how to View old and new ric with change date in HistoricalReference on demand raw extract

want to get this kind of data

sdate edate old new current
-----------------------------------------------------
2014.08.24 2099.01.01 8321.HK 0048.HK 0048.HK
2015.06.15 2099.01.01 DEA0V6ZA.D 00E1.D 00E1.D
2015.06.15 2099.01.01 DEA0V6ZA.SG 00E1.SG 00E1.SG
2015.06.15 2099.01.01 DEA0V6Y7.D 00E2.D 00E2.D
2015.06.15 2099.01.01 DEA0V6Y7.SG 00E2.SG 00E2.SG
2015.06.15 2099.01.01 DEA0V6Y8.D 00E3.D 00E3.D
2015.06.15 2099.01.01 DEA0V6Y8.SG 00E3.SG 00E3.SG
2015.06.15 2099.01.01 DEA0V6YU.D 00E4.D 00E4.D
2015.06.15 2099.01.01 DEA0V6YU.SG 00E4.SG 00E4.SG
2015.06.15 2099.01.01 DEA0V6ZC.D 00E5.D 00E5.D
2015.06.15 2099.01.01 DEA0V6ZC.SG 00E5.SG 00E5.SG
2015.06.15 2099.01.01 DEA0V6ZR.D 00E6.D 00E6.D
2015.06.15 2099.01.01 DEA0V6ZR.SG 00E6.SG 00E6.SG
2015.06.15 2099.01.01 DEA0V6ZF.D 00E7.D 00E7.D
2015.06.15 2099.01.01 DEA0V6ZF.SG 00E7.SG 00E7.SG
2015.06.15 2099.01.01 DEA0V6ZU.D 00E8.D 00E8.D
2015.06.15 2099.01.01 DEA0V6ZU.SG 00E8.SG 00E8.SG
2015.06.15 2099.01.01 DEA0V6YS.D 00E9.D 00E9.D
2015.06.15 2099.01.01 DEA0V6YS.SG 00E9.SG 00E9.SG

how do I get it ?

Find more posts tagged with

historical

tick-history-rest-api

Accepted answers

zoya faberov

It can get a bit complex to sort out by first appearance of the RIC in the historical reference result. So alternatively, like to suggest taking a look at

{{protocol}}{{host}}{{api}}Search/HistoricalSearch

{
  "Request": {
    "Identifier": "KYG211351195",
    "IdentifierType": "Isin",
    "Range": {
      "Start": "1995-01-01T00:00:00.000Z",
      "End": "2017-01-01T00:00:00.000Z"
    }
  }
}

we get back multiple entries such as

 {
            "Identifier": "0048.HK",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwwMDQ4LkhLfA",
            "Description": "Historical Instrument",
            "InstrumentType": "Unknown",
            "Status": "Valid",
            "DomainCode": "6",
            "FirstDate": "1996-01-01T00:00:00.000Z",
            "LastDate": "2017-11-06T00:00:00.000Z",
            "History": []
        },

To make sense, we concentrate only on DomainCode=6, MarketPrice.

FirstDate and LastDate are the dates when the sinstrument was first valid and last valid,

with the exception of the instrument which is still valid, then LastDate will be the request date.

Does this request work better for your use case?

All comments

zoya faberov

I think a good way is HistoricalReferenceExtractionRequest.

Please refer to REST API Tutorial 10 - Historical Reference

Similar to this:

{
    "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": "DEA0V6ZA.D",
                    "IdentifierType": "Ric"
                },
                {
                    "Identifier": "0048.HK",
                    "IdentifierType": "Ric"
                },
                {
                    "Identifier": "00E1.SG",
                    "IdentifierType": "Ric"
                },
                {
                    "Identifier": "00E2.D",
                    "IdentifierType": "Ric"
                }
            ],
            "ValidationOptions": {"AllowHistoricalInstruments": true},
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "StartDate": "1996-05-01T00:00:00.000Z",
            "EndDate": "2017-05-31T23:59:59.000Z"
        }
    }
}

ykr1314

This request gives me data in this form

RIC Change Date
------------------------
"CKF.AX" "2017/01/01"
"BVIC.L" "2017/01/01"
"BVIC.L" "2017/03/22"
"BVIC.L" "2017/03/28"
"BVIC.L" "2017/03/30"
"BVIC.L" "2017/04/11"
"BVIC.L" "2017/07/11"
"BVIC.L" "2017/07/13"
"BVIC.L" "2017/07/15"
"BAER.S" "2017/01/01"
"BAER.S" "2017/07/27"
"BAER.S" "2017/10/18"
"600059.SS" "2017/01/01"
"600059.SS" "2017/07/31"

but along with change date, I also want to know what was this RIC before change date? What it has changed to ? and What is current RIC ?

zoya faberov

Depending on the use case. Let's take an example of RIC

0048.HK -> 0048.HK^A12-> 8321.HK

Once we have run the previous request, we know the common Isin = KYG211351195

We can issue

  {
    "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": "KYG211351195",
                    "IdentifierType": "Isin"
                }
            ],
            "ValidationOptions": {"AllowHistoricalInstruments": true},
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
         "StartDate": "1990-05-01T00:00:00.000Z",
            "EndDate": "2017-05-31T23:59:59.000Z"
        }
    }
}

The received data will contain multiple change dates with RICs across this ISIN, with increasing change date.

The first set of changes carries the original RIC 0048.HK. The first occurrence of

0048.HK^A12 is when it was first valid. Then we have multiple changes of

0048.HK^A12 and the last set of changes contains RIC 8321.HK, the first one being when it was first valid.

Do you see how Historical Reference can be used to derive the RICs?

ykr1314

This kind of works as this gives me this data,

capture.png

how do I know on which date Ric actually changed ?

zoya faberov

@ykr1314,

This should be the first raw with the changed RIC, in the column "Change Date"

zoya faberov

It can get a bit complex to sort out by first appearance of the RIC in the historical reference result. So alternatively, like to suggest taking a look at

{{protocol}}{{host}}{{api}}Search/HistoricalSearch

{
  "Request": {
    "Identifier": "KYG211351195",
    "IdentifierType": "Isin",
    "Range": {
      "Start": "1995-01-01T00:00:00.000Z",
      "End": "2017-01-01T00:00:00.000Z"
    }
  }
}

we get back multiple entries such as

 {
            "Identifier": "0048.HK",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwwMDQ4LkhLfA",
            "Description": "Historical Instrument",
            "InstrumentType": "Unknown",
            "Status": "Valid",
            "DomainCode": "6",
            "FirstDate": "1996-01-01T00:00:00.000Z",
            "LastDate": "2017-11-06T00:00:00.000Z",
            "History": []
        },

To make sense, we concentrate only on DomainCode=6, MarketPrice.

FirstDate and LastDate are the dates when the sinstrument was first valid and last valid,

with the exception of the instrument which is still valid, then LastDate will be the request date.

Does this request work better for your use case?

ykr1314

Thanks it works but How to send single request for multiple ISIN's or Do I have to send Individual request for each ISIN ? Like in on Demand Extraction there is identifier List Dict in JSON format, something like that..

zoya faberov

@ykr314,

Yes. With this request type, you can only submit one identifier at a time.

EXPLORE OUR SITES