DSS Tick History REST API. Get RIC historial price, java

Question

question

jasequeirosa

3 ●0 ●0 ●3

DSS Tick History REST API. Get RIC historial price, java

HI,

I'm trying to create a request to get historical price from RIC with java, how to get bid/ask price and filter by date? any idea?

            JSONObject searchJSONObject = new JSONObject()
                .put("SearchRequest", new JSONObject()
                    .put("IdentifierType", "Ric")
                    //.put("Identifier", "US10YT=RRPS")
                    .put("Identifier", "JPY=")
                    .put("InstrumentTypeGroups", new JSONArray()
                        .put("CollatetizedMortgageObligations")
                        .put("Equities")
                        .put("FuturesAndOptions")
                        .put("GovCorp")
                        .put("MortgageBackedSecurities")
                        .put("Money")
                        .put("Municipals")
                        .put("Funds"))
                    .put("PreferredIdentifierType", "Ric")
                );

Thanks,

Regards

dss-rest-api tick-history-rest-api #content java

Oct 04, 2023 at 03:25 PM

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Jirapongse Oct 26, 2023 at 09:05 AM

@jasequeirosa

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w Nov 02, 2023 at 10:17 AM

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

Thanks,

AHS

Answer 1 · 2023-10-04T16:37:53Z

Gurpreet

22.1k ●59 ●14 ●21

Hi @jasequeirosa,

If you are trying to get the historical price of an instrument, I recommend that you look at the Java sample for TickHistory which is available in the downloads section of the Dev Portal - specifically DSSOnDemandTicksRTH sample. There are whole bunch of example snippets which include performing on-demand extraction, to search for a Historical Instrument.

If you have any specific question, you can ask it here.

Oct 04, 2023 at 04:37 PM

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Answer 2 · 2023-10-10T08:34:45Z

jasequeirosa

3 ●0 ●0 ●3

Hi!,

Thanks for your answer,

I tried this example "DSSOnDemandTicksRTH", but got an error as a response:

        try {
            HttpPost httppost = new HttpPost(urlHost + "/Search/InstrumentSearch"); 

            httppost.addHeader("content-type", "application/json;odata.metadata=minimal");
            httppost.addHeader("Authorization", "Token " + sessionToken);
            
            JSONOrderedObject searchJSONObject = (JSONOrderedObject) new JSONOrderedObject()
                    .put("ExtractionRequest", new JSONOrderedObject()
                            .put("@odata.type", "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest")
                            .put("ContentFieldNames", new JSONArray()
                                    .put("Trade - Price")
                                    .put("Trade - Volume")
                                    .put("Trade - Exchange Time"))
                            .put("IdentifierList", new JSONOrderedObject()
                                    .put("@odata.type", "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList")
                                    .put("InstrumentIdentifiers", new JSONArray()
                                            .put(new JSONObject()
                                                    .put("Identifier", "438516AC0")
                                                    .put("IdentifierType", "Cusip"))
                                            .put(new JSONObject()
                                                    .put("Identifier", "CARR.PA")
                                                    .put("IdentifierType", "Ric"))
                                            .put(new JSONObject()
                                                    .put("Identifier", "INVALID")
                                                    .put("IdentifierType", "Ric")))
                                    .put("ValidationOptions", JSONObject.NULL)
                                    .put("UseUserPreferencesForValidationOptions", false))
                            .put("Condition", new JSONOrderedObject()
                                    .put("MessageTimeStampIn", "GmtUtc")
                                    .put("ApplyCorrectionsAndCancellations", true )
                                    .put("ReportDateRangeType", "Range")
                                    .put("QueryStartDate", "2016-09-29T15:15:00.000Z")
                                    .put("QueryEndDate", "2016-09-29T15:16:00.000Z")
                                    .put("DisplaySourceRIC", true)));
            

            System.out.println("Search JSON request content:\n"+ searchJSONObject.toString());
            StringEntity requestBody = new StringEntity(searchJSONObject.toString());

10:25:19.185 [main] DEBUG org.apache.http.wire - http-outgoing-1 << "{"error":{"message":"Malformed request payload: Syntax error at Line 1, Char 22: expected valid json value {\"ExtractionRequest"}}"

10:25:19.185 [main] DEBUG org.apache.http.headers - http-outgoing-1 << HTTP/1.1 400 Bad Request

Any idea?

Regards

Oct 10, 2023 at 08:34 AM

10 |1500

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

Answer 3 · 2023-10-10T09:09:32Z

Jirapongse

79.2k ●251 ●52 ●74

@jasequeirosa

The example uses the "/Extractions/ExtractRaw" endpoint.

It is better to try the RTH REST Tutorials Postman collection example to verify the endpoint and the request message that can be used to get the required data.

1696928697658.png (39.2 KiB)

Oct 10, 2023 at 09:09 AM

10 |1500

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

Answer 4 · 2023-10-10T11:39:06Z

jasequeirosa

3 ●0 ●0 ●3

Hi,

Thanks!

I tried this request in the postman but no get a reponse.

host:

https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "EUR=",
        "IdentifierType": "Ric"
      }],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2023-10-09T00:00:00.000Z",
      "QueryEndDate": "2023-10-09T00:01:00.000Z",
      "DisplaySourceRIC": true
    }
  }
}

any idea?

Regards

Oct 10, 2023 at 11:39 AM

10 |1500

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

Jirapongse Oct 11, 2023 at 06:15 AM

@jasequeirosa

You may try to change the QueryEndDate to "2023-10-09T05:00:00.000Z".

Answer 5 · 2023-10-11T09:21:09Z

jasequeirosa

3 ●0 ●0 ●3

Hi,
Can you try this request?

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "EUR=",
        "IdentifierType": "Ric"
      }],
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2023-10-09T00:00:00.000Z",
      "QueryEndDate": "2023-10-09T05:00:00.000Z",
      "DisplaySourceRIC": true
    }
  }
}

For me, not works...

Regards

Oct 11, 2023 at 09:21 AM

10 |1500

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

Jirapongse Oct 12, 2023 at 05:42 AM

@jasequeirosa

Please share the HTTP Status code and the HTTP response message or the Postman screenshot that shows the HTTP response message.

Answer 6 · 2023-10-13T07:01:28Z

jasequeirosa

3 ●0 ●0 ●3

Hi,

I attach response message and the Postman screenshot

Request

POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw
202
30.88 s
POST /RestApi/v1/Extractions/ExtractRaw HTTP/1.1
Prefer: respond-async
Content-Type: application/json
Authorization: Token _W8yLgY1y2IXAIJIGGjbCx6Oz7x3COId8bJY0qYLHk9l3axi7uy6CAN-KTp3HHbxKTUhhsqHNxigaqrYM-5MV7_7WhUioEEXnMCtdTZ6psznDh3oPHNTYK8oowu_CFPvuZkVh4nSnPHMGpuVUCqvPqMsueM8SQM2lclgRcK_7mTHeNX0-n4KiFWdpB19_JwVl3gVffHQpcl8F16MLpAYpPOy4nWFar3PHRSXxViSqdGslPANOfFBe1zyNo2aiqzxFaAJ-w0Md5CLDdhjueHN2lwFc2uENfJVW4FmNAWUoLXI
User-Agent: PostmanRuntime/7.33.0
Accept: */*
Postman-Token: 97763e92-c854-468e-b5e8-f63c1a0a3d36
Host: selectapi.datascope.refinitiv.com
Accept-Encoding: gzip, deflate, br
Connection: keep-alive
Content-Length: 689
 
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "EUR=",
"IdentifierType": "Ric"
}],
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2023-10-09T00:00:00.000Z",
"QueryEndDate": "2023-10-09T05:00:00.000Z",
"DisplaySourceRIC": true
}
}
}
 
HTTP/1.1 202 Accepted
Cache-Control: no-cache
Pragma: no-cache
Expires: -1
Location: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRawResult(ExtractionId='0x08a986c834892bf9')
Server: Microsoft-IIS/10.0
BeginRequestTime: 06:52:39.0643228
BeginRequestDate: 2023-10-13
Status: InProgress
Progress:
X-Request-Execution-Correlation-Id: CiD/9035378/AAAAAA.08a986c834792bf9/RA
X-App-Id: Custom.RestApi
X-App-Version: 17.3.161.64
CPUUtilization: 49.96478
RequestsPerSec: 0
W3WP-PrivateBytes: 2622080
Date: Fri, 13 Oct 2023 06:53:08 GMT
Content-Length: 0

Regards

2023-10-13-08-54-28-dss-tick-history-rest-api-get.png (77.4 KiB)

captura.jpg (93.4 KiB)

Oct 13, 2023 at 07:01 AM

10 |1500

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

Jirapongse Oct 16, 2023 at 03:59 AM

@jasequeirosa

The 202 Accepted means that the extraction is sill in progress.

Please refer to the Refinitiv Tick History tutorials regading how to process the 202 Accepted response.

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