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will.kuchinski avatar image
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grab chainric data through rest api

Hi,

We are trying to pull data associated to a specific chainRic, 0#SPX*.U, using a rest api GET command. We were hoping to pull either the specific identifiers associated to the chain or even better specific fields for each identifier in the chain for a specific date. Can you help us with an example GET command?

We have only been able to get the

https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution uri to work for the 0#.SPX chainRic, and for some reason the 0#SPX*.U did not work when we swapped it out.

Any help is appreciated!

Thanks,

Will

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1 Answer

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zoya faberov avatar image
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To retrieve the constituents of the chain RIC, at specific dates, you may try HistoricalReference request:

 {
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
        "ContentFieldNames": [
            "RIC",
            "CUSIP",
            "ISIN",
            "SEDOL",
            "Issuer OrgID",
            "Exchange Code",
            "Currency Code",
            "Change Date"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "0#SPX*.U",
                    "IdentifierType": "ChainRIC"
                }
           ],
            "ValidationOptions": {"AllowHistoricalInstruments": true},
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "StartDate": "2017-09-01T00:00:00.000Z",
            "EndDate": "2017-09-01T23:59:59.999Z"
        }
    }
}
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will.kuchinski avatar image will.kuchinski

Thanks for the response @zoya.farberov

I used your example, and the request is accepted but I'm getting an empty file. Here is the request with the headers:

The postsed data is exactly the same as above. Any thoughts as to why the file would return empty?

GET 'https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/Extract'
Content-Type: application/json 
Prefer: respond-async 
Accept-Charset: UTF-8 
Authorization: Token _token_