When I do this:
{
"Request": {
"Identifier": "5750355",
"IdentifierType": "Sedol",
"Range": {
"Start": "2017-09-11T00:00:00.000Z",
"End": "2017-09-11T23:59:59.999Z"
}
}
}
I get 26 different RICs. Is there a way to additional filtering (by RIC or by exchange) , so that, for example, I only get DBKGn.DEU and DBKGn.F in the output?
It seems that there is no option to additional filtering for HistoricalSearch.
You can use HistoricalReferenceExtraction to retrieve RICs and exchange code and then use the Exchange code for exchange filtering. For additonal information, please see the REST API Tutorial 10: On Demand Histo Reference extraction.
Please note that this request will return only 17 RICs, while HistoricalSearch returns 26 RICs. This is because HistoricalSeach will return RICs by separated domain. For example, <DBKd.TQ> RIC is available on MarketPrice(6), MarketByOrder(7), MarketByPrice(8), so HistoricalSearch will return 3 results for this RIC.
Below is the sample request message.
POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/Extract
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
"ContentFieldNames": [
"RIC","Exchange Code"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "5750355",
"IdentifierType": "Sedol"
}
],
"ValidationOptions": {"AllowHistoricalInstruments": true},
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"StartDate": "2017-09-11T00:00:00.000Z",
"EndDate": "2017-09-11T23:59:59.999Z"
}
}
}
Sample output:
{
"IdentifierType": "Sedol",
"Identifier": "5750355",
"RIC": "DBKGn.DEU",
"Exchange Code": "DEU"
},
{
"IdentifierType": "Sedol",
"Identifier": "5750355",
"RIC": "DBKGn.F",
"Exchange Code": "FRA"
},
@Igor Schein, on the topic of convertinging Sedol to RIC, you might find this article of use. Even though it is about ISIN to RIC conversion, it also applies to Sedol to RIC conversion.
