I am trying to download reference history for futures option contracts. I was using this REST API:
https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/ReferenceHistory
It was recommended that I change to use https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes with
DataScope.Select.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest.
This new method is much better, the data is far superior.
However, this new method is very, very slow. With the old method an expansion of the rich chain takes less than one minute.
With the new method it takes 10's of minutes, if not hours. I am wondering if I am doing something wrong or if there is a problem at the LSEG end?
I have attached a sample request and reply file.
Here is the notes file:
Extraction Services Version 18.2.1.47729 (1e1acc120e4a), Built Sep 25 2024 21:21:17
Processing started at 23-10-2024 14:04:49.
User ID: 9035975
Extraction ID: 2000000803232870
Correlation ID: CiD/9035975/AAAAAA.0922cfa6546a86df/RA
Schedule: 0x0922cfa6552a86df (ID = 0x0000000000000000)
Input List (7332 items): (ID = 0x0922cfa6552a86df) Created: 23-10-2024 14:04:49 Last Modified: 23-10-2024 14:04:49
Report Template (34 fields): _OnD_0x0922cfa6552a86df (ID = 0x0922cfa6556a86df) Created: 23-10-2024 12:44:06 Last Modified: 23-10-2024 12:44:06
Schedule dispatched via message queue (0x0922cfa6552a86df)
Schedule Time: 23-10-2024 12:44:24
Historical Reference Date Range: 21-10-2024 to 21-10-2024
Processing completed successfully at 23-10-2024 14:10:20, taking 331.317 Secs.
Extraction finished at 23-10-2024 14:10:20 UTC, with servers: xc38bxzyq14, DHS (134.8 secs), QSDHA1 (0.0 secs), QSHC02 (184.4 secs)
As you can see the processing was only 5 minutes but the start/completion times indicate 1h 26m for the request.
I would like to use this method but with 235 chains to expand the processing times are excessive.
