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ricardo.siguero avatar image
5 ●8 ●12 ●12

Issue when retrieving historical data (missing currency code in v2 but found on v1 for symbol)

Hi,

Under the TRTH v1-v2 migration process we are currantly involved in, we are comparing the results got when using both approaches for the same functionality (in this case, the verifyRICs one)

The same instrument list is used for both cases, including the symbol DEA0E5JD= on it.Both queries are using the same date (August 3rd, 2017) too.

After the call using the v1 Api, an excerpt of the results is shown below, where the symbol DEA0E5JD= has associated a currency code of EUR

Version: 60422 / 60643M
Quota: Type: DailyRicDay, Exceedable: true, Cash: 2500/0, Futures: 0/0, Options: 0/0
verfiyRICS returned 3 instruments
EURCHF= : CHF
EURCHFSNV= : CHF
DEA0E5JD= : EUR 
...

Under the v2 approach, we use the report template and endpoint shown below:

/Extractions/TickHistoryIntradaySummariesReportTemplates
{
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ReportTemplates.HistoricalReferenceReportTemplate",
    "ShowColumnHeaders": true,
    "Name": "VERIFY_HISTORICAL_REPORT_TEMPLATE_20170803",
    "Headers": [],
    "Trailers": [],
    "ContentFields": [{
        "Format": null,
        "FieldName": "RIC"
    },
    {
        "Format": null,
        "FieldName": "Currency Code"
    }],
    "Condition": {
        "StartDate": "2017-08-03T00:00:00.000",
        "EndDate": "2017-08-03T23:59:59.000"
    }
}

The extraction go in this case shows the same results than those obtained from the v1 data access, but with exception of the previously mentioned symbol. For that case, no currency symbol is specified:

RIC,Currency Code
...
DEA0E5JD=,
...

Any idea about what is happening?

Thanks

Ricardo

tick-history-rest-apirest-api
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zoya faberov avatar image   zoya faberov

The data for RIC

DEA0E5JD=

appears to be missing for historical reference.

The instrument appears to be valid at the time you are requesting:

"FirstDate": "2011-09-27T00:00:00.000Z",
"LastDate": "2017-09-19T00:00:00.000Z",

I have opened case #05867911 with Content team to investigate this.

For future content inquiries, please submit a service request with our Content team via Contact Us page

Thanks for letting us know

-AHS

chavalit-jintamalit avatar image   chavalit-jintamalit

Thank you for your participation in the forum.
Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
-AHS

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

@ricardo.siguero

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

chavalit-jintamalit avatar image   chavalit-jintamalit

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS

3 Answers

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Christiaan Meihsl avatar image
13.7k ●26 ●8 ●12

@ricardo.siguero

The following delivers the currency code for the 3 instruments mentioned in your query:

POST https://hosted.datascopeapi.reuters.com/RestApi/V1/Extractions/ExtractWithNotes

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
    "ContentFieldNames": [ "RIC", "Currency Code", "Trading Status" ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
      { "Identifier": "DEA0E5JD=", "IdentifierType": "Ric" },
      { "Identifier": "EURCHFSNV=", "IdentifierType": "Ric" },
      { "Identifier": "EURCHF=", "IdentifierType": "Ric" }
      ],
      "ValidationOptions": {
      "AllowOpenAccessInstruments": true,
        "AllowHistoricalInstruments": true,
        "ExcludeFinrAsPricingSourceForBonds": true,
        "UseExchangeCodeInsteadOfLipper": true,
        "UseUsQuoteInsteadOfCanadian": true,
        "UseConsolidatedQuoteSourceForUsa": true,
        "UseConsolidatedQuoteSourceForCanada": true
      },
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "ExcludeWarrants": true,
      "UseRelativeAnalytics": false
    }
  }
}

Result:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "DEA0E5JD=",
            "RIC": "DEA0E5JD=",
            "Currency Code": "EUR",
            "Trading Status": 1
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "EURCHFSNV=",
            "RIC": "EURCHFSNV=",
            "Currency Code": "CHF",
            "Trading Status": 1
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "EURCHF=",
            "RIC": "EURCHF=",
            "Currency Code": "CHF",
            "Trading Status": 1
        }
    ],
    "Notes": [
        "Extraction Services Version 11.1.37239 (5fcaa4f4395d), Built Aug 21 2017 20:05:39\r\nProcessing started at 21092017 04:26:34 PM.\r\nUser ID: 33314\r\nExtraction ID: 275608509\r\nSchedule: _OnD_0x05e18e811dfb3036 (ID = 0x05e18e82263b3036)\r\nInput List (3 items): _OnD_0x05e18e811dfb3036 (ID = 05e18e8145fb3036) Created: 21092017 04:26:28 PM Last Modified: 21092017 04:26:32 PM\r\nSchedule Time: 21092017 04:26:32 PM\r\nReport Template (9 fields): _OnD_0x05e18e811dfb3036 (ID = 0x05e18e8123db3036) Created: 21092017 04:26:29 PM Last Modified: 21092017 04:26:29 PM\r\nProcessing completed successfully at 21092017 04:26:34 PM, taking 0.335 Secs.\r\nExtraction finished at 21092017 02:26:34 PM UTC, with servers: x01a02, DSHA02 (0.0 secs), QSHA02 (0.0 secs), QSHC05 (0.1 secs)\r\nUsage Summary for User 33314, Client 11122, Template Type Terms and Conditions\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type                                Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      1 Corporate                           High Yield                   N/A            N/A\r\n      2 Money Market                                                     N/A            N/A\r\n-------\r\n      3 Total instruments charged.\r\n      0 Instruments with no reported data.\r\n=======\r\n      3 Instruments in the input list.\r\nWriting RIC maintenance report.\r\n",
        "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n"
    ]
}

The TermsAndConditions request is described in the REST API Reference Tree and in the DSS REST API Tutorial 7 (note: this particular tutorial works both for DSS and TRTH).

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Upvotes
Manigandan.R avatar image
16 ●4 ●4 ●14

This is the response from our content team:

"we are investigating ...

Meanwhile, please use the Terms and Conditions fields to retrieve the requested field's data. Below are the sample code for REST API extraction of Terms and Condition fields. Also, I request you to provide your complete name, email address and your account name.

POST https://hosted.datascopeapi.reuters.com/RestApi/V1/Extractions/ExtractWithNotes

Authorization: Token <your_auth_token_goes_here>

Content-Type: application/json

Prefer: respond-async

{

"ExtractionRequest": {

"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",

"ContentFieldNames": [

"Asset Category",

"Asset Category Description",

"Asset Type Description",

"CESR EEA Regulated",

"CFI Code",

"Company Name",

"Consolidated RIC",

"Contributor Code",

"Contributor Code Description",

"Convertible Flag",

"Country of Incorporation",

"Country of Incorporation Description",

"Country of Taxation Code",

"Country of Taxation Description",

"Index Principal Flag",

"Conversion Terms Start Date",

"RIC",

"Round Lot Size",

"Redemption Value",

"Original Issue Amount",

"Issue Price",

"First Coupon Date",

"Issue Date",

"Par Value",

"Accrual Date",

"Base Index",

"Factor",

"Original Issue Discount Flag",

"End Of Month Payment Flag",

"ISIN",

"Index Linked Bond Base Index",

"Coupon Frequency Description",

"Total Amount Outstanding",

"Maturity Date",

"Total Amount Issued",

"Capitilization Flag",

"Currency Code",

"Trading Status"

],

"IdentifierList": {

"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

"InstrumentIdentifiers": [

{

"Identifier": "BA.N",

"IdentifierType": "Ric"

},

{

"Identifier": "CAT.N",

"IdentifierType": "Ric"

},

{

"Identifier": "IBM.N",

"IdentifierType": "Ric"

}

],

"ValidationOptions": {

"AllowOpenAccessInstruments": true,

"AllowHistoricalInstruments": true,

"ExcludeFinrAsPricingSourceForBonds": true,

"UseExchangeCodeInsteadOfLipper": true,

"UseUsQuoteInsteadOfCanadian": true,

"UseConsolidatedQuoteSourceForUsa": true,

"UseConsolidatedQuoteSourceForCanada": true

},

"UseUserPreferencesForValidationOptions": false

},

"Condition": {

"IssuerAssetClassType": "Equities",

"ExcludeWarrants": true,

"StartDate": "2015-01-01T00:00:00.000-05:00",

"FixedIncomeRatingSources": "Fitch",

"UseRelativeAnalytics": true

}

}

}

"

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zoya faberov avatar image   zoya faberov

Hello @ricardo.siguero ,

We will be in touch via email for further clarification on this,

-AHS

Upvotes
ricardo.siguero avatar image
5 ●8 ●12 ●12

Thank you, @Manigandan.R, for your reponse.

After being copied and pasted, the extraction request above shows no data for the instrument list specified:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [],
    "Notes": [
        "Extraction Services Version 11.1.37239 (5fcaa4f4395d), Built Aug 21 2017 19:18:51\r\nProcessing started at 21/09/2017 12:50:37.\r\nUser ID: 9013852\r\nExtraction ID: 275599096\r\nSchedule: _OnD_0x05e18903350b3036 (ID = 0x05e189049ccb3036)\r\nInput List (3 items): _OnD_0x05e18903350b3036 (ID = 05e1890365cb3036) Created: 21/09/2017 12:50:30 Last Modified: 21/09/2017 12:50:35\r\nSchedule Time: 21/09/2017 12:50:35\r\nReport Template (44 fields): _OnD_0x05e18903350b3036 (ID = 0x05e189034b6b3036) Created: 21/09/2017 12:50:32 Last Modified: 21/09/2017 12:50:32\r\n3 Instruments suppressed due to rating date not on or after 01/01/2015.\r\nProcessing completed successfully at 21/09/2017 12:50:37, taking 0.151 Secs.\r\nExtraction finished at 21/09/2017 12:50:37 UTC, with servers: x07T01, DSHA02 (0.0 secs), QSHA02 (0.0 secs), QSHC07 (0.0 secs)\r\nNo usage to report -- 3 Instruments in the input list had no reported data.\r\n"
    ]
}

Any feedback about this will be appreciated

Ricardo


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Christiaan Meihsl avatar image Christiaan Meihsl

That is because the conditions set in the sample request will not work for your instruments. Please see my following answer for a functional example.

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