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

@{ "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 } } }

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Accepted answers

veerapath.rungruengrayubkul

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.

All comments

zoya faberov

Hello @psouto,

"0#.SPX" is not a chain instrument, it's a RIC, therefore, please try "Ric" instead of "chainRIC".

(I can see where you coming from, as SPX is an index)

One can learn more about chains from this article: How to expand Chain RICs using the Tick History REST API in Python

psouto

Thanks @zoya faberov!

But what if I want all the members intraday bars?

zoya faberov

Hello @psouto,

If you'd like all of the S&P intraday bars, I would request intraday bars supplying the list of constituents RICs.

veerapath.rungruengrayubkul

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.

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