Is there a option in REST API Historical Search code or any other search which pulls all these fi...

Manigandan.R

...elds (attached).

historical-search.txt historical-search.png

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Accepted answers

Jirapongse

Typically, HistorySearch is used to verify if the
instrument is valid or invalid before performing the extraction. Therefore, it
will not return much information. The response of HistorySearch will
contain the following fields.

    {
            "Identifier": "TRI.N",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxUUkkuTnw",
            "Description": "Historical Instrument",
            "InstrumentType": "Unknown",
            "Status": "Valid",
            "DomainCode": "6",
            "FirstDate": "1996-01-02T00:00:00.000Z",
            "LastDate": "2016-11-23T00:00:00.000Z",
            "History": [

            ]
        }

To retrieve PE Code and Record type, you can use Search/ReferenceHistory, as shown below.

{
  "Request": {
      "Rics": [
        "IBM.N"
    ],
    "Range": {
      "Start": "2008-01-01T00:00:00.000Z",
      "End": "2008-01-01T00:00:00.000Z"
    }
  }
}

The response will contain PE Code and Record Type.

{
      "Ric": "IBM.N",
      "HistoryEvents": [
        {
          "Field": "Template",
          "Value": "79",
          "Timestamp": "2008-01-01T00:00:00.000Z"
        },
        {
          "Field": "Permission Code",
          "Value": "62",
          "Timestamp": "2008-01-01T00:00:00.000Z"
        },
        {
          "Field": "Description",
          "Value": "INTL BUS MACHINE",
          "Timestamp": "2008-01-01T00:00:00.000Z"
        },
        ...
        {
          "Field": "Record Type",
          "Value": "113",
          "Timestamp": "2008-01-01T00:00:00.000Z"
        },
        {
          "Field": "Exchange",
          "Value": "2",
          "Timestamp": "2008-01-01T00:00:00.000Z"
        }
      ]
    }

For other fields, you can use On Demand Extraction (Extractions/Extract)
with HistoricalReferenceExtractionRequest.

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
        "ContentFieldNames": [
           "RIC", "CUSIP", "ISIN", "SEDOL", "Exchange Code", "Currency Code"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                               {
                    "Identifier": "IBM.N",
                    "IdentifierType": "Ric"
                }
            ]
        },
         "Condition": {
        "StartDate": "2017-05-23T00:00:00.000Z",
        "EndDate": "2017-05-23T00:00:00.000Z"
    }
    }
}

The response will contain.

[
    {
      "IdentifierType": "Ric",
      "Identifier": "IBM.N",
      "RIC": "IBM.N",
      "CUSIP": "459200101",
      "ISIN": "US4592001014",
      "SEDOL": "2005973",
      "Exchange Code": "NYS",
      "Currency Code": "USD"
    }
  ]

In conclusion, you can get:

First Date and Last Data from Search/HistorySearch
Record Type and PE Code from Search/ReferenceHistory
SEDOL, CUSIP, ISIN, Exchange,
and Currency from Extractions/Extract with HistoricalReferenceExtractionRequest

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