In SOAD TRTH, we have a step to pass in a set of Rics and get any expired one linking to new Ric(s). That is done in TimeAndSales with 'Symbology Change' for 'Old Value' and 'New Value'.
What is the equivalent request in REST on demand APIs?
I have read some question but not sure I find one. If there is one, please link here.
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AHS
Please verify this question. It uses HistoricalReferenceExtractionRequest.
The result is not the same as 'Symbology Change' in V1.
@jirapongse.phuriphanvichai
It works. If I specify a list of Rics, after I retrieve the response, how do I link expired Ric with new Ric. In other words, is there any value in ContentFieldNames enables this?
You can try the following content fields:
"ContentFieldNames": [
"Instrument ID",
"Change Date",
"RIC",
"Trading Status"
]
Then, order the response by "Instrument ID" and "Change Date".
For each "Instrument ID", get the latest "RIC" that has "Trading Status" equal to one.
If it doesn't work, please share the list of expired RICs you are using.
