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psouto avatar image
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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
    }
  }
}
dss-rest-apidatascope-selectdsshistoricalchain-ricindex
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Alex Putkov.1 avatar image   Alex Putkov.1

@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

moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

@psouto

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

Nipat Kunvutipongsak avatar image   Nipat Kunvutipongsak

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

1 Answer

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gteage01 avatar image
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@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.

2) Identifier Type (related to Identifier)

IdentifierTypes are covered here in the API Reference Tree, ie.:

https://hosted.datascopeapi.reuters.com/RestApi.Help/Context/Enum?ctx=Extractions&ent=InstrumentList&opn=AppendIdentifiers&enm=IdentifierType

You will need "IdentifierType": "ChainRIC"

(Main Url: https://hosted.datascopeapi.reuters.com/RestApi.Help/Home/Index#)

Best regards,

Gareth

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