TRTH RIC Identifiers

helen.ristov
helen.ristov Newcomer
in TRTH

When I load the following instrument list into the Reuters Datascope GUI, I can extract all the instruments, but when I use the API I am missing the EDU7-Z7 contract data. Any ideas on why this is happening?

RIC,EDZ7

RIC,EDU7

RIC,EDU7-Z7

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓
    @helen.ristov

    Please set "AllowHistoricalInstruments" to true in the ValidationOptions in InstrumentIdentifierList.

    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",    
            "ValidationOptions":{  
                "AllowHistoricalInstruments":true
             },

    For example:

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
        "ContentFieldNames": [
    "Quote - Ask Price",
    "Quote - Ask Size",
    "Quote - Bid Price",
    "Quote - Bid Size",
    "Trade - Ask Price",
    "Trade - Ask Size",
    "Trade - Ask Yield",
    "Trade - Bid Price",
    "Trade - Bid Size",
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",         
            "ValidationOptions":{  
                "AllowHistoricalInstruments":true
             },
          "InstrumentIdentifiers": [{
            "Identifier": "EDZ7",
            "IdentifierType": "Ric"
          },{
            "Identifier": "EDU7",
            "IdentifierType": "Ric"
          },{
            "Identifier": "EDU7-Z7",
            "IdentifierType": "Ric"
          }]

        },
        "Condition": {
          "MessageTimeStampIn": "LocalExchangeTime",
          "ApplyCorrectionsAndCancellations": false,
          "ReportDateRangeType": "Range",
          "QueryStartDate": "2017-07-18T00:00:00.000Z",
          "QueryEndDate": "2017-07-18T12:00:00.000Z",
          "DisplaySourceRIC": true
        }
      }
    }

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