question

alvise.susmel avatar image
21 3 6 10

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

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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1 Answer

veerapath.rungruengrayubkul avatar image
11.3k 25 8 13

@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.

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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thank you, you made my day!