Price History Request

vikas.khurana
vikas.khurana Explorer
in DSS

I came across this message in the DataScope User Guide:

"Individual user accounts are permitted to execute only one Price History extraction at a
scheduled time. Simultaneous Price History extractions from the same user account are not
allowed to ensure resources are available for all user accounts at any given time."

Is this referring to the "PriceHistoryExtractionRequest"? What exactly does that mean? Can I submit a request a 5:00 PM and 5:05 PM? Do I have to wait until the first one is complete? It appears that I can only request 1,000 instruments at a time, how would I batch these up if I wanted to issue a request for 10,000 instruments?

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Best Answer

  • Ramprasad.Kumaralu.J
    Ramprasad.Kumaralu.J LSEG
    Answer ✓

    Hi@"vikas.khurana": yes, that note is referring with "PriceHistoryExtractionRequest". There are no simultaneous price history extractions allowed in the same user id. The user has to wait until the first price history extraction to complete and then submit for next. you may submit a request at 5:00 PM and 5:05 PM only if the 05:00 PM extraction complete.

    yes, Price History template allows a maximum of 1000 instruments per extraction.if you have 10k instruments then you need to submit 1* 10 schedules. I understand your concern here and we constantly working on this limitation and to improve this limit. We are aiming to increase instruments limit with Price history extractions in the future release (DSS 13.1 version tentatively). Thank you

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