I have an application that snapshots thousands of equities from the RFA API. I don't always have the most up-to-date RIC and would like to resolve these from a SEDOL. From answers in the portal, it seems the only way to do this is by leveraging some of the Reuters RESTful APIs.
I've found that this code both works and is very slow:
var extractionsContext = new ExtractionsContext(serviceUri, token); var onlyEquities = new[] { InstrumentTypeGroup.Equities }; foreach (var sedol in sedols) { var sedolresult = extractionsContext.InstrumentSearch(IdentifierType.Sedol, sedol, onlyEquities, IdentifierType.Ric, 1).FirstOrDefault(); if (null == sedolresult) continue; if (sedolresult.IdentifierType != IdentifierType.Ric) continue; //Do something with sedol/ric pair }
Is there a way to do this in a single call?
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@tradingTech, you can do it using a T&C (Terms and Conditions) request, in one call for all instruments:
POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/Extract
{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest", "ContentFieldNames": [ "RIC", "Currency Code", "Exchange Code" ], "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ { "Identifier": "5641567", "IdentifierType": "Sedol" }, { "Identifier": "B1YW440", "IdentifierType": "Sedol" }, { "Identifier": "5231485", "IdentifierType": "Sedol" }, { "Identifier": "BH4HKS3", "IdentifierType": "Sedol" } ], "ValidationOptions": { "AllowHistoricalInstruments": true }, "UseUserPreferencesForValidationOptions": false } } }
Result:
{ "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)", "value": [ { "IdentifierType": "Sedol", "Identifier": "5641567", "RIC": "CARR.PA", "Currency Code": "EUR", "Exchange Code": "PAR" }, { "IdentifierType": "Sedol", "Identifier": "B1YW440", "RIC": "LP71000002", "Currency Code": "GBp", "Exchange Code": "LIP" }, { "IdentifierType": "Sedol", "Identifier": "5231485", "RIC": "ALVG.DE", "Currency Code": "EUR", "Exchange Code": "GER" }, { "IdentifierType": "Sedol", "Identifier": "BH4HKS3", "RIC": "VOD.L", "Currency Code": "GBp", "Exchange Code": "LSE" } ] }
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