exchnage/contributor code missing in Fixed Income ISIN search
1. For many FICC product, the venue information is usually neither contained in the returned result of ‘TickHistoryTimeAndSalesExtractionRequest’ API call nor in the result of ‘HistoricalReferenceExtractionRequest’ API call.
If venue information is not available in any of the fields, is there a way/mapping to derive it from the RIC code?
e.g. ISIN: US172967KU42 -> RIC: 172967KU4=FINR, 172967KU4=RRPS, DEA184FT=BE, DEA184FT=F, DEA184FT=HA, etc.
I tried the below API
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
"ContentFieldNames": [
"RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Exchange Code", "Currency Code", "Change Date"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "US172967KU42", "IdentifierType": "Isin" }
],
"ValidationOptions": {"AllowHistoricalInstruments": true},
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"ReportDateRangeType": "Range",
"QueryStartDate": "2017-05-01",
"QueryEndDate": "2018-05-31"
}
}
}
This query has been answered to client with below code.
POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/GovCorpSearch { "SearchRequest": { "AssetStatuses": null, "GovCorpContributorCode": "EJV", "Group": { "Agency":true, "Government":true, "Corporate":true, "Supra":true }, "Identifier":"US172967KU42", "IdentifierType":"Isin", "PreferredIdentifierType":"Ric" } }