Hello @ellen.drexler,

You can read the brief description of this endpoint in the REST API help. To use it, do the following steps:

1. Read the CSV file into a string

2. Base64 encode the string bytes

3. Post this to the DSS

Here is the sample file in the format (IdentifierType, Identifier):

RIC,IBM
RIC,GE
RIC,TD
RIC,T
RIC,SPX
RIC,PSA.TO
RIC,MSFT.O

and the code required to upload it to the server:

url = 'https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/InstrumentListImportFromBytes'

with open(fileName, 'r') as f:
  fstr = f.read()
  # convert string to Base64 encoded bytes
  b64str = base64.b64encode(fstr.encode()).decode()

  pBody = {
    'FileBytes': b64str,
    'Settings': {
      'ImportCreatedUserInstrumentsIntoList': True,
      'PredefinedAction': 'Add',
      'AllowDuplicateInstruments': True,
      'PredefinedName': 'ImportedFromAPI',
      'ImportUserInstruments': True
    },
    'FileName': fileName
  }

  resp = requests.post(url, data = json.dumps(pBody), headers = hdrs)

Thank you very much for the answer @Gurpreet.

Could you please provide me with more information how this step ties into my goal to extract EOD pricing data using an Underling RIC e.g. 'AAL.O' for Futures and Options?

Using the API 'https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch' I search using

requestBody = json.dumps({

"SearchRequest": {

"IdentifierType": "Ric",

"PreferredIdentifierType": "UnderlyingRIC",

"UnderlyingRic": "AAL.O"

} })

This returns:

{'Identifier': 'AAL.O', 'IdentifierType': 'UnderlyingRIC', 'Source': 'OPQ', 'Key': 'VjF8MHgwMDEwMGIwMDJlMzYwZTE2fDB4MDAxMDBiMDAyZTM1OWE2OXxPUFF8RFZRVXxERVJWfE9QVHxEfHxBQUxGMjEyNDAyMDAwLlV8NzE0MQ', 'Description': 'AAL Jun4 20.0 C', 'InstrumentType': 'DerivativeQuote', 'Status': 'Valid', 'ExchangeCode': 'OPQ', 'CurrencyCode': 'USD', 'FuturesAndOptionsType': 'Options', 'PutCallCode': 'Call', 'ExpirationDate': '2024-06-21T00:00:00.000Z', 'StrikePrice': 20, 'AssetStatus': 'Active'},….. ]

Should I convert this into a csv/xml and then use InstrumentListImportFromBytes?

It would be great if you could please help me understand how this will help in my goal to extract eod pricing data for the Underlying RIC "AAL.O".

@ellen.drexler,

For getting the EOD data, you don't need to create an instrument list. This can be performed using on-demand extraction as well.

The two steps needed to do so are:

1. Search for your Future/Options and get a list. You already show an example of this.

2. Use the search results to create an End of Day on-demand extraction. The sample JSON for this would look like -

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Security Description",
      "Ticker",
      "Trading Status",
      "Trading Symbol",
      "Underlying RIC",
  ...<<Other fields of interest to you>>>
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [{
          "Identifier": "AAPL",
          "IdentifierType": "Ticker"
        }, 
{
          "Identifier": "IBM.N",
          "IdentifierType": "Ric"
        },
...<<All instruments in the search response results>>>
      ]
    },
    "Condition": null
  }
}

and POST this JSON payload to https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw.

You can also see the postman collection in the downloads tab to see a sample EOD extraction use.

Hi @Gurpreet ,

Thank you very much for the above. I understand well how to extract EOD Pricing data for an RIC. However, I am looking how to extract EOD Pricing data given an Underlying RIC.

Example: Extract eod pricing data for the Underlying RIC "AAL.O".

@ellen.drexler

You can use the futures and options search. Please refer to the REST API Tutorial 13: Search for a Future or Option tutorial. The request message should look like this:

{
    "SearchRequest": {        
        "PreferredIdentifierType": "Ric",
        "UnderlyingRic": "AAL.O",
        "AssetStatus":"Active"
    }
}

The response looks like this:

The response will contain the results and the @odata.nextlink.

        {
            "Identifier": "AALE102400900.U",
            "IdentifierType": "Ric",
            "Source": "OPQ",
            "Key": "VjF8MHgwMDEwMGIwMDNiODdkNmRifDB4MDAxMDBiMDAzYjg3NmM1ZXxPUFF8RFZRVXxERVJWfE9QVHxEfHxBQUxFMTAyNDAwOTAwLlV8NzE0MQ",
            "Description": "AAL 2My4 9.0 C",
            "InstrumentType": "DerivativeQuote",
            "Status": "Valid",
            "ExchangeCode": "OPQ",
            "CurrencyCode": "USD",
            "FuturesAndOptionsType": "Options",
            "PutCallCode": "Call",
            "ExpirationDate": "2024-05-10T00:00:00.000Z",
            "StrikePrice": 9,
            "AssetStatus": "Active"
        }
    ],
    "@odata.nextlink": "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch?$skiptoken='MjUw'"
}

The @odata.nextlink can be used to retrieve the next page. For more information, please refer to this discussion.

Then, you can use RICs in the Identifier fields with the EndOfDayPricingExtractionRequest.

@ellen.drexler

For the odata.nextlink, please refer to the DSS help page.

Regarding the futures and options search, please test the query on the DSS REST Web UI.

Then, values on the Web GUI can be used on the REST API.

You can check the API Reference Tree for the valid parameters of the futures and options search endpoint.