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question

chenchong avatar image
11 4 4 5

The limitation of a instrument list

I create instrument list contained RICs ans chains as below, but when I create a shcedule and submit it, I get no data but some error such as:

Extraction Services Version 11.2.37366 (410ebb92dbb3), Built Sep  6 2017 17:45:25
Processing started at 10/26/2017 10:57:05.
User ID: 9013510
Extraction ID: 2000000004059734
Schedule: 10.26.2017 10.53.25 (ID = 0x05ecc644286b3086)
50 of 95 chains were expanded
chain RIC 0#1SP: expanded to 11 RICS: 1SPH8 to 1SPZ9.
chain RIC 0#ES: expanded to 5 RICS: ESH8 to ESZ8.
chain RIC 0#1YM: expanded to 4 RICS: 1YMH8 to 1YMZ7.
chain RIC 0#NQ: expanded to 5 RICS: NQH8 to NQZ8.
chain RIC 0#TFS: expanded to 3 RICS: TFSH8 to TFSZ7.
chain RIC 0#STXX: expanded to 3 RICS: STXXH8 to STXXZ7.
chain RIC 0#FDX: expanded to 3 RICS: FDXH8 to FDXZ7.
chain RIC 0#FSMI: expanded to 3 RICS: FSMIH8 to FSMIZ7.
chain RIC 0#FCE: expanded to 14 RICS: FCEF8 to FCEZ9.
chain RIC 0#FFI: expanded to 4 RICS: FFIH8 to FFIZ7.
chain RIC 0#AEX: expanded to 6 RICS: AEXF8 to AEXZ7.
chain RIC 0#OMXS30: expanded to 10 RICS: OMXS30F8 to OMXS30Z9.
chain RIC 0#VKS2: expanded to 6 RICS: VKS2F8 to VKS2Z7.
chain RIC 0#FTX: expanded to 5 RICS: FTXH8 to FTXZ7.
chain RIC 0#HSI: expanded to 5 RICS: HSIEAS to HSIZ7.
chain RIC 0#HCEI: expanded to 5 RICS: HCEIEAS to HCEIZ7.
chain RIC 0#HCHH: expanded to 4 RICS: HCHHH8 to HCHHZ7.
chain RIC 0#NIF: expanded to 3 RICS: NIFV7 to NIFZ7.
chain RIC 0#JNI: expanded to 13 RICS: JNIH8 to JNIZ9.
chain RIC 0#FCEMF: expanded to 3 RICS: FCEMFF8 to FCEMFZ7.
chain RIC 0#AEXMF: expanded to 3 RICS: AEXMFF8 to AEXMFZ7.
chain RIC 0#MKS2: expanded to 6 RICS: MKS2F8 to MKS2Z7.
chain RIC 0#HMH: expanded to 4 RICS: HMHH8 to HMHZ7.
chain RIC 0#HMCE: expanded to 4 RICS: HMCEH8 to HMCEZ7.
chain RIC 0#1FNM: expanded to 6 RICS: 1FNMH8 to 1FNMZ7.
chain RIC 0#NIY: expanded to 15 RICS: NIYF8 to NIYZ9.
chain RIC 0#1ENY: expanded to 4 RICS: 1ENYH8 to 1ENYZ7.
Duplicate RIC .SPX for chain 0#SPX*.U ignored.
chain RIC 0#SPX*.U expanded to 2578 RICS: .SPX to SPXx211835000.U.
chain RIC 0#OEX*.U expanded to 1647 RICS: .OEX to OEXx211812600.U.
chain RIC 0#DJX*.U expanded to 749 RICS: .DJX to DJXX211825000.U.
chain RIC 0#FGBX: expanded to 3 RICS: FGBXH8 to FGBXZ7.
Duplicate RIC .RUT for chain 0#RUT*.U ignored.
chain RIC 0#RUT*.U expanded to 1900 RICS: .RUT to RUTx211822000.U.
chain RIC 0#STXE*.EX expanded to 2551 RICS: .STOXX50E to STXE9000X9.EX.
Duplicate RIC .FTXIN9 for chain 0#SFC: ignored.
chain RIC 0#SFC: expanded to 7 RICS: .FTXIN9 to SFCZ7.
Duplicate RIC .SSMI for chain 0#OSMI*.EX ignored.
chain RIC 0#OSMI*.EX expanded to 1172 RICS: .SSMI to OSMI99500X7.EX.
Duplicate RIC .FCHI for chain 0#FCHI*.p ignored.
chain RIC 0#FCHI*.p expanded to 654 RICS: .FCHI to FCHI80000X8.p.
Duplicate RIC .FTSE for chain 0#LFE*.L ignored.
chain RIC 0#LFE*.L expanded to 2722 RICS: .FTSE to LFE9600X7.L.
Duplicate RIC .AEX for chain 0#AEX*.E ignored.
chain RIC 0#AEX*.E expanded to 430 RICS: .AEX to AEX80000X9.E.
Duplicate RIC .OMXS30 for chain 0#OMXS30*.ST ignored.
chain RIC 0#OMXS30*.ST expanded to 944 RICS: .OMXS30 to S30200000X8.ST.
Duplicate RIC .KS200 for chain 0#KS200*.KS ignored.
chain RIC 0#KS200*.KS expanded to 686 RICS: .KS200 to KS200360X9.KS.
chain RIC 0#1FTU: expanded to 5 RICS: 1FTUH8 to 1FTUZ8.
Duplicate RIC .HSCE for chain 0#HCEI*.HF ignored.
chain RIC 0#HCEI*.HF expanded to 642 RICS: .HSCE to HCEI15800X7.HF.
chain RIC 0#TLVJ*.TA expanded to 431 RICS: .TA35 to TLVJ01740V17.TA.
chain RIC 0#INSP*.NS expanded to 519 RICS: .INX to INSP02660X7.NS.
Duplicate RIC .N225 for chain 0#JNI*.OS ignored.
chain RIC 0#JNI*.OS expanded to 2196 RICS: .N225 to JNI300O8.OS.
Duplicate RIC .SPX for chain 0#SPXW*.U ignored.
chain RIC 0#SPXW*.U expanded to 7570 RICS: .SPX to SPXWx291730000.U.
Duplicate RIC .STOXX50E for chain 0#STXE1W*.EX ignored.
chain RIC 0#STXE1W*.EX expanded to 72 RICS: .STOXX50E to STXE1W39750W7.EX.
chain RIC 0#1FTB: expanded to 5 RICS: 1FTBH8 to 1FTBZ8.
Duplicate RIC .TWII for chain 0#TXW*.TM ignored.
chain RIC 0#TXW*.TM expanded to 50 RICS: .TWII to TX1W9900W7.TM.
Duplicate RIC .NDX for chain 0#NDX*.U ignored.
Only 2280 of 4425 shc constituents of chain RIC 0#NDX*.U have been expanded because limit of 30000 has been reached.
chain RIC 0#NDX*.U expanded to 4424 RICS: .NDX to NDXx151750050.U.
Total instruments after instrument expansion = 30000
Input List (126 items): allList (ID = 0x05ecbd32b42b3016) Created: 10/26/2017 08:15:39 Last Modified: 10/26/2017 10:49:40
Report Template (144 fields): myquota (ID = 0x05ecc631b29b3016) Created: 10/26/2017 10:52:52 Last Modified: 10/26/2017 10:52:52
Schedule dispatched via message queue (0x05ecc64437fb3086)
Schedule Time: 10/26/2017 10:54:08
Timeseries Date Range: 10/25/2017 to 10/26/2017
Column 'CUSIP' suppressed for lack of 'CUSIP & CUSIP based ISINs' permission.
Column 'GICS Industry Code' suppressed for lack of 'GICS Industrial Classifications' permission.
Column 'GICS Industry Code Description' suppressed for lack of 'GICS Industrial Classifications' permission.
Column 'MIC' suppressed for lack of 'SEDOLs (including MIC and OPOL)' permission.
Column 'OPOL' suppressed for lack of 'SEDOLs (including MIC and OPOL)' permission.
Column 'SEDOL' suppressed for lack of 'SEDOLs (including MIC and OPOL)' permission.
WARNING: RIC ".TA25" is not available in Elektron Timeseries web service.
Processing completed successfully at 10/26/2017 11:08:24, taking 678.843 Secs.
Extraction finished at 10/26/2017 11:08:24 UTC, with servers: x04q14, ETS (548.0 secs), QSHA02 (0.0 secs), QSHC08 (44.2 secs)
Quota Message: ERROR: Unable to resolve RIC Root for (RIC, HSIEAS)
Quota Message: ERROR: Unable to resolve RIC Root for (RIC, HCEIEAS)
Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 2; Instruments Approved for Extraction: 31; Tick History Futures Quota Count After Extraction: 32, 6.73684210526316% of Limit; Tick History Futures Quota Limit: 475
Quota Message: INFO: Tick History Options Quota Count Before Extraction: 2; Instruments Approved for Extraction: 18; Tick History Options Quota Count After Extraction: 19, 1.29692832764505% of Limit; Tick History Options Quota Limit: 1465
Quota Message: INFO: Tick History Cash Quota Count Before Extraction: 2; Instruments Approved for Extraction: 2; Tick History Cash Quota Count After Extraction: 2, 28.5714285714286% of Limit; Tick History Cash Quota Limit: 7
Quota Message: ERROR: The RIC '.OEXA' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.NDX' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.RUT' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.STOXX50' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.SSMI' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.FCHI' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.FTSE' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.AEX' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.OMXS30' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.KS200' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.TWII' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.HSI' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.HSCE' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.HKCES120' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.OEX' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.DJX' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.FTXIN9' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.STOXX50E' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.N225' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.VHSI' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.TA35' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.INX' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.VIX' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.VXST' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.V2TX' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.KSVKOSPI' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.JNIV' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.NSEI' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.GDAXI' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: ERROR: The RIC '.NIFVIX' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: There are additional RICs that are causing you to exceed quota..
Quota Message: WARNING: Tick History Cash Quota has been reached or exceeded

So is there limitation about the number of instruments?

.SPX .OEXA .DJI .NDX .RUT .STOXX50 .SSMI .FCHI .FTSE .AEX .OMXS30 .KS200 .TWII .HSI .HSCE .HKCES120 .TA25 0#1SP: 0#ES: 0#1YM: 0#NQ: 0#TFS: 0#STXX: 0#FDX: 0#FSMI: 0#FCE: 0#FFI: 0#AEX: 0#OMXS30: 0#VKS2: 0#FTX: 0#HSI: 0#HCEI: 0#HCHH: 0#TLVJ: 0#NIF: 0#JNI: 0#FCEMF: 0#AEXMF: 0#MKS2: 0#HMH: 0#HMCE: 0#1FNM: 0#NIY: 0#1ENY: 0#SPX*.U 0#OEX*.U 0#DJX*.U .FTXIN9 0#FGBX: 0#RUT*.U 0#STXE*.EX .N225 0#SFC: 0#OSMI*.EX 0#FCHI*.p 0#LFE*.L 0#AEX*.E 0#OMXS30*.ST 0#KS200*.KS .VHSI 0#1FTU: 0#HCEI*.HF 0#TLVJ*.TA 0#INSP*.NS 0#JNI*.OS 0#SPXW*.U 0#STXE1W*.EX .VIX .VXST .V2TX .KSVKOSPI 0#1FTB: 0#TXW*.TM 0#TA25W*.TA 0#NDX*.U 0#TX*.TM 0#STXE4W*.EX 0#STXE5W*.EX 0#GDAX1W*.EX .JNIV 0#1FST: 0#GDAX2W*.EX 0#GDAX4W*.EX 0#GDAX5W*.EX .NSEI 0#STXE2W*.EX 0#1TU: 0#1FV: 0#1TY: 0#1TN: 0#1US: 0#1AUL: 0#HSI*.HF .GDAXI .NIFVIX .KSE .KSE30 .KSI 0#KS: 0#VX: 0#NVIXW: 0#JNV: 0#VHSI: 0#FOAT: 0#YTT: 0#YTC: 0#JGB: 0#FLG: 0#ED: 0#DIJ: 0#FEIT: 0#FSST: 0#FGBM: 0#FGBS: 0#CYRTS: 0#HCUS: 0#SUC: 0#RHF: 0#1CNC: 0#SNY: 0#RTF: 0#1RMB: 0#FGBL: 0#HTF: 0#GDAX*.EX

dss-rest-apidatascope-selectdssricsapi-limits
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1 Answer

Christiaan Meihsl avatar image
13.7k 26 8 12

@chenchong,

The extraction notes reveal 3 issues:

Limitation on number of instruments

Yes. there are limitations to the number of instruments, and they vary depending on the data request. They are documented here. When using chains, they are expanded to all their constituents. In your case a small list of 126 chains becomes a large list of instruments which exceeds the limit (30000 for the Elektron Timeseries extraction you selected), as stated in one of the messages you received:

Only 2280 of 4425 shc constituents of chain RIC 0#NDX*.U have been expanded because limit of 30000 has been reached.

Consequence of reaching the limit: the expansion process was interrupted:

Total instruments after instrument expansion = 30000

As a consequence, not all instruments are in the list. This situation must be avoided, because results will not contain all instruments.

The expansion mechanism must be kept in mind when working with chains. The best practice is to manage the instrument list size when working with chains, to ensure that even after expansion the number of instruments does not exceed the limit for the request type.

Permissions

A second issue is lack of permission for some requested fields, as stated by several messages, of which here is one:

Column 'CUSIP' suppressed for lack of 'CUSIP & CUSIP based ISINs' permission.

I see you are using an Elektron Timeseries (EoD) extraction. If your use case is cross referencing (i.e. to convert RICs to CUSIPs, ISINs, etc), you might want to use a Terms and Conditions request. This is described in this DSS tutorial (but it works the same for TRTH). Caveat: I don't know if that request is affected by this particular permissioning.

Quota limits

The third issue is that there are too many instruments, you are reaching your extraction quota limit, as stated by several messages, here are the last 3:

Quota Message: ERROR: The RIC '.NIFVIX' in the request would exceed your quota limits. Adjust your input list to continue.Quota Message: There are additional RICs that are causing you to exceed quota..Quota Message: WARNING: Tick History Cash Quota has been reached or exceeded

The quota is based upon your TRTH service contract.

To change permissions or quotas, you need to discuss it with your account manager.

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