RIC VXX9^0 instead of VXX9

alvise.susmel

Hi,

using trth if I use VXX9 I get this error:

'All identifiers were invalid. No extraction performed.'

If I use VXX9^0 it works. Anyone can please tell me why ?

Thanks

Alvise

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rics

tick-history-rest-api

Accepted answers

veerapath.rungruengrayubkul

This issue has been raised to content team. Below is the response from content team regarding this issue.

On further investigating, I have found that the chain RIC for VIX Futures prior to 10th Sep 2012 is <0#VX:VE>. Effective 10th September 2012; the RIC convention for VIX Futures on CBOE has changed from <0#VX:VE > to <0#VX:>. Therefore please retry your extraction with RIC <VXX9:VE> for the below date range :

"QueryStartDate": "2009-10-29T00:00:00.000Z",
"QueryEndDate": "2009-11-17T00:00:00.000Z",

All comments

alvise.susmel

Actually it works only on https://hosted.datascope.reuters.com/DataScope/details/

but if I use VXX9^0 ric in trth api extraction request, I still get

Report suppressed because there are no instruments

alvise.susmel

This is the complete request

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
    "Condition": {
      "ApplyCorrectionsAndCancellations": false,
      "QueryStartDate": "2009-10-29T00:00:00.000Z",
      "QueryEndDate": "2009-11-18T00:00:00.000Z",
      "ReportDateRangeType": "Range",
      "MessageTimeStampIn": "GmtUtc",
      "DisplaySourceRIC": true
    },
    "ContentFieldNames": [
      "Quote - Ask Price",
      "Quote - Ask Size",
      "Quote - Bid Price",
      "Quote - Bid Size",
      "Quote - Price",
      "Quote - Volume",
      "Trade - Ask Price",
      "Trade - Ask Size",
      "Trade - Bid Price",
      "Trade - Bid Size",
      "Trade - Open",
      "Trade - Price",
      "Trade - Volume"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "ValidationOptions": {
        "AllowHistoricalInstruments": true
      },
      "InstrumentIdentifiers": [
        {
          "Identifier": "VXX9",
          "IdentifierType": "Ric"
        }
      ],
      "UseUserPreferencesForValidationOptions": false
    }
  }
}

alvise.susmel

RESPONSE

{
    "@odata.context": "http://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
    "JobId": "0x05d4509957bb2f76",
    "Notes": [
        "All identifiers were invalid.  No extraction performed."
    ],
    "IdentifierValidationErrors": [
        {
            "Identifier": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Content.InstrumentIdentifier",
                "Identifier": "VXX9",
                "IdentifierType": "Ric",
                "Source": ""
            },
            "Message": "Not found"
        }
    ]
}

alvise.susmel

Using ^0 I get

{
    "@odata.context": "http://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
    "JobId": "0x05d450b347db2f76",
    "Notes": [
        "Extraction Services Version 11.1.37014 (36b953b5a32e), Built Jul  5 2017 20:14:02\nUser ID: 9012542\nExtraction ID: 2000000001517550\nSchedule: 0x05d450b347db2f76 (ID = 0x0000000000000000)\nInput List (1 items):  (ID = 0x05d450b347db2f76) Created: 11/08/2017 11:05:24 Last Modified: 11/08/2017 11:05:24\nReport Template (13 fields): _OnD_0x05d450b347db2f76 (ID = 0x05d450b3660b2f76) Created: 11/08/2017 11:05:21 Last Modified: 11/08/2017 11:05:21\nSchedule dispatched via message queue (0x05d450b347db2f76)\nSchedule Time: 11/08/2017 11:05:23\nProcessing started at 11/08/2017 11:05:24\nProcessing completed successfully at 11/08/2017 11:05:24\nExtraction finished at 11/08/2017 11:05:24 UTC, with servers: x03q13\nInstrument <RIC,VXX9^0> expanded to 0 RICS.\nReport suppressed because there are no instruments\n"
    ]
}

veerapath.rungruengrayubkul

This issue has been raised to content team. Below is the response from content team regarding this issue.

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