no nextlink url returned. The result set is simply truncated at 1000 rows. Are there any code examples where time series extractions on a file code uses paging somehow?
According to Server-Driven Paging Key Mechanisms., "Resources or methods that support paging will have the "Paging" annotation with a boolean value of "true"". However, I have not found this in Metadata of TimeSeriesExtractionRequest:
<ComplexType Name="TimeSeriesExtractionRequest" BaseType="ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRequestBase"> <Property Name="ContentFieldNames" Type="Collection(Edm.String)"/> <Property Name="IdentifierList" Type="ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierListBase"/> <Property Name="Condition" Type="ThomsonReuters.Dss.Api.Extractions.ReportTemplates.TimeSeriesCondition"/> <Annotation Term="Org.OData.Core.V1.Description" String="Extraction request for Pricing Data: Timeseries Pricing"/> <Annotation Term="Org.OData.Core.V1.LongDescription" String="Retrieve historical prices for a specified date range or date. Supported Asset Types: CMO/ABS, Convertible, Corporate (High Yield), Corporate (Invest Grade), Equity, Futures and Options, Gov't/Agency, MBS, Money Market, Municipal, Mutual Funds."/> </ComplexType>
It is possible that this operation does not support Paging.
There is a limit of 1000 instruments for Time Series as Vereepath stated. The best way to ensure you are able to retrieve all the records is to control the StartDate and EndDate to retrieve a smaller set of data at once.