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shigekawa.shuichi.rr4 avatar image
9 ●5 ●4 ●4

How to use api to get the intradaypricing of inflationindex

I failed to use api to get the intradaypricing data of InflationIndex(RIC:USCPF=ECI).

I attached my source here, can you help me to fix it?

public List<XMLUpdateEntityRequest> getIntradayPricingInformation(List<XMLUpdateEntityRequest> requests)
{
var extractionsContextResult = ReutersServiceConnect();
var extractionRequest = new IntradayPricingExtractionRequest
{
IdentifierList = InstrumentIdentifierList.Create(new[] { new InstrumentIdentifier { Identifier = "USCPF=ECI", IdentifierType = IdentifierType.Ric } }, null, false),
ContentFieldNames = new[] { "RIC", "Ask Price", "Asset Type", "Bid Price", "High Price", "Low Price", "Open Price", "Trade Date", "Volume" },
Condition = new IntradayPricingCondition { ScalableCurrency = true }
};

var extractionResult = extractionsContextResult.ExtractWithNotes(extractionRequest);
var extractedRowsResult = extractionResult.Contents;

if (!extractedRowsResult.Any())
log.Write(CSMLog.eMVerbosity.M_warning, string.Format("No rows returned"));

foreach (var row in extractedRowsResult)
{
if (row.DynamicProperties.Count > 0)
{
log.Write(CSMLog.eMVerbosity.M_warning, string.Format("Ask Price = {0}", (string)row.DynamicProperties["Ask Price"]));
}
}

return requests;
}

dss-rest-apidatascope-selectdssapi
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zoya faberov avatar image   zoya faberov

intraday request for "USCPF=ECI" returns "not found".

Contacted to confirm:

"Dear TRTHUpgradeSpecialists team,

Intraday request for the instrument below USCPF=ECI

Comes back as not found

"IdentifierType": "Ric",

"Identifier": "USCPF=ECI",

"Error": "Not found"

Please advise if this is the expected behavior?

Thanks"

Alex Putkov.1 avatar image   Alex Putkov.1

Hi @shigekawa.shuichi.rr4
Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query? If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.
Thanks
AHS

Jirapongse avatar image   Jirapongse

@shigekawa.shuichi.rr4

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

Thanks,

AHS

2 Answers

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veerapath.rungruengrayubkul avatar image
11.3k ●25 ●9 ●14

@shigekawa.shuichi.rr4

[Update]

After further investigation, the On Demand extraction can also retrieve data for "

USCPF=ECI RIC" if there is "AllowOpenAccessInstruments: true" added as InstrumentValidationOptions.

Please see the following sample code.

var extractionRequest = new IntradayPricingExtractionRequest
{
    IdentifierList = InstrumentIdentifierList.Create(new[] { new InstrumentIdentifier { Identifier = "USCPF=ECI", IdentifierType = IdentifierType.Ric } }, new InstrumentValidationOptions
    {
        AllowOpenAccessInstruments = true
    }
, false),
    ContentFieldNames = new[] { "RIC", "Last Price", "Trade Date", "Ask Yield", "Bid Yield" },
    Condition = new IntradayPricingCondition { ScalableCurrency = true }
};

var extractionResult = extractionsContext.ExtractRaw(extractionRequest);

The "USCPF=ECI" is Open Access Instrument. The "Allow Import of Open Access Instruments from Real-Time Feed" needs to be selected in the preference settings of DSS web GUI.

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Upvotes
zoya faberov avatar image
32.2k ●40 ●11 ●20

Hello @shigekawa.shuichi.rr4,

The intraday request for instrument "USCPF=ECI" comes back as "not found". We have confirmed with the content team that for this instrument "USCPF=ECI" this is an expected behavior. Economic Indicators are inter-day (often updating once in a month). It makes no logical sense to create rules for ECI RICs which typically update once in a month.

Hope this helps,

-AHS

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shigekawa.shuichi.rr4 avatar image shigekawa.shuichi.rr4

But I can get the intradypricing of instrument "USCPF=ECI" on DSS GUI.

Can you tell me how to get the lastest prices of instrument "USCPF=ECI" by API.

I have tried IntradayPricingExtractionRequest,EndOfDayPricingExtractionRequest,

TimeSeriesExtractionRequest in API, but they did not work.

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