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50 10 14 26

MBO file download issue continues

curl -k -X GET -H "Content-Type: application/json" -H "Prefer: respond-async" -H "Authorization: Token xxxxxxxxxxxxxxxxxx" https://10.192.6.221/RestApi/v1/Extractions/RawExtractionResults%28%270x05d3eddcecab2f86%27%29%2F%24value -o IUS-2017-08-07-MBO-Data.csv.gz

Though the response code is 200 it is not downloading any data from TRTH server. Please help.

tick-history-rest-apimarket-by-order
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1 Answer

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@Ayan

According to the note information you provided, the "Report suppressed because there are no instruments" message implies that there is no valid instrument for this extraction request, so there is no data generated.

All instruments you uses should be in MarketByPrice, not MarketByOrder. The result of "HistoricalSearch" on the RICs (i.e. 1CC1200I7) shows that they are available in DomainCode: 6 (MarketPrice) and 8 (MarketByPrice) only. There is no DomainCode: 7 (MarketByOrder).

Below is the result of "HistoricalSearch" endpoint.

Request message:

POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalSearch

{
	"Request":
    	{
		"Identifier": "1CC1200I7",
		"IdentifierType":"Ric",
		"Range":
		{
			"Start":"2017-08-03T00:00:00.000Z",
			"End":"2017-08-03T23:59:59.000Z"
		}
}
}

Response message:

{
  "@odata.context": "http://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.HistoricalSearchResult)",
  "value": [
  {
  "Identifier": "1CC1200I7",
  "IdentifierType": "Ric",
  "Source": "",
  "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwxQ0MxMjAwSTd8",
  "Description": "Historical Instrument",
  "InstrumentType": "Unknown",
  "Status": "Valid",
  "DomainCode": "6",
  "FirstDate": "2017-06-26T00:00:00.000Z",
  "LastDate": "2017-08-07T00:00:00.000Z",
  "History": []
  },
  {
  "Identifier": "1CC1200I7",
  "IdentifierType": "Ric",
  "Source": "",
  "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwxQ0MxMjAwSTd8",
  "Description": "Historical Instrument",
  "InstrumentType": "Unknown",
  "Status": "Valid",
  "DomainCode": "8",
  "FirstDate": "2017-06-26T00:00:00.000Z",
  "LastDate": "2017-08-07T00:00:00.000Z",
  "History": []
  }
  ]
}

So, you may need to find other RICs for MarketByOrder data.

For these RIC, if you change the "View" type of the request to "RawMarketByPrice" instead of "RawMarketByOrder". You can receive MarketByPrice data for these RICs. Below is the modified version of your request message.

{ "ExtractionRequest": {"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",    "IdentifierList": {"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers": [
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1200I7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1200J7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1200K7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1200L7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1200U7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1200V7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1200W7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1200X7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250C8","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250E8","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250G8","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250I7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250J7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250K7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250L7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250O8","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250Q8","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250S8","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250U7","IdentifierType": "Ric"},
{"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult","Identifier": "1CC1250V7","IdentifierType": "Ric"}
],"ValidationOptions":{"AllowHistoricalInstruments":true}},"Condition":{"View": "RawMarketByPrice","MessageTimeStampIn": "GmtUtc","ReportDateRangeType": "Range","QueryStartDate": "2017-08-03T00:00:00.000Z","QueryEndDate": "2017-08-07T23:59:59.000Z","DisplaySourceRIC": true}}}

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