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
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 } }}
Thanks @Jirapongse I changed the instrument options and got all the instruments.