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How to extract FX rates from DSS using Rest or SOAP

Hi,

I am looking to find a method or URL to extract the FX rates from TR DSS. Can anyone provide the WSDL location or Rest API Link which contains any method to extract FX rates from DSS. There is no clear blog available on this.

Thanks in Advance!

Regards,

Anil

dss-rest-apidatascope-selectdssforexdss-soap-api
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@anilsumanth.yakkali

What's your integration plan?

  • FX list?
  • Input data format? CSV or JSON?
  • Which fields do you want? Rate/Last price only?
  • The frequency of update? Daily?

The easiest solution would be writing a console application that fetches DSS's FX rate and updates exchange rates with SAP SDK. Then use Windows Task Scheduler to execute your program.

DSS has .NET SDK, and there are tutorials on DSS portal. You can follow the .Net SDK Tutorial 5 and change extraction request to IntradayPricingExtractionRequest and change fields to "Last Price".

You also need the RICs (Reuters Instrument Codes) of FXs that you want. You can use RIC search tool here.

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Hello Warat,

Thanks for the reply.

My Integration plan is to fetch the FX rates from TR DSS and update in SAP. About frequency we are not yet finalized but planning to work with REST approach. For achieving this using REST I need the below points fulfilled:

1.What is the endpoint URL for fetching FX rates?

2. What is the request content format and where can I get that?

3.Any certificates need to be installed for SSL handshake?

4.What is the time limit for token expiry.

Thanks in advance!

Regards,

Anil

  1. The endpoint URL is
    https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/Extract
    But please do check out the tutorials first.
  2. The request formats of every requests can be found here: DSS API Reference Tree. You need DSS account to login.
  3. No SSL certificates needed.
  4. 24 hours.
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@annisumanth.yakkali

For REST API, you can download DSS postman sample collections from here.

Then try tutorial 3b: request intraday data.

You can use FX RIC such as EUR= or JPY=

This is my sample request:

POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/Extract HTTP/1.1
Prefer: respond-async
Content-Type: application/json
Authorization: Token <your token here>
cache-control: no-cache
Postman-Token: fa889da2-34db-4448-9773-a9ce2fe8ef24
User-Agent: PostmanRuntime/7.1.1
Accept: */*
Host: hosted.datascopeapi.reuters.com
cookie: DSSAPI-COOKIE=R3148268809
accept-encoding: gzip, deflate
content-length: 991
Connection: close

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Ask Price",
      "Asset Type",
      "Bid Price",
      "Currency Code",
      "Exchange Code",
      "High Price",
      "Instrument ID",
      "Instrument ID Type",
      "Low Price",
      "Open Price",
      "Previous Close Date",
      "Previous Close Price",
      "Security Description",
      "Settlement Price",
      "Trade Date",
      "User Defined Identifier",
      "Volume"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "JPY=",
        "IdentifierType": "Ric"
      },{
        "Identifier": "EUR=",
        "IdentifierType": "Ric"
      }]
    },
    "Condition": {
    "ScalableCurrency": true
    }
  }
}

And this is the sample result:

HTTP/1.1 200 OK
Set-Cookie: DSSAPI-COOKIE=R3148268809; path=/
Cache-Control: no-cache
Pragma: no-cache
Content-Type: application/json; charset=utf-8
Expires: -1
Server: Microsoft-IIS/7.5
X-Request-Execution-Correlation-Id: b3d4b16f-3130-421f-a753-2396eb2f56bc
X-App-Id: Custom.RestApi
X-App-Version: 11.2.662.64
Date: Sat, 06 Jan 2018 04:27:17 GMT
Connection: close
Content-Length: 1074

{"@odata.context":"https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)","value":[{"IdentifierType":"Ric","Identifier":"JPY=","RIC":"JPY=","Ask Price":113.1,"Asset Type":"MONY","Bid Price":113.06,"Currency Code":"JPY","Exchange Code":"RCT","High Price":113.06,"Instrument ID":"JPY=","Instrument ID Type":"RIC","Low Price":113.06,"Open Price":113.06,"Previous Close Date":"2018-01-05","Previous Close Price":113.06,"Security Description":"US Dollar/Japanese Yen FX Spot Rate","Settlement Price":null,"Trade Date":"2018-01-05","Volume":1},{"IdentifierType":"Ric","Identifier":"EUR=","RIC":"EUR=","Ask Price":1.2032,"Asset Type":"MONY","Bid Price":1.2028,"Currency Code":"USD","Exchange Code":"RCT","High Price":1.2028,"Instrument ID":"EUR=","Instrument ID Type":"RIC","Low Price":1.2028,"Open Price":1.2028,"Previous Close Date":"2018-01-05","Previous Close Price":1.2028,"Security Description":"Euro/US Dollar FX Spot Rate","Settlement Price":null,"Trade Date":"2018-01-05","Volume":1}]}

For WSDL, you can find more information from this document.

However, it is advisable to use REST API.

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Hello Chavlit,

Thanks for your response!

I am trying to do integration of SAP with DSS, to do that what is the rest api solution along with how to know the fields which mandatory to send request to DSS for intraday exchange rates.

Regards,

Anil

Hello Anil, I'm trying also creating SAP Web-Service to integrate DSS. Can you help me?

Best regards,

Herbert

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