Chain Ric Intraday Download Request: "all identifiers were invalid. No Extraction performed"

Question

{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesEx tractionRequest", "ContentFieldNames": [ "Close Ask", "Close Bid", "Domain", "High", "High Ask", "High Bid", "Instrument ID", "Instrument ID Type", "Last", "Low", "Low Ask", "Low Bid", "No. Asks", "No. Bids", "No. Trades", "Open", "Open Ask", "Open Bid", "RIC", "Sample Data", "Volume" ], "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ { "Identifier": "0#.SPX", "IdentifierType": "chainRIC" } ], "ValidationOptions": null, "UseUserPreferencesForValidationOptions": false }, "Condition": { "MessageTimeStampIn": "GmtUtc", "ApplyLegacySummaryTimeLabel": false, "ReportDateRangeType": "Range", "QueryStartDate": "2008-10-13T13:00:00.000-05:00", "QueryEndDate": "2018-10-13T14:00:00.000-05:00", "SummaryInterval": "OneMinute", "TimebarPersistence": true, "DisplaySourceRIC": true } } }

Answer 1

Hello @psouto,

I am able to extract TickHistoryIntraday Summary for all constituents of 0#.SPX with the following request.

{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest", 
"ContentFieldNames": [ "Close Ask", "Close Bid", "Domain", "High", "High Ask", "High Bid", "Instrument ID", "Instrument ID Type", "Last", "Low", "Low Ask", "Low Bid", "No. Asks", "No. Bids", "No. Trades", "Open", "Open Ask", "Open Bid", "Sample Data", "Volume" ], 
"IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
"InstrumentIdentifiers": [ 
{ "Identifier": "0#.SPX", "IdentifierType": "ChainRIC" } ], 
"ValidationOptions": null, "UseUserPreferencesForValidationOptions": false }, 
"Condition": { 
"MessageTimeStampIn": "GmtUtc", 
"ReportDateRangeType": "Range", 
"QueryStartDate": "2018-01-11T13:00:00.000-05:00", 
"QueryEndDate": "2018-01-11T14:00:00.000-05:00", 
"SummaryInterval": "OneMinute", 
"TimebarPersistence": true, 
"DisplaySourceRIC": true } } }

Below are some concerns on your request.

- According to DataDictionary "RIC" field is not valid for TickHistoryIntradaySummary Extraction Request.

- ApplyLegacySummaryTimeLabel condition seems not valid for this extraction request.

- The "IdentifierType" should be "ChainRIC" instead of "chainRIC".

- The QueryEndDate is in future (2018-10-13) which might not be correct.