How can we expand the Chain of chains automatically as 'CHR' is not supported for this?

Hi,

Currently market data for RIC chains is directly obtained by marking them as "CHR" . But this is not supported in case of Chain of chains. We have referred the following suggestion from TR

https://community.developers.refinitiv.com/questions/20689/view.html which helps in expanding them via Datascope. Kindly share your suggestions/inputs in automating the same.

Thanks,

Aishwarya

Find more posts tagged with

tick-history-rest-api

Accepted answers

veerapath.rungruengrayubkul

Hi@Aishwarya.s1,

The "AllowHistoricalInstruments":true needs to be added as ValidationOptions for Chain of chains extraction. Below is the example message.

"IdentifierList": {"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers": [
{"Identifier": "0#1ED+",
"IdentifierType": "ChainRIC"}
] ,
"ValidationOptions": {
    "AllowHistoricalInstruments": true
},
"UseUserPreferencesForValidationOptions": false},
,"Condition":{...

With this option, the RIC can be expanded properly for TickHistoryTimeAndSalesExtractionRequest.

Instrument <CHR,0#1ED+> expanded to 5816 RIC instances: 1ED100125A8 to 1EDZ9

All comments

veerapath.rungruengrayubkul

Hi,

In the question you referred, TRTH support team has suggested importing the Chain of Chains RIC via .csv file in GUI.

The .csv file should contain the following data.

CHR,0#1TU+

You can also add the Chain of Chains RIC via the HistoricalSearch GUI.

For TRTH REST API, you can just add the RIC via the InstrumentListAppendIdentifiers.

Below is the sample of request.

POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/InstrumentLists('<listId>')/ThomsonReuters.Dss.Api.Extractions.InstrumentListAppendIdentifiers


{
  "Identifiers": [
    {
      "Identifier": "0#1TU+",
            "IdentifierType": "ChainRIC"
    }
  ],
  "KeepDuplicates": false
}

The Chain of Chains RIC should be expanded automatically once data is extracted.

Please ensure that the "Allow Import of Historical Instruments" option is checked in the User Preferences page.

Aishwarya.s1

Hi,

When we try to expand chain of chain "0#1ED+" and download NormalizedMP data using the request reqfile.txt, we get the following error request-processed.txt.

@{"@odata.context":"https://10.192.6.221/RestApi/v1/$metadata#RawExtractionResults/$entity","JobId":"0x060908ada48b2f76","Notes":["All identifiers were invalid. No extraction performed."],"IdentifierValidationErrors":[{"Identifier":{"@odata.type":"#ThomsonReuters.Dss.Api.Content.InstrumentIdentifier","Identifier":"0#1ED+","IdentifierType":"ChainRIC","Source":""},"Message":"CHR not supported - chain of chains"}]}

Below are the curl commands used for posting request and data download:-

curl -vk -X POST -H 'Content-Type: application/json' -H 'Prefer: respond-async' -H 'Authorization: Token XXXXXX' https://10.192.6.221/RestApi/v1/Extractions/ExtractRaw -d @ReqFile.txt

curl -Ik -H 'Authorization: Token XXXXX' -X GET https://10.192.6.221/RestApi/v1/Extractions/RawExtractionResults('')/$value

Please verify the request format and let know if we need to modify. We will have to download NormalizedMP, Marketprice, Normalizedll2/MBO, Reference data for the mentioned Chain of chain

veerapath.rungruengrayubkul

Hi@Aishwarya.s1,

The "AllowHistoricalInstruments":true needs to be added as ValidationOptions for Chain of chains extraction. Below is the example message.

"IdentifierList": {"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers": [
{"Identifier": "0#1ED+",
"IdentifierType": "ChainRIC"}
] ,
"ValidationOptions": {
    "AllowHistoricalInstruments": true
},
"UseUserPreferencesForValidationOptions": false},
,"Condition":{...

With this option, the RIC can be expanded properly for TickHistoryTimeAndSalesExtractionRequest.

Instrument <CHR,0#1ED+> expanded to 5816 RIC instances: 1ED100125A8 to 1EDZ9

EXPLORE OUR SITES