How to get single request for multiple symbols for RIC rename history using DSS / TRTH / Historic...

...alReference / HistoricalSearch

I can get RIC rename history using HistoricalSearch for a single RIC or ISIN

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

but I want to know a way to send single request for multiple symbols.

Basically, I have 30000 symbols and I want RIC rename history of each of them, what's the best way to go, as using HistoricalSearch route is quite costly.

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rics

dss-rest-api

tick-history-rest-api

Accepted answers

zoya faberov

Hello @ykr1314,

There is also a way to request various change events via TickHistoryTimeAndSales request. Please try this:

{{protocol}}{{host}}{{api}}Extractions/ExtractRaw
{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
    "ContentFieldNames": [
      	"Symbology Change - Change Type",
		"Symbology Change - New Value",
		"Symbology Change - Old Value",
		"Reference Change - Change Type",
		"Reference Change - New Value",
		"Reference Change - Old Value"


    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "SUNW.O",
        "IdentifierType": "Ric"
      }],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ApplyCorrectionsAndCancellations": false,
      "ReportDateRangeType": "Range",
      "QueryStartDate": "1990-09-29T00:00:00.000Z",
      "QueryEndDate": "2017-11-28T12:00:00.000Z",
      "DisplaySourceRIC": true
    }
  }
}

The result should contain all the renames

All comments

zoya faberov

Hello @ykr1314,

There is also a way to request various change events via TickHistoryTimeAndSales request. Please try this:

{{protocol}}{{host}}{{api}}Extractions/ExtractRaw
{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
    "ContentFieldNames": [
      	"Symbology Change - Change Type",
		"Symbology Change - New Value",
		"Symbology Change - Old Value",
		"Reference Change - Change Type",
		"Reference Change - New Value",
		"Reference Change - Old Value"


    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "SUNW.O",
        "IdentifierType": "Ric"
      }],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ApplyCorrectionsAndCancellations": false,
      "ReportDateRangeType": "Range",
      "QueryStartDate": "1990-09-29T00:00:00.000Z",
      "QueryEndDate": "2017-11-28T12:00:00.000Z",
      "DisplaySourceRIC": true
    }
  }
}

The result should contain all the renames

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