Timeseries Data in Datascope Select

Hi,

Are you able to retrieve historical data for the RIC (CBKIRPGLIDX=COBA) is Datascope select.

I retrieve no data when I try conduct an extract through the GUI, are you able to provide an API example that can retrieve history for that RIC?

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Accepted answers

Christiaan Meihsl

@preshan.govinder,

if data is not available in the GUI, it will not be available via the API.

I did a test for DSS time series data, from 1990 till today, did not receive any data at all:

No usage to report -- 1 Instrument in the input list had no reported data.

In Eikon I see it only has data for very few fields, related to closing or last prices. I therefore tried a time series request for all the different close price fields ("Close Price", "Alternate Close Price", "Official Close Price", "Universal Close Price"), none have data.

I therefore tried a TRTH request for raw market price data, and that works; it delivers data for fields like HST_CLOSE, GEN_VAL2, etc.

Here is a request in Postman that delivers data (I filtered the FIDs to keep only the most interesting ones):

POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
      "InstrumentIdentifiers": [ { "Identifier": "CBKIRPGLIDX=COBA", "IdentifierType": "Ric" } ],
      "ValidationOptions": {
        "AllowOpenAccessInstruments": true,
        "AllowHistoricalInstruments": true
      },
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2018-11-01T00:00:00.000Z",
      "QueryEndDate": "2018-11-12T23:59:59.999Z",
      "ExtractBy": "Ric",
      "SortBy": "SingleByRic",
      "DomainCode": "MarketPrice",
      "DisplaySourceRIC": true,
      "Fids": "875,997,1010,21,79"
    }
  }
}

Here is the 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
CBKIRPGLIDX=COBA,Market Price,2018-11-01T06:32:31.325552565Z,+0,Raw,UPDATE,UNSPECIFIED,,,,5244,,174,,5
,,,,FID,875,,VALUE_DT1,2018-11-01,
,,,,FID,1010,,VALUE_TS1,06:32:31.000000000,
,,,,FID,21,,HST_CLOSE,195.556626,
,,,,FID,79,,HSTCLSDATE,2018-10-31,
,,,,FID,997,,GEN_VAL2,195.556626,
CBKIRPGLIDX=COBA,Market Price,2018-11-02T06:30:46.858483552Z,+0,Raw,UPDATE,UNSPECIFIED,,,,5244,,222,,5
,,,,FID,875,,VALUE_DT1,2018-11-02,
,,,,FID,1010,,VALUE_TS1,06:30:46.000000000,
,,,,FID,21,,HST_CLOSE,196.980871,
,,,,FID,79,,HSTCLSDATE,2018-11-01,
,,,,FID,997,,GEN_VAL2,196.980871,
CBKIRPGLIDX=COBA,Market Price,2018-11-03T04:30:38.897068113Z,+0,Raw,REFRESH,,,,,5244,89,223,,5
,,,,FID,21,,HST_CLOSE,196.980871,
,,,,FID,79,,HSTCLSDATE,2018-11-01,
,,,,FID,875,,VALUE_DT1,2018-11-02,
,,,,FID,997,,GEN_VAL2,196.980871,
,,,,FID,1010,,VALUE_TS1,06:30:46.000000000,
CBKIRPGLIDX=COBA,Market Price,2018-11-03T06:33:16.794538578Z,+0,Raw,UPDATE,UNSPECIFIED,,,,5244,,254,,5
,,,,FID,875,,VALUE_DT1,2018-11-03,
,,,,FID,1010,,VALUE_TS1,06:33:16.000000000,
,,,,FID,21,,HST_CLOSE,196.588213,
,,,,FID,79,,HSTCLSDATE,2018-11-02,
,,,,FID,997,,GEN_VAL2,196.588213,
CBKIRPGLIDX=COBA,Market Price,2018-11-06T06:30:51.031789053Z,+0,Raw,UPDATE,UNSPECIFIED,,,,5244,,382,,5
,,,,FID,875,,VALUE_DT1,2018-11-06,
,,,,FID,1010,,VALUE_TS1,06:30:50.000000000,
,,,,FID,21,,HST_CLOSE,196.978667,
,,,,FID,79,,HSTCLSDATE,2018-11-05,
,,,,FID,997,,GEN_VAL2,196.978667,
CBKIRPGLIDX=COBA,Market Price,2018-11-10T04:31:14.939727636Z,+0,Raw,REFRESH,,,,,5244,89,527,,5
,,,,FID,21,,HST_CLOSE,200.419585,
,,,,FID,79,,HSTCLSDATE,2018-11-08,
,,,,FID,875,,VALUE_DT1,2018-11-09,
,,,,FID,997,,GEN_VAL2,200.419585,
,,,,FID,1010,,VALUE_TS1,06:31:15.000000000,
CBKIRPGLIDX=COBA,Market Price,2018-11-10T06:30:41.868312649Z,+0,Raw,UPDATE,UNSPECIFIED,,,,5244,,558,,5
,,,,FID,875,,VALUE_DT1,2018-11-10,
,,,,FID,1010,,VALUE_TS1,06:30:41.000000000,
,,,,FID,21,,HST_CLOSE,199.271695,
,,,,FID,79,,HSTCLSDATE,2018-11-09,
,,,,FID,997,,GEN_VAL2,199.271695,

This might be a solution for you, if you have TRTH.

All comments

warat.boonyanit

@preshan.govinder

I did a quick test and it seems that only Tick History Raw extraction has the data.

This could be a server side issue. I would suggest open a support ticket.

Here is the Tick History Raw extraction example.

POST
Host: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw
Prefer: respond-async
Content-Type: application/json
Authorization: Token
{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [{
        "Identifier": "CBKIRPGLIDX=COBA",
        "IdentifierType": "Ric"
      }],
      "ValidationOptions": {
                "AllowHistoricalInstruments": true
      }
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2018-09-29T12:00:00.000Z",
      "QueryEndDate": "2018-11-11T12:10:00.000Z",
      "ExtractBy": "Ric",
      "SortBy": "SingleByRic",
      "DomainCode": "MarketPrice",
      "DisplaySourceRIC": true
    }
  }
}