How to get more decimals

datateam2017

Hi,

I’m using the DSS .Net SDK to make an
IntradayPricingExtractionRequest for these 2 chain rics:
"0#WNDCND0-TERN","0#WNDCND1-TERN". I compared it with some
data we already have and there were cases for example when we had 9.996 but
your api returned 10. Is it possible to get some values like “Primary
Activity” with more than 2 decimals?

Here is the code:

var instrumentIdentifiers = new
List<string>{"0#WNDCND0-TERN","0#WNDCND1-TERN"}.Select(r
=> SubjectIdentifier.CreateInstrumentIdentifier(r, IdentifierType.ChainRIC,
null, null, null));

var extractionRequest = new
IntradayPricingExtractionRequest

{

IdentifierList =
SubjectIdentifierList.CreateInstrumentIdentifierList(new
DssCollection<InstrumentIdentifier>(instrumentIdentifiers), null,
false),

ContentFieldNames =
_extractionsContext.GetValidExtractionFieldNames(ReportTemplateTypes.IntradayPricing).ToArray(),

};

var extraction =
_extractionsContext.ExtractWithNotes(extractionRequest);

return extraction;

Thanks,

Denis

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Accepted answers

Michael.Bianchi

Hello Denis (@datateam2017

Our OnDemand extractions do not have the ability to override fields' decimal precision at this moment. Right now, it is required to create a Report Template if you need to specify the number of decimal places for a specific field. This can be done in the GUI or the REST API.

In the GUI, you can modify the field settings by creating or editing a Report Template, selecting the fields tab, and then clicking on the Edit button on the right of an added field. This will open up the Edit Field menu where you can specify decimal precision.

On the REST API, you can specify the format as follows within an Intraday Report Template Creation request (Endpoint: /Extractions/IntradayPricingReportTemplates):

{
"FieldName": "Primary Activity",
     "Format": {
       "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ContentFieldNumberFormat",
       "DecimalPlaces": 6
     }
  }

Note that you will need to create an Instrument List and Schedule as well to perform these extractions with a customized Report Template.

Let me know if you have further questions.

Michael

All comments

Michael.Bianchi

Hello Denis (@datateam2017

On the REST API, you can specify the format as follows within an Intraday Report Template Creation request (Endpoint: /Extractions/IntradayPricingReportTemplates):

{
"FieldName": "Primary Activity",
     "Format": {
       "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ContentFieldNumberFormat",
       "DecimalPlaces": 6
     }
  }

Note that you will need to create an Instrument List and Schedule as well to perform these extractions with a customized Report Template.

Let me know if you have further questions.

Michael

veerapath.rungruengrayubkul

Hi @datateam2017,

As mentioned by Michael, number of decimal place cannot be changed for OnDemand extraction at this moment. However, the default number of decimal place should be more than 2 as I can get 4 decimal places from other RIC such as "SAREUR=R".

I understand that the price is provided by real time feed. It is possible that the decimal place is limited by the feed. You may need to contact data content support via the case:06210159 to confirm this assumption.

{
    "IdentifierType": "Ric",
    "Identifier": "SAREUR=R",
    "RIC": "SAREUR=R",
    "Primary Activity": 0.2163
}

dennis.kelleher

This will be addressed in the April DSS 12.0 release by increasing the default decimal places for Primary Activity to N/18.14

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