TRTH expired future contract RIC change (ESM7 -> ESM7^1)

alvise.susmel
alvise.susmel Explorer
in TRTH

Hi,

Until few days ago I didn't have any issue with ESM7, the RIC of the S&P future contract ending tradable until 16th June. Using it yesterday I started having this error:

"Identifier": {
"@odata.type": "#ThomsonReuters.Dss.Api.Content.InstrumentIdentifier",
"Identifier": "ESM7",
"IdentifierType": "Ric",
"Source": ""
},
"Message": "Not found"

I was using this Ric to also get historical data for the S&P the contract ending in June 2007, just adjusting the start and end date of the query.

I've tried now ESM7^1 and it works. was it changed?

Could someone please tell me how to have a stable automated way to handle these RICs variations?

Thanks

Alvise

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    @alvise.susmel

    The ESM7 RIC currently is historical instrument. It was just expired on 06/24/2017. Below is the result of ESM7 from the Historical search.

    image

    To use On Demand extraction on historical instrument, you need to add the "AllowHistoricalInstruments: true" in ValidationOptions of the extraction request message.

    "ValidationOptions": {
            "AllowHistoricalInstruments": true
    },
    "UseUserPreferencesForValidationOptions": false

    As TRTH extractions always are
    used with historical instrument, we recommend adding the
    “AllowHistoricalInstruments” in every extraction request.

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