How to get FX Rates from DataScope Select Rest API in Python?

@mohit.kansal, thanks to your last comment I see we are not using the same end point, and that has an influence on what is returned. Let me explain the different possibilities, using end points Extract, ExtractWithNotes and ExtractRaw.

For all 3 POST calls that follow, the request body contains this:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
    "ContentFieldNames": [ "RIC", "Ask Price", "Bid Price", "Trade Date" ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
      "InstrumentIdentifiers": [
        { "Identifier": "EUR=", "IdentifierType": "Ric" },
        { "Identifier": "GBP=", "IdentifierType": "Ric" }
      ]
    },
    "Condition": { "ScalableCurrency": true }
  }
}

1) POST to end point Extract:

https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/Extract

1) Result is in JSON format:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)",
    "value": [
        {
            "IdentifierType": "Ric",
            "Identifier": "EUR=",
            "RIC": "EUR=",
            "Ask Price": 1.1968,
            "Bid Price": 1.1964,
            "Trade Date": "2018-05-04"
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "GBP=",
            "RIC": "GBP=",
            "Ask Price": 1.3568,
            "Bid Price": 1.3565,
            "Trade Date": "2018-05-04"
        }
    ]
}

2) POST to end point ExtractWithNotes:

https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes

2) Result is the same, with an added object (the extraction notes):

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "EUR=",
            "RIC": "EUR=",
            "Ask Price": 1.1971,
            "Bid Price": 1.1967,
            "Trade Date": "2018-05-04"
        },
        {
            "IdentifierType": "Ric",
            "Identifier": "GBP=",
            "RIC": "GBP=",
            "Ask Price": 1.3571,
            "Bid Price": 1.3566,
            "Trade Date": "2018-05-04"
        }
    ],
    "Notes": [
        "Extraction Services Version 12.0.38730 (37673302648a), Built Apr 24 2018 19:25:15\r\nProcessing started at 04052018 02:07:34 PM.\r\nUser ID: 33314\r\nExtraction ID: 302678907\r\nSchedule: _OnD_0x0629f1fb29db2f96 (ID = 0x0629f1fb9edb2f96)\r\nInput List (2 items): _OnD_0x0629f1fb29db2f96 (ID = 0629f1fb481b2f96) Created: 04052018 02:07:30 PM Last Modified: 04052018 02:07:31 PM\r\nSchedule Time: 04052018 02:07:32 PM\r\nReport Template (10 fields): _OnD_0x0629f1fb29db2f96 (ID = 0x0629f1fb2ebb2f96) Created: 04052018 02:07:30 PM Last Modified: 04052018 02:07:30 PM\r\nNo prices needed currency scaling.\r\nReal-time data was snapped at 04052018 02:07:34 PM, it was scheduled to snap at 04052018 02:07:32 PM.\r\nNo embargo required for this report.\r\nProcessing completed successfully at 04052018 02:07:34 PM, taking 0.405 Secs.\r\nExtraction finished at 04052018 12:07:34 PM UTC, with servers: x08I11, QSHA02 (0.1 secs), QSHC17 (0.0 secs)\r\nUsage Summary for User 33314, Client 11122, Template Type Intraday Pricing\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type                                Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      2 Money Market                                                     N/A            N/A\r\n-------\r\n      2 Total instruments charged.\r\n      0 Instruments with no reported data.\r\n=======\r\n      2 Instruments in the input list.\r\nNo TRPS complex usage to report -- 2 Instruments in the input list had no reported data.\r\nWriting RIC maintenance report.\r\n",
        "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n"
    ]
}

3a) POST to end point ExtractRaw:

https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw

3a) Result is different, and implies a different workflow:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
    "JobId": "0x0629f211ff3b2f96",
    "Notes": [
        "Extraction Services Version 12.0.38730 (37673302648a), Built Apr 24 2018 19:25:15\r\nProcessing started at 04052018 02:09:06 PM.\r\nUser ID: 33314\r\nExtraction ID: 302678940\r\nSchedule: _OnD_0x0629f211ff3b2f96 (ID = 0x0629f212781b2f96)\r\nInput List (2 items): _OnD_0x0629f211ff3b2f96 (ID = 0629f21233db2f96) Created: 04052018 02:09:04 PM Last Modified: 04052018 02:09:05 PM\r\nSchedule Time: 04052018 02:09:05 PM\r\nReport Template (4 fields): _OnD_0x0629f211ff3b2f96 (ID = 0x0629f21211bb2f96) Created: 04052018 02:09:04 PM Last Modified: 04052018 02:09:04 PM\r\nNo prices needed currency scaling.\r\nReal-time data was snapped at 04052018 02:09:07 PM, it was scheduled to snap at 04052018 02:09:05 PM.\r\nNo embargo required for this report.\r\nProcessing completed successfully at 04052018 02:09:07 PM, taking 0.525 Secs.\r\nExtraction finished at 04052018 12:09:07 PM UTC, with servers: x08I17, QSHA02 (0.1 secs), QSHC18 (0.0 secs)\r\nUsage Summary for User 33314, Client 11122, Template Type Intraday Pricing\r\nBase Usage\r\n        Instrument                          Instrument                   Terms          Price\r\n  Count Type                                Subtype                      Source         Source\r\n------- ----------------------------------- ---------------------------- -------------- ----------------------------------------\r\n      2 Money Market                                                     N/A            N/A\r\n-------\r\n      2 Total instruments charged.\r\n      0 Instruments with no reported data.\r\n=======\r\n      2 Instruments in the input list.\r\nNo TRPS complex usage to report -- 2 Instruments in the input list had no reported data.\r\nWriting RIC maintenance report.\r\n",
        "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n"
    ]
}

The parameter JobId is required for the next call.

3b) GET call, using the JobId, to endpoint:

https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/RawExtractionResults('0x0629f211ff3b2f96')/$value

3b) Result is CSV formatted, and compressed (using gzip). CSV contents:

RIC,Ask Price,Bid Price,Trade Date
EUR=,1.1973,1.1969,2018/05/04
GBP=,1.3572,1.3568,2018/05/04

As you can see, the end point you choose defines the data format, the presence or not of extraction notes (we recommend you use them), and the workflow. You can therefore choose what is best suited to your use case.

One additional point must be taken into account

In the above simple examples, there are only 2 instruments, the extraction is very quick and practically always completes in less than 30 seconds. All responses have HTTP status 200 OK. If you have more instruments, the extraction might take longer. In that case you will receive a 202 Accepted response (it means the extraction has not yet completed), with an empty body. Among the response headers there will be an item called Location, whose value is an URL. This URL must be polled using a GET, at a reasonable interval (like once a minute), until you receive a 200 OK. This mechanism is described in the Async key mechanisms page.

I hope this helps clarify.