Hello,
I wanted to ask how to get historical forecasted dividends (for example : AAPLDIVCF.U for Apple) using the TRTH v2 Rest Api ?
Thank you!
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How to get historical forecasted dividends
@Alexey.Deynega - This is a private comment.
Would you mind if we make this query public ? There is no reason to make it internal, customers could benefit from reading this.
@Alexey.Deynega - This is a private post.
Please note we made this query public. There is no reason to leave it internal, customers could benefit from reading this.
@Alexey.Deynega, 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 most appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks, AHS
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To make a raw extraction for that RIC, you can use the following raw extraction call:
Method: POST
Endpoint: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw
Body of request:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "AAPLDIVCF.U", "IdentifierType": "Ric" }
],
"ValidationOptions": {
"AllowHistoricalInstruments": true
}
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2018-08-01T00:00:00.000Z",
"QueryEndDate": "2018-08-11T00:00:00.000Z",
"ExtractBy": "Ric",
"SortBy": "SingleByRic",
"DomainCode": "MarketPrice",
"DisplaySourceRIC": true
}
}
}
Notes:
- The DomainCode is set to MarketPrice (as suggested by Rakesh).
- Without this ValidationOptions the instrument will be considered invalid, no extraction will be performed.
- In this example I set the date range for the first 10 days of August, because this instrument has approximately 1 update per day, and I want to be sure to have an image.
- The raw extraction is described in the REST API Tutorial 8: On Demand raw data extraction.
- The workflow for an On Demand data extraction is described in REST API Tutorial 3: On Demand data extraction workflow.
- This article on how to retrieve page based data should help you understand how to manage the data returned by that API call.
Resulting data:
#RIC,Domain,Date-Time,GMT Offset,Type,MsgClass/FID number,UpdateType/Action,FID Name,FID Value,FID Enum String,PE Code,Template Number,Key/Msg Sequence Number,Alias Underlying RIC,Number of FIDs AAPLDIVCF.U,Market Price,2018-08-01T11:00:04.699478882Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,352,,20 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 01Aug18 GMT, ,,,,FID,321,,ROW80_7," 10 Aug 2018 0.730 ", ,,,,FID,322,,ROW80_8," 09 Nov 2018 0.708 ", ,,,,FID,323,,ROW80_9," 08 Feb 2019 0.708 ", ,,,,FID,324,,ROW80_10," 10 May 2019 0.820 ", ,,,,FID,325,,ROW80_11," 09 Aug 2019 0.820 ", ,,,,FID,326,,ROW80_12," 08 Nov 2019 0.786 ", ,,,,FID,327,,ROW80_13," 07 Feb 2020 0.786 ", ,,,,FID,328,,ROW80_14," 11 May 2020 0.911 ", ,,,,FID,329,,ROW80_15," 10 Aug 2020 0.911 ", ,,,,FID,330,,ROW80_16," 10 Nov 2020 0.760 ", ,,,,FID,331,,ROW80_17," 09 Feb 2021 0.760 ", ,,,,FID,332,,ROW80_18," 11 May 2021 0.880 ", ,,,,FID,333,,ROW80_19," 10 Aug 2021 0.880 ", ,,,,FID,334,,ROW80_20," 10 Nov 2021 0.760 ", ,,,,FID,335,,ROW80_21," 09 Feb 2022 0.760 ", ,,,,FID,336,,ROW80_22," 11 May 2022 0.880 ", ,,,,FID,5357,,CONTEXT_ID,3606, AAPLDIVCF.U,Market Price,2018-08-01T22:51:06.408879755Z,+0,Raw,REFRESH,,,,,145,82,0,,31 ,,,,FID,1,,PROD_PERM,145, ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 01Aug18 GMT, ,,,,FID,316,,ROW80_2," Forecast Dividend Cash Flows ", ,,,,FID,317,,ROW80_3," ", ,,,,FID,318,,ROW80_4,AAPL.O USD, ,,,,FID,319,,ROW80_5," Ex.Date Dividend ", ,,,,FID,320,,ROW80_6," -------------------------- ", ,,,,FID,321,,ROW80_7," 10 Aug 2018 0.730 ", ,,,,FID,322,,ROW80_8," 09 Nov 2018 0.708 ", ,,,,FID,323,,ROW80_9," 08 Feb 2019 0.708 ", ,,,,FID,324,,ROW80_10," 10 May 2019 0.820 ", ,,,,FID,325,,ROW80_11," 09 Aug 2019 0.820 ", ,,,,FID,326,,ROW80_12," 08 Nov 2019 0.786 ", ,,,,FID,327,,ROW80_13," 07 Feb 2020 0.786 ", ,,,,FID,328,,ROW80_14," 11 May 2020 0.911 ", ,,,,FID,329,,ROW80_15," 10 Aug 2020 0.911 ", ,,,,FID,330,,ROW80_16," 10 Nov 2020 0.760 ", ,,,,FID,331,,ROW80_17," 09 Feb 2021 0.760 ", ,,,,FID,332,,ROW80_18," 11 May 2021 0.880 ", ,,,,FID,333,,ROW80_19," 10 Aug 2021 0.880 ", ,,,,FID,334,,ROW80_20," 10 Nov 2021 0.760 ", ,,,,FID,335,,ROW80_21," 09 Feb 2022 0.760 ", ,,,,FID,336,,ROW80_22," 11 May 2022 0.880 ", ,,,,FID,337,,ROW80_23," ", ,,,,FID,338,,ROW80_24," ", ,,,,FID,339,,ROW80_25," ", ,,,,FID,5357,,CONTEXT_ID,3606, ,,,,FID,6401,,DDS_DSO_ID,12378, ,,,,FID,6480,,SPS_SP_RIC,.[SPSEVAI-VAH08-P4, AAPLDIVCF.U,Market Price,2018-08-02T11:00:04.542300690Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,80,,8 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 02Aug18 GMT, ,,,,FID,322,,ROW80_8," 09 Nov 2018 0.668 ", ,,,,FID,323,,ROW80_9," 08 Feb 2019 0.668 ", ,,,,FID,324,,ROW80_10," 10 May 2019 0.774 ", ,,,,FID,325,,ROW80_11," 09 Aug 2019 0.774 ", ,,,,FID,5357,,CONTEXT_ID,3606, AAPLDIVCF.U,Market Price,2018-08-03T11:00:03.383556118Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,96,,4 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 03Aug18 GMT, ,,,,FID,5357,,CONTEXT_ID,3606, AAPLDIVCF.U,Market Price,2018-08-04T01:11:00.423018814Z,+0,Raw,REFRESH,,,,,145,82,111,,31 ,,,,FID,1,,PROD_PERM,145, ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 03Aug18 GMT, ,,,,FID,316,,ROW80_2," Forecast Dividend Cash Flows ", ,,,,FID,317,,ROW80_3," ", ,,,,FID,318,,ROW80_4,AAPL.O USD, ,,,,FID,319,,ROW80_5," Ex.Date Dividend ", ,,,,FID,320,,ROW80_6," -------------------------- ", ,,,,FID,321,,ROW80_7," 10 Aug 2018 0.730 ", ,,,,FID,322,,ROW80_8," 09 Nov 2018 0.668 ", ,,,,FID,323,,ROW80_9," 08 Feb 2019 0.668 ", ,,,,FID,324,,ROW80_10," 10 May 2019 0.774 ", ,,,,FID,325,,ROW80_11," 09 Aug 2019 0.774 ", ,,,,FID,326,,ROW80_12," 08 Nov 2019 0.786 ", ,,,,FID,327,,ROW80_13," 07 Feb 2020 0.786 ", ,,,,FID,328,,ROW80_14," 11 May 2020 0.911 ", ,,,,FID,329,,ROW80_15," 10 Aug 2020 0.911 ", ,,,,FID,330,,ROW80_16," 10 Nov 2020 0.760 ", ,,,,FID,331,,ROW80_17," 09 Feb 2021 0.760 ", ,,,,FID,332,,ROW80_18," 11 May 2021 0.880 ", ,,,,FID,333,,ROW80_19," 10 Aug 2021 0.880 ", ,,,,FID,334,,ROW80_20," 10 Nov 2021 0.760 ", ,,,,FID,335,,ROW80_21," 09 Feb 2022 0.760 ", ,,,,FID,336,,ROW80_22," 11 May 2022 0.880 ", ,,,,FID,337,,ROW80_23," ", ,,,,FID,338,,ROW80_24," ", ,,,,FID,339,,ROW80_25," ", ,,,,FID,5357,,CONTEXT_ID,3606, ,,,,FID,6401,,DDS_DSO_ID,12378, ,,,,FID,6480,,SPS_SP_RIC,.[SPSEVAI-VAH08-P4, AAPLDIVCF.U,Market Price,2018-08-06T11:00:03.961337384Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,112,,8 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 06Aug18 GMT, ,,,,FID,322,,ROW80_8," 09 Nov 2018 0.707 ", ,,,,FID,323,,ROW80_9," 08 Feb 2019 0.707 ", ,,,,FID,324,,ROW80_10," 10 May 2019 0.820 ", ,,,,FID,325,,ROW80_11," 09 Aug 2019 0.820 ", ,,,,FID,5357,,CONTEXT_ID,3606, AAPLDIVCF.U,Market Price,2018-08-07T11:00:04.736143855Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,128,,4 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 07Aug18 GMT, ,,,,FID,5357,,CONTEXT_ID,3606, AAPLDIVCF.U,Market Price,2018-08-08T11:00:04.580959707Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,144,,4 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 08Aug18 GMT, ,,,,FID,5357,,CONTEXT_ID,3606, AAPLDIVCF.U,Market Price,2018-08-09T11:00:03.448962583Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,160,,4 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 09Aug18 GMT, ,,,,FID,5357,,CONTEXT_ID,3606, AAPLDIVCF.U,Market Price,2018-08-10T11:00:03.305544764Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,176,,4 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 10Aug18 GMT, ,,,,FID,5357,,CONTEXT_ID,3606,
Notes on the data:
- 1 August: we have an UPDATE, followed by a REFRESH (which is a full image containing all data fields).
- 2 August: UPDATE to 4 estimates.
- 3 August: the date is updated
- 4 August: another REFRESH
- 6 August: UPDATE to 4 estimates
- 7-10 August: daily update of the date
Hope this helps.
@Christiaan Meihsl Thanks a lot for taking the time to put that together. It's very helpful for us. We will see how to put the page back together from the updates but at least the data is there.
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Available fields can be searched for in the latest TRTH data dictionary. In tab "Field Descriptions", filter on column D to find fields of interest. Column C tells you what type of extraction delivers a field. I just checked but could not find any dividends forecasts. That said, I'm not a data specialist.
This forum is for software developers using Thomson Reuters APIs, and technical discussions. For precise data queries, please directly contact TRTH support team via Contact Us. In the product field, select Thomson Reuters Tick History v2.
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@Christiaan Meihsl Thank you for the quick answer, yes we already have been contacting the TRTH frontline support and the TRTH PM. There is also another thread also on Thehub. But we have been unable to understand if it was possible to get that data or not using TRTH v2 as the TRTH v2 speedguide does not support the same set of feature as the TRTH v1 that is not accessible anymore.
Now we are under the impression from Rakesh Singh, that we needed to use the Rest Api of TRTH v2 but not clear how exactly :
v2 also allows you to make a RAW (Domain: Market Price) request for SpeedGuide pages. Unlike v1 where SpeedGuides are snapshots, SpeedGuides in v2 RAW return page updates. To recreate SpeedGuide snapshots of v1, you can define your date range and time period in v2, run RAW SpeedGuide page requests, and join the updates together. Hope this helps.
TRTH v2 Search is more capable than v1. You are allowed to make RAW requests of SpeedGuide which was not offered in v1. Search is 8-10 times faster in v2 compared with v1. There are certain features in the SpeedGuide that are deliberately dropped from v2, a vast majority of our customers use SpeedGuide for meta-data and therefore we dropped the capability to preview dynamic updates in SpeedGuide pages. If you are interested in dynamic updates please submit a RAW Market Price request for the SpeedGuide page instead.
I understand that you might not be the expert on the data, but we have the page needed already AAPLDIVCF.U and need to understand how to retrieve the historical page using TRTH api if that's what Raskeh meant and if it's possible.
Attached the Eikon page that shows the AAPLDIVCF.U in a quote and in the AAPL company view.
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Thank you very much for your response, Christiaan!
I have followed your example, and retrieving historical forecasted dividends for August 2018 works.
However, when I try earlier dates, I am getting no historical forecasted dividends.
For example, no forecasted dividends are returned while changing August to July in your example:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "AAPLDIVCF.U", "IdentifierType": "Ric" }
],
"ValidationOptions": {
"AllowHistoricalInstruments": true
}
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2018-07-02T00:00:00.000Z",
"QueryEndDate": "2018-07-06T00:00:00.000Z",
"ExtractBy": "Ric",
"SortBy": "SingleByRic",
"DomainCode": "MarketPrice",
"DisplaySourceRIC": true
}
}
}
This is the response:
#RIC,Domain,Date-Time,GMT Offset,Type,MsgClass/FID number,UpdateType/Action,FID Name,FID Value,FID Enum String,PE Code,Template Number,Key/Msg Sequence Number,Alias Underlying RIC,Number of FIDs AAPLDIVCF.U,Market Price,2018-07-02T11:00:03.582032557Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,224,,4 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 02Jul18 GMT, ,,,,FID,5357,,CONTEXT_ID,3606, AAPLDIVCF.U,Market Price,2018-07-03T11:00:04.880154535Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,240,,4 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 03Jul18 GMT, ,,,,FID,5357,,CONTEXT_ID,3606, AAPLDIVCF.U,Market Price,2018-07-05T11:00:04.501482896Z,+0,Raw,UPDATE,UNSPECIFIED,,,,145,,256,,4 ,,,,FID,2,,RDNDISPLAY,151, ,,,,FID,259,,RECORDTYPE,120, ,,,,FID,315,,ROW80_1,11:00 05Jul18 GMT, ,,,,FID,5357,,CONTEXT_ID,3606,
I have tried few other stocks, and getting forecasted dividends for August 2018 works, but no forecasted dividends are returned while using earlier start and end dates.
Do you know, by any chance, why this is happening ?
Thank you in advance!
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The API returns the data that was published on the data network, no more, no less. Not being a data specialist, I do not know if forecast dividends are published at regular intervals, but from the nature of the data itself I guess that forecasts are not published often.
Analysis
To check that I tried a call over an entire year, and saw that:
- Refresh messages are published every Friday (there are a few extra ones, which could result from server restarts).
- Update messages are published sporadically (none between 14 Nov 2017 & 12 Feb 2018, 8 in May 2018).
Your query covers the range from 2nd to 5th July (Monday to Thursday inclusive), it just missed the Friday refresh message.
Solution
Extend your query to an entire week and you will always get at least one refresh message, which contains all the forecast values.
Important caveat: I only studied this specific RIC. The frequency and day of publication of forecast data could vary depending on the exchange. Using the same empiric method, you can easily determine them.
Please also note that this is a technical forum for software developers using Thomson Reuters APIs. Data questions are best directed at the Thomson Reuters Helpdesk, as they are not related to software development. You can contact the Thomson Reuters Helpdesk by opening a content-related enquiry via My Account or by calling the Thomson Reuters Help Desk directly.
Hope this helps, and kind regards
