Extract SPX members Intraday bars

What it is the best way to extract all at once index members?

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": [ "Close Ask", "Close Bid", "Domain", "High", "High Ask", "High Bid", "History End", "History Start", "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": "O#.SPX",  "IdentifierType": "Ric" } ],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ApplyLegacySummaryTimeLabel": false,
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2008-10-13T13:00:00.000-05:00",
      "QueryEndDate": "2008-10-13T14:00:00.000-05:00",
      "SummaryInterval": "OneMinute",
      "TimebarPersistence": true,
      "DisplaySourceRIC": true
    }
  }
}

Find more posts tagged with

historical

dss

index

dss-rest-api

chain-ric

datascope-select

Accepted answers

gteage01

@psouto

Hi,

I think there appear to be a couple of corrections required:

1) A valid Identifier value. I checked "O#.SPX" against the system (Url: https://hosted.datascope.reuters.com/datascope/search/instruments/historical) and no Identifier was found, generally when we see a "#" we assume Identifier is a Chain RIC, and normally Chain RICs would be preceded by a number, checking "0#.SPX" instead did pull back a valid identifier.