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gteage01 avatar image
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Is there an API endpoint for Embargo information at Price Source-level or at RIC-validation level?

Hi,

I am looking for a way of only getting the Embargo Detail back from the API - similarly from example from the GUI for VOD.L (VODAFONE on LSE):

https://hosted.datascope.reuters.com/DataScope/details/RIC_Vk9ELkw=%5EEN#embargo

With this information users can split up the requests into ‘immediate prices’ and ‘these will come approx. {X mins} later’, though this is needed at the list validation process not the later extraction as need to know in advance which Identifiers / Price Source will be embargoed and for how long in advance without it counting towards a valid data extraction usage number.

Best regards,

Gareth

dss-rest-apidssdatascope-selectembargo
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2 Answers

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Christiaan Meihsl avatar image
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@gareth.teage,

You cannot get the embargo details pre-extraction, i.e. separately from the actual data request; there is no "embargo validation" capability.

But you can get the embargo details fairly quickly after making an actual request. Referring to what Veerapath said, you can enable "Early Partial Delivery of Embargoed Reports" in the User Preferences. With that in place, in the first set of result files you will find the notes file that gives information on what is embargoed, as illustrated by this screenshot:

The tutorial Veerapath refers to gives all the details. Hope this helps.


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veerapath.rungruengrayubkul avatar image
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@gareth.teage

The IntradayPricingExtraction can provide the same embargo details as the example from GUI. Below is the example of request extracting the embargo fields.

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
    "ContentFieldNames": [
      "Exchange Code",
      "File Code",
      "PE Code",
      "Real Time Permitted",
      "Exchange Requiring Embargo",
      "Embargo Times",
      "Embargo Window",
      "Current Embargo Delay",
      "Maximum Embargo Delay",
      "Instrument Snap Time",
      "Last Update Time"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [
      	{ "Identifier": "VOD.L", "IdentifierType": "Ric" }
      ]
    },
    "Condition": { "ScalableCurrency": true }
  }
}
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gteage01 avatar image gteage01

Hi,

I was aware of these fields in the Intraday Pricing (IDP) template; using IDP creates a data extraction counts towards reported usage.

Is there is a way of getting this information pre-extraction? so that in advance users would be aware which identifiers would be impacted/'held-back', with detail.

If there's no way of getting the embargo info. as part of generic API metadata, or b) instrument validation response fields, then do you know if these fields return back something in the initial file regardless of the embargo of any other pricing data returned in any later files?

Many thanks,

Gareth

veerapath.rungruengrayubkul avatar image veerapath.rungruengrayubkul gteage01

@gareth.teage

I cannot find the way of getting the embargo info other than the Intraday Pricing, I will contact DSS Support team to confirm it.

Anyway, with "Early Partial Delivery of Embargoed Reports" enabled in User Preference, you should be able to immediately receive embargo info in an initial report file regardless of embargo of RICs. Currently, the partial delivery is available on Schedule Extraction only. Please see this tutorial for more information.