Unable to download data via DSS REST API

sumit

I am using the DSS UI and have successfully able to download the data as shown

However, when I try to get this data via the REST API, I get the error

I have generated my token successfully as shown below.

Please can you help?

Regards

Sumit

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Accepted answers

Jirapongse

@sumit

The request structure is invalid.

The correct one should be:

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
        "ContentFieldNames": [
            "RIC",
            "Modified Duration",
            "Duration",
            "Trade Date"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "TYc1=CTD",
                    "IdentifierType": "Ric"
                }
            ],
            "ValidationOptions": {
                "AllowOpenAccessInstruments": true
            }
        },
        "Condition": {
            "QueryStartDate": "2023-05-24T00:00:00.000Z",
            "QueryEndDate": "2024-01-31T00:00:00.000Z"
        }
    }
}

The "Conversion Factor" field is not in the PriceHistoryExtractionRequest report template.

All comments

Jirapongse

@sumit

Thank you for reaching out to us.

You may need to set the "AllowHistoricalInstruments" to true, as shown below.

sumit

Thanks. That made it to work. How can I extract a historical end of day time-series data for the above Ric?

Thanks,

Jirapongse

@sumit

The request structure is invalid.

The correct one should be:

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
        "ContentFieldNames": [
            "RIC",
            "Modified Duration",
            "Duration",
            "Trade Date"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "TYc1=CTD",
                    "IdentifierType": "Ric"
                }
            ],
            "ValidationOptions": {
                "AllowOpenAccessInstruments": true
            }
        },
        "Condition": {
            "QueryStartDate": "2023-05-24T00:00:00.000Z",
            "QueryEndDate": "2024-01-31T00:00:00.000Z"
        }
    }
}

The "Conversion Factor" field is not in the PriceHistoryExtractionRequest report template.

sumit

Thanks. that works!!! However, I see all `nulls`.

Also, just to confirm, is Modified duration for a futures Ctd the same as BPV that we get from , say Eikon or LSEG workspace?

 {
            "IdentifierType": "Ric",
            "Identifier": "TYc1=CTD",
            "RIC": "TYc1=CTD",
            "Modified Duration": null,
            "Duration": null,
            "Trade Date": "2024-01-03"
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "TYc1=CTD",
            "RIC": "TYc1=CTD",
            "Modified Duration": null,
            "Duration": null,
            "Trade Date": "2024-01-04"
        },

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