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

ykr1314
ykr1314 Newcomer
in TRTH

...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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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    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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