{ "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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Chain Ric Intraday Download Request: "all identifiers were invalid. No Extraction performed"
@psouto
Thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply that best answers your question. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
-AHS
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.
Thanks,
AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
11.3k
●25 ●9 ●14
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.
32.2k
●40 ●11 ●20
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
Hello @psouto,
If you'd like all of the S&P intraday bars, I would request intraday bars supplying the list of constituents RICs.
